Blar i Penger og Kreditt / Economic Bulletin på forfatter "Chollete, Lorán"
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Economic Implications of Copulas and Extremes
Chollete, Lorán (Journal article, 2008)Events in financial markets since summer 2007 have clearly illustrated the importance of being able to analyse how the return on different kinds of assets that usually seem uncorrelated can begin to show a strong covariance ... -
Economic Implications of Copulas and Extremes
Chollete, Lorán (Journal article, 2008)Recent events in financial markets and in nature have made it clear that it is vital to understand extremes. Such ’tail events’ occur in many aspects of economic life. As suggested by the subprime market spillover of 2007, ...