Time-varying dependence structures of equity markets of China, ASEAN and the USA
Baoxia Li and Zhi Zeng
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Li, Baoxia ; Zeng, Zhi |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 25.2018, 2, p. 87-91
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| Subject: | Copula models | time-varying | dependence structure | equity markets | Aktienmarkt | Stock market | USA | United States | China | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | ASEAN-Staaten | ASEAN countries | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2017.1296545 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011853697