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Is there a copula that correlates large gains?

Posted: June 27th, 2014, 6:26 pm
by jchircop123
Is there a copula that correlates large gains rather than losses?

Is there a copula that correlates large gains?

Posted: June 27th, 2014, 6:37 pm
by pcaspers
have a look here

Is there a copula that correlates large gains?

Posted: June 27th, 2014, 6:41 pm
by jchircop123

Is there a copula that correlates large gains?

Posted: June 27th, 2014, 6:58 pm
by jchircop123