The shifting dependence dynamics between the G7 stock markets (Q4554463)
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scientific article; zbMATH DE number 6979494
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The shifting dependence dynamics between the G7 stock markets |
scientific article; zbMATH DE number 6979494 |
Statements
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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0.8106675
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0.8077347
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0.7964196
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