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Search: subject_exact:"Aktienindex"
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Multivariate distribution
Aktienindex
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Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
2
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Gong, Yuting
;
Chen, Qiang
;
Liang, Jufang
- In:
Economic modelling
68
(
2018
),
pp. 586-598
Persistent link: https://www.econbiz.de/10011936141
Saved in:
3
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu
;
Cai, Xiao Jing
;
Mengling Li
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Saved in:
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