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...
Guardado en:
| Publicado en: | Economía Mexicana. Nueva Época |
|---|---|
| Autores principales: | , |
| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
Centro de Investigación y Docencia Económicas, A.C.
2013
|
| Materias: | |
| Acceso en línea: | https://www.redalyc.org/articulo.oa?id=32329969004 |
| Etiquetas: |
Sin Etiquetas, Sea el primero en etiquetar este registro!
|