Modeling quantile dependence: Estimating the correlations of international stock returns

dc.contributor.authorSim, N.en
dc.contributor.authorXiao, Z.en
dc.contributor.conferenceAustralian Conference of Economists (38th : 2009 : Adelaide, S.A.)en
dc.date.issued2009en
dc.descriptionACE09en
dc.description.statementofresponsibilityNicholas Simen
dc.description.urihttp://pams.com.au/ace09/staticcontent/images/ACE09-Program-Book.pdfen
dc.identifier.citationAustralian Conference of Economists, 28th-30th September 2009, University of Adelaide : pp.1-24en
dc.identifier.urihttp://hdl.handle.net/2440/59360
dc.language.isoenen
dc.publisherUniversity of Adelaideen
dc.publisher.placeAustraliaen
dc.rightsCopyright status unknownen
dc.titleModeling quantile dependence: Estimating the correlations of international stock returnsen
dc.typeConference paperen
pubs.publication-statusPublisheden

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