Details about Chiraz Labidi
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Short-id: pla360
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Journal Articles
Working Papers
2001
- Return Interval, Dependence Structure and Multivariate Normality
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
2000
- REVISITING THE FINITE MIXTURE OF GAUSSIAN DISTRIBUTIONS WITH APPLICATIONS TO FUTURES MARKETS
Computing in Economics and Finance 2000, Society for Computational Economics View citations (4)
Journal Articles
2008
- Time-varying conditional dependence in Chinese stock markets
Applied Financial Economics, 2008, 18, (11), 895-916
View citations (8)
2006
- Spillover effects and conditional dependence
International Review of Economics & Finance, 2006, 15, (4), 417-442
View citations (8)