Behavior of Extreme Dependence between Stock Markets When...

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Behavior of Extreme Dependence between Stock Markets When the Regime Shifts

Tirapat, Sunti, Kiatsupaibul, Seksan, Tajvidi, Nader, Panyangam, Chonnart
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Year:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2151650
File:
PDF, 405 KB
english, 2012
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