Dependence structures in Chinese and US financial markets : a time-varying conditional copula approach
Jian Hu
Year of publication: |
2010
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Authors: | Hu, Jian |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 7/9, p. 561-583
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Subject: | Internationaler Finanzmarkt | International financial market | Marktintegration | Market integration | Vergleich | Comparison | China | USA | United States | 1991-2007 |
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