Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets
| Year of publication: |
2009
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|---|---|
| Authors: | Xu, Qing ; Li, Xiao-Ming |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 19.2009, 4, p. 273-290
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