On the Extremal Dependence between Stock and Commodity Markets

Krzysztof Echaust

Abstract

n/a
Author Krzysztof Echaust (WIiGE / KBO)
Krzysztof Echaust,,
- Department of Operations Research
Pages183-188
Publication size in sheets0.5
Book Kocourek Aleš, Vavrousek Miroslav (eds.): 34th International Conference Mathematical Methods in Economics. MME 2016. Conference Proceedings, 2016, Technical University of Liberec, ISBN 978-80-7494-296-9, 940 p.
Keywords in English extremal dependence, extreme-value copula, stock indices, commodity
URL http://mme2016.tul.cz/conferenceproceedings/mme2016_conference_proceedings.pdf
Languageen angielski
Score (nominal)15
Score sourceconferenceIndex
ScoreMinisterial score = 15.0, 20-12-2019, BookChapterMatConfByIndicator
Ministerial score (2013-2016) = 15.0, 20-12-2019, BookChapterMatConfByIndicator
Publication indicators WoS Citations = 0
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