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Dynamic Dependence and Hedging of Stock Markets: Evidence From Time-Varying Copula With Asymmetric Markovian Models.

Jia WangMengChu ZhouXiwang GuoXu WangYusuf Al-Turki
Published in: IEEE Trans. Comput. Soc. Syst. (2024)
Keyphrases
  • stock market
  • markovian models
  • financial markets
  • stock exchange
  • short term
  • stock returns
  • stock price
  • financial time series
  • dependence structure
  • financial data
  • stock data
  • stock trading