Modeling quantile dependence: Estimating the correlations of international stock returns

Date

2009

Authors

Sim, N.
Xiao, Z.

Editors

Advisors

Journal Title

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Volume Title

Type:

Conference paper

Citation

Australian Conference of Economists, 28th-30th September 2009, University of Adelaide : pp.1-24

Statement of Responsibility

Nicholas Sim

Conference Name

Australian Conference of Economists (38th : 2009 : Adelaide, S.A.)

Abstract

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Description

ACE09

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Rights

Copyright status unknown

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Published Version

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