Browsing by Subject Tail dependence

Showing results 1 to 2 of 2
Issue DateTitleAuthor(s)
2023Dependence and risk management of portfolios of metals and agricultural commodity futuresWaqas Hanif
2023Spillovers and tail dependence between oil and US sectoral stock markets before and during COVID-19 pandemicWalid Mensi
Showing results 1 to 2 of 2