Quantile dependencies between discontinuities and time-varying rare disaster risks

Journal article

Peer reviewed

Konstantinos Gkillas, Christos Floros and Muhammad Tahir Suleman

The European journal of finance, Vol.27(10), pp.932-962

03/07/2021

Metrics

1 Record Views

Record Identifier: 9926496743001891
Title: Quantile dependencies between discontinuities and time-varying rare disaster risks
Creators: Konstantinos Gkillas
Christos Floros
Muhammad Tahir Suleman
Publication Details: The European journal of finance, Vol.27(10), pp.932-962
Academic Unit: Accountancy and Finance
Date published ; e-published: 03/07/2021
Language: English
Resource Type: Journal article