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rdfs:label
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"Testing for asset market linkages : a new approach based on time-varying copulas / Hans Manner, Bertrand Candelon"
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schema:name
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"Testing for asset market linkages : a new approach based on time-varying copulas"
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schema:author
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Manner, Hans
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Maastricht research school of Economics of Technology and Organizations
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schema:contributor
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Candelon, Bertrand
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schema:description
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"Ook verschenen als online resource"
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schema:sameAs
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<http://www.worldcat.org/oclc/191851475>
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schema:mainEntityOfPage
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<https://data.bibliotheken.nl/.well-known/genid/85e3955111d8a7220c1c26a5863cdce5>
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kbdef:hasDerivative
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Testing for asset market linkages: a new approach based on time-varying copulas / Hans Manner, Bertrand Candelon
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http://purl.org/dc/terms#issued
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"2007"
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schema:about
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<http://data.bibliotheken.nl/id/thes/p077607171>
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Financial crisis
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monetaire politiek
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Econometrische modellen
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aandelen
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schema:inLanguage
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"en"
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schema:isPartOf
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Research memorandum / METEOR
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schema:numberOfPages
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36
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schema:publication
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<https://data.bibliotheken.nl/.well-known/genid/4cb339f6df2826e89831563e9ac66937>
|