Dynamics of Statistical Dependencies in Financial Markets

  • Michael C. Münnix


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


Stock Return Tail Dependence Short Selling Return Interval Gaussian Copula 
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© Vieweg+Teubner Verlag | Springer Fachmedien Wiesbaden GmbH 2011

Authors and Affiliations

  • Michael C. Münnix

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