Computer Science and Information Technologies, Computer Science and Information Technologies 2010

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Stocks Prices Analysis Based on Copula Functions
E. M. Bronshtein, A. S. Gerasimova, E. I. Prokudina, G. M. Fridman

Last modified: 2021-03-29


Stock prices dependence is analyzed on the basis of copula function. The difference in dependence character in crisis and previous periods is established.


Stocks Prices; Analysis Based; Copula Functions


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