Browsing Department of Economics and Econometrics by Subject "Archimedean copulas"

DSpace/Manakin Repository

Browsing Department of Economics and Econometrics by Subject "Archimedean copulas"

Sort by: Order: Results:

  • Mokwena, Paula (2012-05-23)
    This study analyzes the effect of the subprime crisis on portfolio allocation from the perspective of dependence structure. Empirical evidence has proved that the multivariate normal distribution is inadequate to model ...

Search UJDigispace


Advanced Search

Browse

My Account