Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/63182
Type: | Conference paper |
Title: | The dependence of return quantiles: A new approach to modeling correlations |
Author: | Sim, N. |
Citation: | Proceedings of the 39th Australian Conference of Economists (ACE 10), 2010: pp.1-43 |
Publisher: | The Economic Society of Australia |
Publisher Place: | www |
Issue Date: | 2010 |
Conference Name: | Australian Conference of Economists (39th : 2010 : Sydney, NSW) |
Rights: | Copyright status unknown |
Appears in Collections: | Aurora harvest 5 Economics publications |
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