Dependence patterns across Gulf Arab stock markets : a copula approach
Syed Abul Basher; Salem Nechi; Hui Zhu
| Year of publication: |
2014
|
|---|---|
| Authors: | Basher, Syed Abul ; Nechi, Salem ; Zhu, Hui |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 25/26.2014, p. 30-50
|
| Subject: | Asymmetric dependence | Copula models | Gulf Arab stock markets | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Arabische Golf-Staaten | Gulf countries | Kapitaleinkommen | Capital income | Arabische Staaten | Arab countries | ARCH-Modell | ARCH model | Börsenkurs | Share price | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010516825