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Is there a copula that correlates large gains?

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jchircop123
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Joined: February 18th, 2014, 8:10 am

Is there a copula that correlates large gains?

June 27th, 2014, 6:26 pm

Is there a copula that correlates large gains rather than losses?
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pcaspers
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Joined: June 6th, 2005, 9:49 am
Location: Germany

Is there a copula that correlates large gains?

June 27th, 2014, 6:37 pm

have a look here
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jchircop123
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Is there a copula that correlates large gains?

June 27th, 2014, 6:41 pm

Last edited by jchircop123 on July 12th, 2014, 10:00 pm, edited 1 time in total.
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jchircop123
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Is there a copula that correlates large gains?

June 27th, 2014, 6:58 pm

Last edited by jchircop123 on July 12th, 2014, 10:00 pm, edited 1 time in total.
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