Estimation of dynamic asymmetric tail dependences : an empirical study on Asian developed futures markets
Qing Xu and Xiao-Ming Li
| Year of publication: |
2009
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|---|---|
| Authors: | Xu, Qing ; Li, Xiaoming |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 19.2009, 4/6, p. 273-290
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| Subject: | Asien | Asia | Schätzung | Estimation | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003828472