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

H. Manner, B. Candelon

Research output: Working paper / PreprintWorking paper

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

Publication series

SeriesMETEOR Research Memorandum

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