Adelaide Research & Scholarship
Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/108898
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| Type: | Journal article |
| Title: | Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach |
| Author: | Sim, N. |
| Citation: | International Review of Financial Analysis, 2016; 48:31-45 |
| Publisher: | Elsevier |
| Issue Date: | 2016 |
| ISSN: | 1057-5219 |
| Statement of Responsibility: | Nicholas Sim |
| Abstract: | Abstract not available |
| Keywords: | Asset returns; Australia; copula; correlation; quantile regression |
| Rights: | © 2016 Elsevier Inc. All rights reserved. |
| DOI: | 10.1016/j.irfa.2016.09.004 |
| Published version: | http://dx.doi.org/10.1016/j.irfa.2016.09.004 |
| Appears in Collections: | Aurora harvest 3 Economics publications |
Files in This Item:
| File | Description | Size | Format | |
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| RA_hdl_108898.pdf Restricted Access | Restricted Access | 2.1 MB | Adobe PDF | View/Open |
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