Testing for asset market linkages: a new approach based on time-varying copulas

H. Manner and Bertrand Candelon
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H. Manner: Quantitative Economics

No 52, Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)

Date: 2007-01-01
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Journal Article: TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME‐VARYING COPULAS (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:unm:umamet:2007052

DOI: 10.26481/umamet.2007052

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