Yin, Lanwenjing; Chokethaworn, Kanchana; Chaiboonsri, … - In: The Empirical Econometrics and Quantitative Economics … 2 (2013) 4, pp. 75-75
find out which copula can provide a better fit to the empirical data in case of the “Golden Week” effect. Moreover, we … description is better, and tail dependence is significantly high. It also demonstrates that the “Golden week” effect could decline …