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Commodity and Equity Markets: Some Stylized Facts from a Copula Approach

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Journal articles
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https://hal-univ-paris10.archives-ouvertes.fr/hal-01410596
Contributor : Administrateur Hal Nanterre <>
Submitted on : Tuesday, December 6, 2016 - 5:09:26 PM
Last modification on : Tuesday, November 19, 2019 - 9:28:39 AM

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  • HAL Id : hal-01410596, version 1

Citation

Anne-Laure Delatte, Claude Lopez. Commodity and Equity Markets: Some Stylized Facts from a Copula Approach. Journal of Banking and Finance, Elsevier, 2014. ⟨hal-01410596⟩

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