Behavior of Extreme Dependence between Stock Markets When the Regime Shifts
Tirapat, Sunti, Kiatsupaibul, Seksan, Tajvidi, Nader, Panyangam, ChonnartYear:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2151650
File:
PDF, 405 KB
english, 2012