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~isPartOf:"Chinese management studies : CMS"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Multivariate distribution"
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Chinese management studies : CMS
The North American journal of economics and finance : a journal of financial economics studies
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A time-varying copula approach for constructing a daily financial systemic stress index
Tan, Sook-Rei
;
Li, Changtai
;
Yeap, Xiu Wei
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225802
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