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The Risk Contagion between Chinese and Mature Stock Markets: Evidence from a Markov-Switching Mixed-Clayton Copula Model.
Hongli Niu
Kunliang Xu
Mengyuan Xiong
Published in:
Entropy (2023)
Keyphrases
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markov model
stock market
dependence structure
data analysis
decision making
probability distribution
theoretical analysis
short term
financial time series
portfolio optimization