Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market

By Wei Sun, Svetlozar T. Rachev, Stoyan Stoyanov, Frank J Fabozzi 3. 2008

58 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8eefbbd40434e91cfba6c939aa347e36e251228a