An analysis of performance measures using copulae
Hwang, Soosung and Salmon, Mark H. (Mark Howard), 1949- (2001) An analysis of performance measures using copulae. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre)).
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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|
|Number of Pages:||44|
|Status:||Not Peer Reviewed|
|Access rights to Published version:||Open Access|
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