Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets

Weiou Wu, Chi Keung Lau, Samuel Vigne

    Research output: Contribution to journalArticlepeer-review

    15 Citations (Scopus)

    Fingerprint

    Dive into the research topics of 'Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets'. Together they form a unique fingerprint.

    Economics, Econometrics and Finance