The dynamic dependence between the Chinese market and other international stock markets : a time-varying copula approach
Kehluh Wang; Yi-Hsuan Chen; Szu-Wei Huang
| 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 1137476-7. - Vol. 20.2011, 4, p. 654-664
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| Subject: | Dependence structure | Time-varying copula | International investment | Chinese market | Diversification | China | Multivariate Verteilung | Multivariate distribution | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility | Korrelation | Correlation |
| 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/10009303893