A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns
Crossref DOI link: https://doi.org/10.1007/s10614-020-09981-5
Published Online: 2020-04-13
Published Print: 2021-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chang, Kuang-Liang http://orcid.org/0000-0002-2176-8364
Funding for this research was provided by:
Ministry of Science and Technology,Taiwan (MOST 107-2410-H-415-003)
Text and Data Mining valid from 2020-04-13
Version of Record valid from 2020-04-13
Article History
Accepted: 1 April 2020
First Online: 13 April 2020