"Asymmetry in tail dependence in equity portfolios."

Eric Jondeau (2016)

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DOI: 10.1016/J.CSDA.2015.02.014

access: closed

type: Journal Article

metadata version: 2020-02-18

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Eric Jondeau:
Asymmetry in tail dependence in equity portfolios. Comput. Stat. Data Anal. 100: 351-368 (2016)

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