Modeling the dependence structure of share prices among three Chinese city banks
Year of publication: |
2018
|
---|---|
Authors: | Liu, Guizhou ; Cai, Xiao Jing ; Hamori, Shigeyuki |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 11.2018, 4, p. 1-18
|
Publisher: |
Basel : MDPI |
Subject: | city banks | dependence structure | copula |
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