Choice of copulas in explaining stock market contagion
Kian-guan Lim
| Year of publication: |
2013
|
|---|---|
| Authors: | Lim, Kian-Guan |
| Published in: |
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]. - Berlin [u.a.] : Springer, ISBN 3-642-35442-4. - 2013, p. 129-140
|
| Subject: | Börsenkurs | Share price | Ansteckungseffekt | Contagion effect | Multivariate Verteilung | Multivariate distribution | Preiskonvergenz | Price convergence | Aktienmarkt | Stock market | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom | Japan | 1990-2012 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009711158