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Conditional Dependence and Time Series

Angelo Corelli (Maastricht School of Management, The Netherlands)

Understanding Financial Risk Management, Third Edition

ISBN: 978-1-83753-253-7, eISBN: 978-1-83753-250-6

Publication date: 27 May 2024

Citation

Corelli, A. (2024), "Conditional Dependence and Time Series", Understanding Financial Risk Management, Third Edition, Emerald Publishing Limited, Leeds, pp. 81-96. https://doi.org/10.1108/978-1-83753-250-620243003

Publisher

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Emerald Publishing Limited

Copyright © 2024 Angelo Corelli