Publication | Closed Access
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX
66
Citations
30
References
2011
Year
Empirical FinanceTail DependenceEconomicsVolatility ModelingFinancial EconomicsAsset PricingMarket TrendFinancial EconometricsManagementBusinessEconomic AnalysisBlack SwanConditional HeteroskedasticityFinanceFinancial Crisis
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