Looking Beyond Wine Risk-Adjusted Performance

Maurer, F; Cardebat, JM; Jiao, L

Maurer, F (corresponding author), KEDGE Business Sch, 680 Cours Liberat, F-33405 Talence, France.; Maurer, F (corresponding author), Univ Bordeaux, IRGO, EA 4190, 680 Cours Liberat, F-33405 Talence, France.

JOURNAL OF WINE ECONOMICS, 2020; 15 (2): 229

Abstract

In this paper, we use copula-GARCH models applied to daily data from March 2010 to March 2018 to test the time-varying dependence of the Liv-ex 50, a ......

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