Modeling quantile dependence: Estimating the correlations of international stock returns

Sim, N.Xiao, Z.2010-07-082010-07-082009Australian Conference of Economists, 28th-30th September 2009, University of Adelaide : pp.1-24http://hdl.handle.net/2440/59360ACE09enCopyright status unknownModeling quantile dependence: Estimating the correlations of international stock returnsConference paper002009783234140