Behavior of Extreme Dependence between Stock Markets when the Regime Shifts
Open Access
|May 2015DOI: https://doi.org/10.4038/sljastats.v16i1.7805 | Journal eISSN: 2424-6271
Language: English
Page range: 21 - 40
Published on: May 20, 2015
Published by: The Institute of Applied Statistics, Sri Lanka
In partnership with: Paradigm Publishing Services
© 2015 Nader Tajvidi, Seksan Kiatsupaibul, Sunti Tirapat, Chonnart Panyangam, published by The Institute of Applied Statistics, Sri Lanka
This work is licensed under the Creative Commons License.