Dependence structure between China's stock market and other major stock markets before and after the 2008 financial crisis
Hao Ji, Hao Wang, Jia Xu and Brunero Liseo
| Year of publication: |
2020
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|---|---|
| Authors: | Ji, Hao ; Wang, Hao ; Xu, Jia ; Liseo, Brunero |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 11, p. 2608-2624
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| Subject: | 2008 global financial crisis | ARMA-GARCH skewed-t Vine Copula | Chinese stock market | dependence structure | China | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1615434 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262880