What is the best approach to measure the interdependence between different markets
Guegan, Dominique ; Ladoucette, Sophie A.
HAL, halshs-00201333 / Harvested from HAL
Text on HAL
Publié le : 2002-07-05
Classification:  Copulas,  MSCI -Tail behavior,  Correlation,  Contagion,  [SHS.ECO]Humanities and Social Sciences/Economies and finances,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] 
@article{halshs-00201333,
     author = {Guegan, Dominique and Ladoucette, Sophie A.},
     title = {What is the best approach to measure the interdependence between different markets},
     journal = {HAL},
     volume = {2002},
     number = {0},
     year = {2002},
     language = {en},
     url = {http://dml.mathdoc.fr/item/halshs-00201333}
}

Guegan, Dominique; Ladoucette, Sophie A. What is the best approach to measure the interdependence between different markets. HAL, Tome 2002 (2002) no. 0, . http://gdmltest.u-ga.fr/item/halshs-00201333/