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The Risk Contagion between Chinese and Mature Stock Markets: Evidence from a Markov-Switching Mixed-Clayton Copula Model.

Hongli NiuKunliang XuMengyuan Xiong
Published in: Entropy (2023)
Keyphrases
  • markov model
  • stock market
  • dependence structure
  • data analysis
  • decision making
  • probability distribution
  • theoretical analysis
  • short term
  • financial time series
  • portfolio optimization