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Details about Cuong Cao Nguyen

Homepage:https://sites.google.com/site/cuongcaonguyennz/home
Workplace:Institut de Préparation à l'Administration et à la Gestion (IPAG) (IPAG Business School), (more information at EDIRC)
Faculty of Agribusiness and Commerce, Lincoln University, (more information at EDIRC)

Access statistics for papers by Cuong Cao Nguyen.

Last updated 2024-08-31. Update your information in the RePEc Author Service.

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Journal Articles

2014

  1. Volatility linkages in the spot and futures market in Australia: a copula approach
    Quality & Quantity: International Journal of Methodology, 2014, 48, (5), 2589-2603 Downloads View citations (2)

2012

  1. Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (4), 758-773 Downloads View citations (131)
  2. Diversification evidence from international equity markets using extreme values and stochastic copulas
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (3), 622-646 Downloads View citations (59)
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