An analysis of dependence between Central and Eastern European stock markets
Juan C. Reboredo, Aviral Kumar Tiwari, Claudiu Tiberiu Albulescu
| Year of publication: |
September 2015
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|---|---|
| Authors: | Reboredo, Juan Carlos ; Tiwari, Aviral Kumar ; Albulescu, Claudiu Tiberiu |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 39.2015, 3, p. 474-490
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| Subject: | CEE stock markets | Dependence structure | Copulas | Tail dependence | Osteuropa | Eastern Europe | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | Korrelation | Correlation | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ecosys.2015.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011532315