Tail dependence in emerging ASEAN-6 equity markets : empirical evidence from quantitative approaches
Year of publication: |
2020
|
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Authors: | Duy Duong ; Toan Luu Duc Huynh |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 6.2020, 4, p. 1-26
|
Subject: | ASEAN | Stock indexes | Chi-plots | K-plots | T-copulas | Time-varying copulas | Multivariate Verteilung | Multivariate distribution | Aktienmarkt | Stock market | Aktienindex | Stock index | ASEAN-Staaten | ASEAN countries | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-019-0168-7 [DOI] hdl:10419/237191 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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