Assessing tail risk for nonlinear dependence of MSCI sector indices: A copula three-stage approach - Concepedia

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Assessing tail risk for nonlinear dependence of MSCI sector indices: A copula three-stage approach

13

Citations

17

References

2018

Year

Giovanni De Luca, Dominique Guégan, Giorgia Rivieccio

Finance research letters

EconomicsEngineeringMsci Sector IndicesFinancial Risk ManagementNonlinear DependenceRisk ManagementRisk MetricBusinessEconomic AnalysisEconometricsTail RiskMultivariate AnalysisStatisticsFinance

References

	Year	Citations

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