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"VaR and Tail Dependence Between the US and Asian Stock Exchange Indices - ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Ji Ma, Jiangxu Liu, Songsak Sriboonchitta (2017)

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DOI: 10.3233/978-1-61499-828-0-79

access: closed

type: Conference or Workshop Paper

metadata version: 2024-08-04

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Ji Ma, Jiangxu Liu, Songsak Sriboonchitta:
VaR and Tail Dependence Between the US and Asian Stock Exchange Indices - An EGARCH-Copula Approach. FSDM 2017: 79-84

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