2017•Journal of Multinational Financial ManagementRequires access

Conditional dependence between international stock markets: A long memory GARCH-copula model approach

Khaled Mokni, Faysal Mansouri

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Key concepts: Autoregressive conditional heteroskedasticity, Copula (linguistics), Econometrics, Economics, Volatility (finance), Value at risk, Diversification (marketing strategy), Stock market

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