Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets (Q836967)

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Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets
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    Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets (English)
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    9 September 2009
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    dynamic correlation
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    extreme dependence
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    multivariate GARCH Model
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    risk management
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    tail dependence coefficient
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