Dependence structure analysis using Copula-Garch model : an application to the international stock market : [absztrakt]

Xiao Ling and Dhesi Gurjeet: Dependence structure analysis using Copula-Garch model : an application to the international stock market : [absztrakt].

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Item Type: Conference or Workshop Item
Journal or Publication Title: Challenges for Analysis of the Economy, the Businesses, and Social Progress : abstract book
Date: 2009
ISBN: 978-963-88468-3-9
Page Range: p. 128
Language: English
Publisher: Universitas Szeged Press
Place of Publication: Szeged
Event Title: Challenges for Analysis of the Economy, the Businesses, and Social Progress International Scientific Conference
Event Type: Conference
Event Location: Szeged
Event Dates: 2009. november 19-21.
Related URLs: https://acta.bibl.u-szeged.hu/57375/
Uncontrolled Keywords: Tőzsdepiac - előadáskivonat, Pénzügy - előadáskivonat
Subjects: 05. Social sciences
05. Social sciences > 05.02. Economics and business
Date Deposited: 2022. Nov. 21. 12:10
Last Modified: 2022. Nov. 21. 12:10
URI: http://acta.bibl.u-szeged.hu/id/eprint/77154

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