Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach
Crossref DOI link: https://doi.org/10.1007/s10100-015-0411-x
Published Online: 2015-07-25
Published Print: 2016-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gurgul, Henryk
Machno, Artur
Funding for this research was provided by:
Science Centre of Poland (DEC-2012/05/B/HS4/00810)
Dean of Faculty of Management, AGH University (15/11.200.296)
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