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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Pacific-Basin finance journal
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A new approach to modeling co-movement of international equity markets : evidence of unconditional copula-based stimulation of tail dependence
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
1
,
pp. 201-229
Persistent link: https://www.econbiz.de/10003804574
Saved in:
2
A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence
Sun, Wei
;
Rachev, Svetlozar
;
Fabozzi, Frank J.
;
Kalev, …
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
1
,
pp. 201
Persistent link: https://www.econbiz.de/10008170141
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