Ma, J., Liu, J., & Sriboonchitta, S. (2018). VaR and tail dependence between the US and Asian stock exchange indices - An EGARCH-copula approach.
Chicago Style CitationMa, Ji, Jiangxu Liu, and Songsak Sriboonchitta. VaR and Tail Dependence between the US and Asian Stock Exchange Indices - An EGARCH-copula Approach. 2018.
MLA CitationMa, Ji, Jiangxu Liu, and Songsak Sriboonchitta. VaR and Tail Dependence between the US and Asian Stock Exchange Indices - An EGARCH-copula Approach. 2018.
Warning: These citations may not always be 100% accurate.