Tail dependence and diversification benefits in emerging market stocks: an extreme value theory approach

Author:  

Publisher: Routledge Ltd

ISSN: 1466-4283

Source: Applied Economics, Vol.46, Iss.19, 2014-07, pp. : 2215-2227

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next