HIGHLIGHTS
- who: Roy Cerqueti from the Department of Social and Economic Sciences, Sapienza University of Rome, Piazzale Aldo Moro, Rome, Italy have published the research work: The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets, in the Journal: (JOURNAL)
- what: The authors focus on the cross-shareholding structure in financial markets. To describe their left and right tail dependence properties the authors explore the theoretical dependence structure between such indices through copula functions. The paper aims to provide a theoretical framework for exploring the joint distribution of concentration and . . .
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