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~subject:"Extreme returns"
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Extreme
Return-Volume
Dependence
in East-Asian Stock Markets: A Copula Approach
Ning, Cathy
;
Wirjanto, Tony S.
-
Department of Economics, University of Waterloo
-
2008
markets. The empirical results indicate that the
return-volume
dependence
is significant and asymmetric at extremes for all …
Persistent link: https://www.econbiz.de/10005227878
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