Conditional Dependency of Financial Series: The Copula-GARCH Model

By Eric Jondeau, Michael Rockinger. 2002

56 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1ee93553daaaa479bbf6e9e732aeb600515adc6e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Christian Cech
2. Wolfgang Aussenegg

In Finance

1. Christian Cech
2. Wolfgang Aussenegg

Citations in the corpus

• A new copula approach for high-dimensional real world portfolios (2012, background): “[20], Jondeau and Rockinger [23], Junker et al.”