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Does foreign investment worsen the domestic stock market during a financial crisis? : evidence from Taiwan
Hsu, Chun-pin; Huang, Chin-wen; Ntoko, Alfred - In: The international journal of business and finance … 7 (2013) 4, pp. 1-12
Persistent link: https://www.econbiz.de/10010117817
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Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets
Hsu, Chun-Pin; Huang, Chin-Wen; Chiou, Wan-Jiun Paul - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 447-469
Persistent link: https://www.econbiz.de/10010032853
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Erratum to: Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets
Hsu, Chun-Pin; Huang, Chin-Wen; Chiou, Wan-Jiun Paul - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 469-470
Persistent link: https://www.econbiz.de/10010032854