Dependence structure across equity sectors: Evidence from vine copulas

Borsa Istanbul Review - Tập 23 - Trang 184-202 - 2023
Faheem Aslam1, Ahmed Imran Hunjra2, Elie Bouri3, Khurrum Shahzad Mughal4, Mrestyal Khan1
1Department of Management Sciences, COMSATS University, Islamabad, Pakistan
2Rabat Business School, International University of Rabat, Morocco
3School of Business, Lebanese American University, Lebanon
4Research Economist, State Bank of Pakistan, Pakistan

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