Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam
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More about this item
KeywordsChi-plot; Dependence structure; K-plot; Oil price; Stock market;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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