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Commodity and equity markets : some stylized facts from a copula approach

Anne-Laure Delatte

Publication Data

Title Commodity and equity markets : some stylized facts from a copula approach
Author Anne-Laure Delatte
Contributors Claude Lopez, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2013
Publication location London
Language English

Topics

Commodity futures :: Mathematical models
Stock price forecasting :: Mathematical models

Catalogue Data

OBNB ID GBB5C9891
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6328015118

ISBD

P1053 27 pages
P1042 Includes bibliographical references.

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Commodity and equity markets : some stylized facts from a copula approach by Anne-Laure Delatte. Published by Centre for Economic Policy Research in 2013. Publication and catalogue information, links to buy online and reader comments.