Diversification evidence from international equity markets using extreme values and stochastic copulas
| Year of publication: |
2012
|
|---|---|
| Authors: | Bhatti, M. Ishaq ; Nguyen, Cuong C. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 22.2012, 3, p. 622-647
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