Estimation of dynamic asymmetric tail dependences: An empirical study on Asian developed futures markets

Applied Financial Economics

Volumn 19, Issue 4, 2009, Pages 273-290

  Xu, Qing ^a   Li, Xiao Ming ^a  

^a MASSEY UNIVERSITY   (New Zealand)

Author keywords

[No Author keywords available]

Indexed keywords

EMPIRICAL ANALYSIS; ESTIMATION METHOD; FINANCIAL CRISIS; MARKET CONDITIONS; MODELING; PROBABILITY; RISK ASSESSMENT;

ASIA; CHINA; EURASIA; FAR EAST; HONG KONG; JAPAN; SINGAPORE [SOUTHEAST ASIA]; SOUTHEAST ASIA;

EID: 60349101954     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100701857864     Document Type: Article

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