Measuring Dependence in Financial Crisis A Copula Approach for Mexico and Brazil
This paper studies the dependence in Mexican and Brazilian financial markets trough a method that has proved to obtain better results —along with the characterization of non-linearity and asymptotic dependence— than the use of simple correlation analysis: the copula approach. Using weekly returns of...
Sábháilte in:
| Foilsithe in: | Economía Mexicana. Nueva Época |
|---|---|
| Príomhchruthaitheoirí: | , |
| Formáid: | Artigo |
| Teanga: | Inglês |
| Foilsithe / Cruthaithe: |
Centro de Investigación y Docencia Económicas, A.C.
2013
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| Ábhair: | |
| Rochtain ar líne: | https://www.redalyc.org/articulo.oa?id=32329969004 |
| Clibeanna: |
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
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