Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence

Author: Silvapulle Param   Azam Mohammad N.   Yeasmin Mahbuba  

Publisher: Routledge Ltd

ISSN: 1744-6546

Source: Applied Financial Economics Letters, Vol.3, Iss.4, 2007-07, pp. : 211-214

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Abstract