The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach
- Authors:
- Ascorbebeitia, J.; Ferreira, E.; Orbe, S.
- Year:
- 2022
- Journal:
- Journal of Business & Economic Statistics
- Quartile:
- Q1, ECONOMICS - SSCI ; Q1, SOCIAL SCIENCES, MATHEMATICAL METHODS - SSCI; Q1, STATISTICS & PROBABILITY - SCIE
- Volume:
- 40(2)
- Initial page - Ending page:
- 913 - 923
- DOI:
- 10.1080/07350015.2021.1883439