Dependence patterns among Asian banking sector stocks : a copula approach
Year of publication: |
October 2017
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Authors: | Mensah, Jones Odei ; Premaratne, Gamini |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 41.2017, p. 516-546
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Subject: | Asia banking sector | International correlation | Dependence | Copula model | Asien | Asia | Multivariate Verteilung | Multivariate distribution | Bank | Korrelation | Correlation |
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