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Time-varying conditional dependence in chinese stock markets

Author

Listed:
  • T. Ane

    (UMR CNRS 8179 - Université de Lille, Sciences et Technologies - CNRS - Centre National de la Recherche Scientifique)

  • L. Ureche-Rangau

    (UMR CNRS 8179 - Université de Lille, Sciences et Technologies - CNRS - Centre National de la Recherche Scientifique)

Abstract

No abstract is available for this item.

Suggested Citation

  • T. Ane & L. Ureche-Rangau, 2008. "Time-varying conditional dependence in chinese stock markets," Post-Print hal-00578249, HAL.
    • Handle: RePEc:hal:journl:hal-00578249
    as

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    Cited by:

    1. repec:lan:wpaper:2594 is not listed on IDEAS
    2. Knyazev, Alexander & Lepekhin, Oleg & Shemyakin, Arkady, 2016. "Joint distribution of stock indices: Methodological aspects of construction and selection of copula models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 42, pages 30-53.
    3. Benson, Sydney & Burroughs, Regina & Ladyzhets, Vladimir & Mohr, Jessica & Shemyakin, Arkady & Walczak, David & Zhang, Huan, 2020. "Copula models of economic capital for life insurance companies," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 58, pages 32-54.
    4. Shenqiu Zhang & Ivan Paya & David Peel, 2009. "Linkages between Shanghai and Hong Kong stock indices," Applied Financial Economics, Taylor & Francis Journals, vol. 19(23), pages 1847-1857.
    5. repec:lan:wpaper:2371 is not listed on IDEAS
    6. repec:lan:wpaper:2452 is not listed on IDEAS

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