Open AccessMarkov-Switching Time-Varying Copula Modeling of Dependence Structure between Oil and GCC Stock Markets
Author(s) -
Heni Boubaker,
Nadia Sghaier
Publication year - 2016
Publication title -
open journal of statistics
Language(s) - English
Resource type - Journals
eISSN - 2161-7198
pISSN - 2161-718X
DOI - 10.4236/ojs.2016.64048
Subject(s) - copula (linguistics) , tail dependence , markov chain , econometrics , stock (firearms) , economics , mathematics , statistics , multivariate statistics , mechanical engineering , engineering
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