The shifting dependence dynamics between the G7 stock markets
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Publication:4554463
DOI10.1080/14697688.2017.1419628zbMath1400.91528OpenAlexW2783976324MaRDI QIDQ4554463
Sabri Boubaker, Duc Khuong Nguyen, Ahmed BenSaïda
Publication date: 14 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2017.1419628
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Portfolio theory (91G10)
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