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ARCH model 1 ARCH-Modell 1 Aktienindex 1 Aktienmarkt 1 Börsenkurs 1 Dependence structure 1 Financial crisis 1 Finanzkrise 1 Großbritannien 1 HAC-MGARCH 1 International financial market 1 International stock market 1 Internationaler Finanzmarkt 1 Japan 1 Multivariate Verteilung 1 Multivariate distribution 1 Share price 1 Stock index 1 Stock market 1 United Kingdom 1 Welt 1 World 1
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Cai, Xiao Jing 1 Hamori, Shigeyuki 1 Li, Mengling 1 Yang, Lu 1
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Economic modelling 1
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Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu; Cai, Xiao Jing; Li, Mengling; Hamori, Shigeyuki - In: Economic modelling 51 (2015), pp. 308-314
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