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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Roch, Oriol |
dc.contributor.author | Alegre Escolano, Antonio |
dc.date | 2010-04-09T10:37:55Z |
dc.date | 2010-04-09T10:37:55Z |
dc.date | 2005 |
dc.identifier.uri | http://hdl.handle.net/2445/12027 |
dc.format | 204915 bytes |
dc.format | 18 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Universitat de Barcelona. Facultat d'Economia i Empresa |
dc.relation | Reproducció digital del document publicat a http://www.ere.ub.es/dtreball/E05143.rdf/view |
dc.relation | Documents de treball (Facultat d'Economia i Empresa. Espai de Recerca en Economia), 2005, E05/143 |
dc.relation | [WP E-Eco05/143] |
dc.rights | cc-by-nc-nd, (c) Roch et al., 2005 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Models economètrics |
dc.subject | Gestió del risc |
dc.subject | Econometric models |
dc.subject | Risk management |
dc.title | Testing the bivariate distribution of daily equity returns using copulas: an application to the Spanish stock market |
dc.type | info:eu-repo/semantics/workingPaper |
dc.description.abstract | |
dc.description.abstract |