The asymmetric dependence structure between oil and stock prices

Economic Computation and Economic Cybernetics Studies and Research

Volumn 2, Issue , 2011, Pages 135-156

  Lai, Yi Hao ^a   Wang, Kuan Min ^b   Chen, Tzu Wei ^c  

^a DA YEH UNIVERSITY   (Taiwan)

^b OVERSEAS CHINESE UNIVERSITY   (Taiwan)

^c NATIONAL TAIWAN OCEAN UNIVERSITY   (Taiwan)

Author keywords

Asymmetric dependence; Copula methods; Crude oil price; Stock prices

Indexed keywords

EID: 80051632870     PISSN: 0424267X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (13)

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