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Publications by Hussain, S
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Author Name
Hussain, S
(2)
Li, S
(2)
RMIT University Author
Li, S
(2)
Hussain, S
(2)
Published Date
2018
(2)
Publication Type
Journal Articles
(2)
Keywords
Copula
(2)
Dependence structure
(2)
Extreme value theory
(2)
Subject
Finance
(2)
Journal Articles (2)
Hussain, S
and
Li, S
2018
, '
The dynamic dependence between stock markets in the greater China economic area: a study based on extreme values and copulas
',
Financial Markets and Portfolio Management
, vol.
32
, no.
2
, pp.
207
-
233
.
16
0
Hussain, S
and
Li, S
2018
, '
The dependence structure between Chinese and other major stock markets using extreme values and copulas
',
International Review of Economics and Finance
, vol.
56
, pp.
421
-
437
.
19
3
0
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