The shifting dependence dynamics between the G7 stock markets
Ahmed BenSaïda, Sabri Boubaker and Duc Khuong Nguyen
| Year of publication: |
May 2018
|
|---|---|
| Authors: | BenSaïda, Ahmed ; Boubaker, Sabri ; Nguyen, Duc Khuong |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 5, p. 801-812
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| Subject: | Financial co-movement | Regime-switching | Vine copula | Multivariate Student's t | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Börsenkurs | Share price | Multivariate Analyse | Multivariate analysis | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1419628 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011907944