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Behavior of Extreme Dependence between Stock Markets when the Regime Shifts
Sri Lankan Journal of Applied Statistics
◽
10.4038/sljastats.v16i1.7805
◽
2015
◽
Vol 16
(1)
◽
pp. 21
Author(s):
Nader Tajvidi
◽
Seksan Kiatsupaibul
◽
Sunti Tirapat
◽
Chonnart Panyangam
Keyword(s):
Stock Markets
◽
Regime Shifts
◽
Extreme Dependence
Download Full-text
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Behavior of Extreme Dependence between Stock Markets When the Regime Shifts
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10.2139/ssrn.2151650
◽
2012
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◽
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Modeling persistence and long memory under the impact of regime shifts in the PIGS stock markets
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◽
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◽
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◽
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◽
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◽
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◽
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Rare earth and allied sectors in stock markets: extreme dependence of return and volatility
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◽
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◽
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◽
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Extreme Dependence in International Stock Markets
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Integration Among Asia‐Pacific and International Stock Markets: Common Stochastic Trends and Regime Shifts
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◽
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◽
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Some evidence on regime shifts in international stock markets
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Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts
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◽
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◽
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