Copula Approach to Market Volatility and Technology Stocks Dependence

Despite the technology sector being highly responsive to market fluctuations, individual instances of its lower sensitivity to high market volatility and crisis are documented. This paper analyzes the dependence between the stock market volatility and technology stocks on the U.S. market using the copula modeling approach.

• Use cases, geography and tags
• Organizations that created, adopted or are mentioned
• Ecosystem position
• Link to the original asset
• Comments and reactions