The dynamic dependence between the Chinese market and other international stock markets : a time-varying copula approach
Year of publication: |
2011
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Authors: | Wang, Kehluh ; Chen, Yi-Hsuan ; Huang, Szu-wei |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 20.2011, 4, p. 654-664
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Subject: | Dependence structure | Time-varying copula | International investment | Chinese market | Diversification | Multivariate Verteilung | Multivariate distribution | China | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
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