Ji Ma, Jiangxu Liu, Songsak Sriboonchitta. VaR and Tail Dependence Between the US and Asian Stock Exchange Indices - An EGARCH-Copula Approach. In Antonio J. Tallón-Ballesteros, Kaicheng Li, editors, Fuzzy Systems and Data Mining III - Proceedings of FSDM 2017 [Hualien, Taiwan, November 2017]. Volume 299 of Frontiers in Artificial Intelligence and Applications, pages 79-84, IOS Press, 2017. [doi]
@inproceedings{MaLS17-1,
title = {VaR and Tail Dependence Between the US and Asian Stock Exchange Indices - An EGARCH-Copula Approach},
author = {Ji Ma and Jiangxu Liu and Songsak Sriboonchitta},
year = {2017},
doi = {10.3233/978-1-61499-828-0-79},
url = {https://doi.org/10.3233/978-1-61499-828-0-79},
researchr = {https://researchr.org/publication/MaLS17-1},
cites = {0},
citedby = {0},
pages = {79-84},
booktitle = {Fuzzy Systems and Data Mining III - Proceedings of FSDM 2017 [Hualien, Taiwan, November 2017]},
editor = {Antonio J. Tallón-Ballesteros and Kaicheng Li},
volume = {299},
series = {Frontiers in Artificial Intelligence and Applications},
publisher = {IOS Press},
isbn = {978-1-61499-828-0},
}