A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence
Year of publication: |
2009
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Authors: | Sun, Wei ; Rachev, Svetlozar ; Fabozzi, Frank J. ; Kalev, Petko S. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 5193941. - Vol. 36.2009, 1, p. 201
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