Tail dependence and information flow: Evidence from...

Physica A: Statistical Mechanics and its Applications 2017 / 05 Vol. 474

Tail dependence and information flow: Evidence from international equity markets

Al Rahahleh, Naseem, Bhatti, M. Ishaq, Adeinat, Iman
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Volume:
474
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.01.063
Date:
May, 2017
File:
PDF, 816 KB
english, 2017
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