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~isPartOf:"Applied financial economics"
~person:"Hamori, Shigeyuki"
~person:"Hwang, Soosung"
~subject:"Multivariate distribution"
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Hamori, Shigeyuki
Hwang, Soosung
Yang, Lu
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Applied financial economics
Journal of Asian economics
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The North American journal of economics and finance : a journal of financial economics studies
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Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
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2
Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
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