The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach
| Year of publication: |
2011
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|---|---|
| Authors: | Wang, Kehluh ; Chen, Yi-Hsuan ; Huang, Szu-Wei |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 11374767. - Vol. 20.2011, 4, p. 654-665
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