Modelling international stock market contagion using copula and risk appetite :: Sichong Chen :: Manchester Business School 2007 :: OBNB, the Open British National Bibliography

Publication Data

Title Modelling international stock market contagion using copula and risk appetite
Author Sichong Chen
Contributors Ser-Huang Poon, Manchester Business School
Publisher Manchester Business School
Publication date 2007
Publication location Manchester
Language English

Descriptive Notes

Title from PDF title page (viewed on 9 Jul., 2010).

Topics

Stocks :: Prices :: Econometric models
Copulas (Mathematical statistics)
Risk :: Econometric models

Catalogue Data

OBNB ID GBB082968
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 50 p.
P1042 Includes bibliographical references.

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Modelling international stock market contagion using copula and risk appetite by Sichong Chen. Published by Manchester Business School in 2007. Publication and catalogue information, links to buy online and reader comments.