Multivariate skewed student's t Copula in the analysis of nonlinear and asymmetric dependence in the German equity market

Wei Sun, Svetlozar Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi

Research output: Contribution to journalArticlepeer-review

31 Scopus citations

Fingerprint

Dive into the research topics of 'Multivariate skewed student's t Copula in the analysis of nonlinear and asymmetric dependence in the German equity market'. Together they form a unique fingerprint.

Business & Economics

Mathematics

Social Sciences