An investigation on mixed housing-cycle structures and asymmetric tail dependences
Kuang-Liang Chang
| Year of publication: |
2020
|
|---|---|
| Authors: | Chang, Kuang-Liang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-10
|
| Subject: | Asymmetric dependence | Dependent Markov-switching processes | Housing cycles | Mixture copula | Spillover effect | Multivariate Verteilung | Multivariate distribution | Spillover-Effekt | Markov-Kette | Markov chain | Statistische Verteilung | Statistical distribution | Theorie | Theory | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Immobilienpreis | Real estate price | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.10.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012658920