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Applied Economics Volume 48, 2016 - Issue 15
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Original Articles

A new test procedure for the choice of dependence structure in risk measurement: application to the US and UK stock market indices

Jeungbo ShimFinance and Risk Management, University of Colorado-Denver, Denver, CO, USACorrespondence[email protected]
,
Eun-Joo LeeDepartment of Mathematics, Millikin University, Decatur, IL, USA
&
Seung-Hwan LeeMathematics Department, Illinois Wesleyan University, Bloomington, IL, USA
Pages 1382-1389 | Published online: 30 Oct 2015

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