Mata, Leovardo; Núñez Mora, José Antonio - In: Journal of Chinese Economic and Foreign Trade Studies 9 (2016) 3, pp. 234-244
Purpose The purpose of this paper is to analyze the dependence between the Chinese and Market Integrated Latin America (MILA) stock markets. Design/methodology/approach The authors adjust the multivariate probability distribution Variance Gamma (VG) on data yields from the Hang Seng Index (HSI)...
