Dependence of stock and commodity futures markets in China : implications for portfolio investment
Year of publication: |
2014
|
---|---|
Authors: | Hammoudeh, Shawkat ; Nguyen, Duc Khuong ; Reboredo, Juan Carlos ; Wen, Xiaoqian |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 21.2014, p. 183-200
|
Subject: | China | Commodity futures | Equity markets | Co-movement | Copulas | Portfolio risk management | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Risikomanagement | Risk management | Kapitaleinkommen | Capital income | Multivariate Verteilung | Multivariate distribution |
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