The dependence structure between Chinese and other major stock markets using extreme values and copulas
Saiful Izzuan Hussain, Steven Li
| Year of publication: |
2018
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|---|---|
| Authors: | Hussain, Saiful Izzuan ; Li, Steven |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 56.2018, p. 421-437
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| Subject: | Chinese stock market | Copula | Dependence structure | Extreme value theory | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | China | Kapitaleinkommen | Capital income | Ausreißer | Outliers | ARCH-Modell | ARCH model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012033721