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"VaR and Tail Dependence Between the US and Asian Stock Exchange Indices - ..."
Ji Ma, Jiangxu Liu, Songsak Sriboonchitta (2017)
- Ji Ma, Jiangxu Liu, Songsak Sriboonchitta:
VaR and Tail Dependence Between the US and Asian Stock Exchange Indices - An EGARCH-Copula Approach. FSDM 2017: 79-84
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