Loran Chollete (loran.chollete@uis.no) and Cathy Ning (cning@economics.ryerson.ca)
Additional contact information
Loran Chollete: University of Stavanger, Postal: University of Stavanger, NO-4036 Stavanger, Norway
Cathy Ning: Ryerson University, Postal: Ryerson University
Abstract: .
Keywords: Asymmetric Dependence; Copulas; Diversification Failure; Risk Factor; Systemic Risk; Time-Varying Downside Risk
43 pages, April 4, 2010
Full text files
uis_wps_2011_2_chollete_ning.pdf![]()
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RePEc:hhs:stavef:2011_002This page generated on 2024-09-13 22:17:13.