Open AccessModelling the Dependence Structure between Australian Equity and Real Estate Markets – a Copula Approach
Author(s) -
Ning Rong,
Stefan Trück
Publication year - 2015
Publication title -
australasian accounting business and finance journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.298
H-Index - 10
eISSN - 1834-2019
pISSN - 1834-2000
DOI - 10.14453/aabfj.v8i5.6
Subject(s) - copula (linguistics) , tail dependence , econometrics , diversification (marketing strategy) , economics , equity (law) , real estate investment trust , financial economics , portfolio , real estate , covariance , multivariate statistics , business , statistics , mathematics , finance , marketing , political science , law