Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach
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- Ning, Cathy & Wirjanto, Tony S., 2009. "Extreme return-volume dependence in East-Asian stock markets: A copula approach," Finance Research Letters, Elsevier, vol. 6(4), pages 202-209, December.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Medovikov, Ivan, 2014. "Can analysts predict rallies better than crashes?," Finance Research Letters, Elsevier, vol. 11(4), pages 319-325.
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More about this item
KeywordsReturn-volume dependence; Extreme returns; Copulas; Tail dependence;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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