A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence (English)
- New search for: Sun, Wei
- New search for: Rachev, Svetlozar
- New search for: Fabozzi, Frank J.
- New search for: Kalev, Petko S.
- New search for: Sun, Wei
- New search for: Rachev, Svetlozar
- New search for: Fabozzi, Frank J.
- New search for: Kalev, Petko S.
In:
Empirical Economics
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36
, 1
;
2008
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ISSN:
- Article (Journal) / Electronic Resource
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Title:A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence
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Contributors:Sun, Wei ( author ) / Rachev, Svetlozar ( author ) / Fabozzi, Frank J. ( author ) / Kalev, Petko S. ( author )
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Published in:Empirical Economics ; 36, 1
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Publisher:
- New search for: Springer-Verlag
- New search for: Springer
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Place of publication:Berlin
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Publication date:2008
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
- New search for: 83.00 / 83.00$jVolkswirtschaft: Allgemeines / 85.00 / 85.00$jBetriebswirtschaft: Allgemeines
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Classification:
BKL: 83.00 Volkswirtschaft: Allgemeines / 83.00$jVolkswirtschaft: Allgemeines / 85.00 Betriebswirtschaft: Allgemeines / 85.00$jBetriebswirtschaft: Allgemeines -
Source:
Table of contents – Volume 36, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Panel cointegration and the neutrality of moneyWesterlund, Joakim / Costantini, Mauro et al. | 2008
- 27
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Volatility transmission between Japan, UK and USA in daily stock returnsTanizaki, Hisashi / Hamori, Shigeyuki et al. | 2008
- 55
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The inflation rates may accelerate after all: panel evidence from 19 OECD economiesHo, Tsung-wu et al. | 2008
- 65
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Discrete choice model analysis of mobile telephone service demand in JapanIda, Takanori / Kuroda, Toshifumi et al. | 2008
- 81
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Sensitivity analysis of job-training effects on reemployment for Korean womenLee, Myoung Jae / Lee, Sang Jun et al. | 2008
- 133
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Models for count data with endogenous participationGreene, William et al. | 2008
- 175
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Does the term spread play a role in the fed funds rate reaction function? An empirical investigationVázquez, Jesús et al. | 2008
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Using inverted Engel curves to estimate material standards of living in a householdLarsen, Erling Røed et al. | 2008
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A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependenceSun, Wei / Rachev, Svetlozar / Fabozzi, Frank J. / Kalev, Petko S. et al. | 2008