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    Please use this identifier to cite or link to this item: http://chur.chu.edu.tw/handle/987654321/35673


    Title: The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach
    Authors: 陳怡璇
    Chen, Yi-Hsuan
    Contributors: 財務管理學系
    Finance
    Keywords: Dependence structure;Time-varying copula;International investment;Chinese market;Diversification
    Date: 2011
    Issue Date: 2014-06-27 10:45:35 (UTC+8)
    Abstract: The purpose of this paper is to study the dependence structures between the Chinese market
    and other major world markets, a reflection of China's increasing integration into the global
    economy. We used time-varying copula models to show that conditional c
    Appears in Collections:[Department of Finance] Journal Articles

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