Return interval, dependence structure and multivariate normality

Thierry Ané and Chiraz Labidi
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Chiraz Labidi: Pôle de Recherche - Rouen Business School - Rouen Business School

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Keywords: Multivariate normality; return interval; dependence structure; normalité multivariée; intervalle de rendement; structure de dépendance; Copula (search for similar items in EconPapers)
Date: 2002
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Published in 2002

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Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:hal-00605351

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