Tail dependence between gold and sectorial stocks in China : perspectives for portfolio diversification
Joscha Beckmann, Theo Berger, Robert Czudaj, Thi-Hong-Van Hoang
| Year of publication: |
2019
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|---|---|
| Authors: | Beckmann, Joscha ; Berger, Theo ; Czudaj, Robert ; Hoang, Thi Hong Van |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 56.2019, 3, p. 1117-1144
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| Subject: | Chinese sectorial stocks | Copulas | Oil | Portfolio implications | Shanghai Gold Exchange | China | Portfolio-Management | Portfolio selection | Shanghai | Gold | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-017-1381-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012041701