Time-varying conditional dependence in Chinese stock markets
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Казакова К.А. & Князев А.Г. & Лепёхин О.А., 2015. "Оптимальный размер банковского резерва: прогноз просроченной кредитной задолженности с использованием копулярных моделей. Optimum volume of bank reserve: forecasting of overdue credit indebtedness usi," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, vol. 15(4), pages 59-76.
- repec:lan:wpaper:2594 is not listed on IDEAS
- repec:lan:wpaper:2371 is not listed on IDEAS
- 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, Publishing House "SINERGIA PRESS", vol. 58, pages 32-54.
- repec:lan:wpaper:2452 is not listed on IDEAS
- Knyazev, Alexander & Lepekhin, Oleg & Shemyakin, Arkady, 2016. "Joint distribution of stock indices: Methodological aspects of construction and selection of copula models," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 42, pages 30-53.
- 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.
- S Zhang & I Paya & D Peel, 2009. "Linkages between Shanghai and Hong Kong stock indices," Working Papers 599248, Lancaster University Management School, Economics Department.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apfiec:v:18:y:2008:i:11:p:895-916. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst). General contact details of provider: http://www.tandfonline.com/RAFE20 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.