Asymmetric dependence between multiple asset returns: An EM algorithm for the skewed t copula

Additional Metadata
Thesis Advisor	Hogerheide, L.F.
Persistent URL	hdl.handle.net/2105/6169
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Brand, D. van den. (2009, October 22). Asymmetric dependence between multiple asset returns: An EM algorithm for the skewed t copula. Econometrie. Retrieved from http://hdl.handle.net/2105/6169

Asymmetric dependence between multiple asset returns