Noppasit Chakpitak, Rungrapee Phadkantha, Woraphon Yamaka. Modeling the Dependence Dynamics and Risk Spillovers for G7 Stock Markets. In Vladik Kreinovich, Songsak Sriboonchitta, editors, Structural Changes and their Econometric Modeling. Volume 808 of Studies in Computational Intelligence, pages 497-513, Springer, 2019. [doi]
Abstract is missing.