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forecasting implications are also considered. Empirical analyses are conducted using data for the U.S., the U.K., and Australia …
Persistent link: https://www.econbiz.de/10003970286
structural changes in the tail dependences. We use data for the U.S., the U.K. and Australia for the period 1990-2010 as a basis …
Persistent link: https://www.econbiz.de/10008797759
general stock market returns using international data for the U.S., U.K., and Australia. In contrast to previous research …
Persistent link: https://www.econbiz.de/10009558452
Persistent link: https://www.econbiz.de/10009767829
Persistent link: https://www.econbiz.de/10008758759
structural changes in the tail dependences. We use data for the U.S., the U.K. and Australia for the period 1990-2010 as a basis …
Persistent link: https://www.econbiz.de/10013081306
Persistent link: https://www.econbiz.de/10009540818
forecasting implications are also considered. Empirical analyses are conducted using data for the U.S., the U.K., and Australia …
Persistent link: https://www.econbiz.de/10013110266