Publications
Type of Publication: Article in Journal
Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns
- Author(s):
- Wollschläger, M.; Schäfer, R.
- Title of Journal:
- Journal of Risk
- Volume (Publication Date):
- 19 (2016)
- Number of Issue:
- 1
- pages:
- 1-23
- Digital Object Identifier (DOI):
- doi:10.21314/JOR.2016.342
- Link to complete version:
- https://arxiv.org/abs/1506.08054