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~person:"Li, Tinghui"
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ARIMA-GARCH copula
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Li, Tinghui
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Potential dependence of financial cycles between emerging and developed countries : based on ARIMA-GARCH copula model
Li, Tinghui
;
Zhong, Junhao
;
Huang, Zimei
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
6
,
pp. 1237-1250
Persistent link: https://www.econbiz.de/10012211540
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