Revisiting the 1997 Asian Financial Crisis: A Copular Approach.

Master's

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Bibliographic Details
Main Author:	PEI FEI
Other Authors:	ECONOMICS
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	Crisis, Copula, Time-varying, Structure break, Asymmetric dependence, Tail behaviour
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/12927
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Institution:	National University of Singapore
Language:	English

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