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An analysis of performance measures using copulae
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Hwang, Soosung and Salmon, Mark H. (Mark Howard), 1949- (2001) An analysis of performance measures using copulae. Working Paper. Warwick Business School, Financial Econometrics Research Centre, Coventry.
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Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
| Item Type: | Working or Discussion Paper (Working Paper) |
|---|---|
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre Faculty of Social Sciences > Warwick Business School |
| Library of Congress Subject Headings (LCSH): | Stocks -- Rate of return, Accounting and price fluctuations, Copulas (Mathematical statistics), Distribution (Probability theory), Asymptotic distribution (Probability theory) |
| Series Name: | Working papers (Warwick Business School. Financial Econometrics Research Centre) |
| Publisher: | Warwick Business School, Financial Econometrics Research Centre |
| Place of Publication: | Coventry |
| Date: | June 2001 |
| Number: | No.01- |
| Number of Pages: | 44 |
| Status: | Not Peer Reviewed |
| Access rights to Published version: | Open Access |
| URI: | http://wrap.warwick.ac.uk/id/eprint/1815 |
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