Clustering in emerging equity markets

Emerging Markets Review

Volumn 8, Issue 3, 2007, Pages 194-205

  Mendes, Beatriz V M ^a   Leal, Ricardo P C ^a   Carvalhal da Silva, André ^a  

^a FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

Author keywords

Copulas; Emerging markets; Multivariate extreme events; Tail dependence

Indexed keywords

EID: 34547771780     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2007.02.001     Document Type: Article

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