Maximum likelihood selection of copulas in explaining stock market contagion
Publication Type
Presentation
Publication Date
6-2012
Discipline
Finance | Finance and Financial Management
Research Areas
Finance
Publication
International Conference on Applied Financial Economics
Publisher
Springer
City or Country
Samos Island
Citation
Kian Guan LIM.
Maximum likelihood selection of copulas in explaining stock market contagion. (2012). International Conference on Applied Financial Economics.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/5116
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