The shifting dependence dynamics between the G7 stock markets (Q4554463): Difference between revisions

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Latest revision as of 09:04, 17 July 2024

scientific article; zbMATH DE number 6979494
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English
The shifting dependence dynamics between the G7 stock markets
scientific article; zbMATH DE number 6979494

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    The shifting dependence dynamics between the G7 stock markets (English)
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    14 November 2018
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    financial co-movement
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    regime-switching
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    vine copula
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    multivariate Student's \(t\)
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