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Dynamics of Statistical Dependencies in Financial Markets

  • Michael C. Münnix

Zusammenfassung

In this chapter, we pursue two different approaches to give insight into the statistical mechanics of a financial market.

Keywords

Stock Return Tail Dependence Short Selling Return Interval Gaussian Copula 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Vieweg+Teubner Verlag | Springer Fachmedien Wiesbaden GmbH 2011

Authors and Affiliations

  • Michael C. Münnix

There are no affiliations available

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