Modeling Dependence Variations Across International Market Indices: A Regime Switching Copula Approach

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dc.contributor.advisorDr. Ding Chen
dc.contributor.authorSULTAN SAAD ALFAHAID
dc.date2018
dc.date.accessioned2022-05-26T18:33:31Z
dc.date.available2022-05-26T18:33:31Z
dc.degree.departmentFinancial Risk and Investment Analysis
dc.identifier.other40859
dc.identifier.urihttps://drepo.sdl.edu.sa/handle/20.500.14154/32212
dc.publisherSaudi Digital Library
dc.titleModeling Dependence Variations Across International Market Indices: A Regime Switching Copula Approach
dc.typeThesis
sdl.thesis.levelMaster
sdl.thesis.sourceSACM - United Kingdom

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