Modelling tail dependence between energy market and stock markets in the BRIC countries
Year of publication: |
2014
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Authors: | Pan, Zhiyuan |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 10/12, p. 789-794
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Subject: | dependence | energy market | stock markets | regime switching copula | BRIC | BRICS-Staaten | BRICS countries | Energiemarkt | Energy market | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution |
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