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Dependence between Croatian and European stock markets : a copula GARCH approach
Dajčman, Silvo, (2013)
Tail dependence between Central and Eastern European and major European stock markets : a copula approach
Dajcman, Silvo, (2013)
Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets
Gupta, Pankaj Kumar, (2024)
The basis under negative shock and the price discovery in futures market
Chang, Chiao-yi, (2011)
The market response of insider transferring trades and firm characteristics in Taiwan
Chang, Chiao-yi, (2013)
Order imbalance and daily momentum investing : evidence from Taiwan
Chang, Chiao-yi, (2012)