Dependence structures in Chinese and US financial markets: A time-varying conditional copula approach

Applied Financial Economics

Volumn 20, Issue 7, 2010, Pages 561-583

  Hu, Jian ^a  

^a SOUTHERN METHODIST UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC STRUCTURE; FINANCIAL MARKET; FINANCIAL SYSTEM; MAXIMUM LIKELIHOOD ANALYSIS; MODELING; STOCK MARKET;

CHINA; UNITED STATES;

EID: 77951006337     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100903459865     Document Type: Article

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