Testing for asset market linkages: a new approach based on time-varying copulas

H. Manner, B. Candelon

Research output: Working paperProfessional

364 Downloads (Pure)
Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages36
DOIs
Publication statusPublished - 1 Jan 2007

Publication series

SeriesMETEOR Research Memorandum
Number052

Cite this

Manner, H., & Candelon, B. (2007). Testing for asset market linkages: a new approach based on time-varying copulas. METEOR, Maastricht University School of Business and Economics. METEOR Research Memorandum, No. 052 https://doi.org/10.26481/umamet.2007052