Work

RCEP Countries Stock Market Dependence Structure: Constructing Vine-Copula Models Based on Stock Index Data

Year: 2024

Type: article

Source: Lobachevskii Journal of Mathematics

DOI: 10.1134/s1995080224607562

Authors: Yucui Li, Lili Zhang, Supawadee Wichitchan, Kamon Budsaba, Piyapatr Busababodhin

Institutions: Mahasarakham University, National University of Defense Technology, Thammasat 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: W4408888501

FWCI:

Cites: 18

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Related to: 10