期刊论文详细信息
Asian Economic and Financial Review | |
Dependence of Real Estate and Equity Markets in China with the Application of Copula | |
Ming Fang1  Chiu-Lan Chang1  Iou-Ming Wang1  | |
关键词: Copula; Dependence structure; Equity; Extreme co-movement; Real estate; Tail dependence.; | |
DOI : 10.18488/journal.aefr/2015.5.12/102.12.1258.1266 | |
学科分类:社会科学、人文和艺术(综合) | |
来源: Asian Economic and Social Society | |