Adelaide Research & Scholarship
Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/108898
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Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Sim, N. | en |
| dc.date.issued | 2016 | en |
| dc.identifier.citation | International Review of Financial Analysis, 2016; 48:31-45 | en |
| dc.identifier.issn | 1057-5219 | en |
| dc.identifier.uri | http://hdl.handle.net/2440/108898 | - |
| dc.description.abstract | Abstract not available | en |
| dc.description.statementofresponsibility | Nicholas Sim | en |
| dc.language.iso | en | en |
| dc.publisher | Elsevier | en |
| dc.rights | © 2016 Elsevier Inc. All rights reserved. | en |
| dc.subject | Asset returns; Australia; copula; correlation; quantile regression | en |
| dc.title | Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach | en |
| dc.type | Journal article | en |
| dc.identifier.doi | 10.1016/j.irfa.2016.09.004 | en |
| pubs.publication-status | Published | en |
| Appears in Collections: | Aurora harvest 3 Economics publications | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| RA_hdl_108898.pdf Restricted Access | Restricted Access | 2.1 MB | Adobe PDF | View/Open |
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