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Dr Phong Nguyen

Lecturer, Finance

Business

Section/Portfolio:

Business

Location:

Mt Helen Campus, Online

Portfolio management using time-varying vine copula: an application on the G7 equity market indices

Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis

This paper contributes to applying the time-varying symmetrized Joe–Clayton copula to study the...