A new approach to modeling co-movement of international equity markets: Evidence of unconditional copula-based simulation of tail dependence

Wei Sun, Svetlozar Rachev, Frank J Fabozzi, Petko Stefanov Kalev

    Research output: Contribution to journalArticleResearchpeer-review

    35 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)201 - 229
    Number of pages29
    JournalEmpirical Economics
    Issue number1
    Publication statusPublished - 2009

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