Junhao Yang

Central Queensland University (CQUniversity)

Capricorn Highway

Emerald, QLD 4720

Australia

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Scholarly Papers (1)

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Diversification into Emerging Markets – An Australian and the US Perspective Using a Time‐Varying Approach

Australian Economic Papers, Vol. 56, Issue 2, pp. 134-162, 2017
Number of pages: 29 Posted: 07 Jun 2017
Griffith University - Griffith Business School, Central Queensland University (CQUniversity) and University of St. Thomas - Department of Financial Management
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Abstract:

Emerging markets, International diversification, Asymmetric DCC GARCH, Copula Model