Work

Dependence patterns across financial markets: a mixed copula approach

Year: 2006

Type: article

Source: Applied Financial Economics

DOI: 10.1080/09603100500426515

Author: Ling Hu

Institution: The Ohio State University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2060512288

FWCI: 24.37

Cites: 38

Cited by: 390

Related to: 9