articleJournal of International Money and FinanceAug 1, 2006Closed access

The Copula-GARCH model of conditional dependencies: An international stock market application

ÉJÉric JondeauMRMichael Rockinger

University of Lausanne · Swiss Finance Institute

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Abstract

No abstract available for this paper.

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779
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FWCI
26.15
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100%
References
66
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Authors

2

Topics & keywords

Topics
Keywords
  • Copula (linguistics)
  • Econometrics
  • Univariate
  • Stock (firearms)
  • Autoregressive conditional heteroskedasticity
  • Dependency (UML)
  • Economics
  • Stock market
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