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Publications by Hussain, S

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• Author Name
• Hussain, S (2)
• Li, S (2)
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• RMIT University Author
• Li, S (2)
• Hussain, S (2)
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• Published Date
• 2018 (2)
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• Publication Type
• Journal Articles (2)
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• Keywords
• Copula (2)
• Dependence structure (2)
• Extreme value theory (2)
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• Subject
• Finance (2)
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Journal Articles (2)
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.		28		5		0
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.		19		1		0