The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach
- Egileak:
- Ascorbebeitia, J.; Ferreira, E.; Orbe, S.
- Urtea:
- 2022
- Aldizkaria:
- Journal of Business & Economic Statistics
- Kuartila:
- Q1, ECONOMICS - SSCI ; Q1, SOCIAL SCIENCES, MATHEMATICAL METHODS - SSCI; Q1, STATISTICS & PROBABILITY - SCIE
- Liburukia:
- 40(2)
- Hasierako orria - Amaierako orria:
- 913 - 923
- DOI:
- 10.1080/07350015.2021.1883439