Sökning: "Ran Tao"
Hittade 1 uppsats innehållade orden Ran Tao.
1. Dependence structure and risk spillovers between real estate and stock markets: An application of VMD based time-varying copula approach
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : In this thesis, we combine copulas with the variational mode decomposition (VMD) method to explore the dependence structure between real estate and stock market in three countries, namely China, U.S. and Australia. LÄS MER
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