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Dependence between the Chinese and MILA stock markets
Leovardo Mata
*
, José Antonio Núñez Mora
*
Corresponding author for this work
Instituto Tecnologico de Estudios Superiores de Monterrey
Research output
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Article
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peer-review
2
Scopus citations
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Keyphrases
Latin America (LATAM)
100%
Stock Market
100%
China
40%
Colombia
40%
Correlation Matrix
40%
Stock Exchange
40%
Variance gamma
40%
Hang Seng Index
40%
Mexico
20%
Chile
20%
Design Methodology
20%
Peru
20%
Lima
20%
Politicians
20%
Structural Change
20%
Risk Level
20%
Parameter Estimation
20%
Robust Estimator
20%
Stock Price Index
20%
Stock Index
20%
Crash
20%
Mexican Stock Exchange
20%
Degree of Dependence
20%
Multivariate Probability Distribution
20%
Listed Companies
20%
Economics, Econometrics and Finance
Stock Exchange
100%
Stock Index
33%
Structural Change
33%
Emerging Country
33%
Stock Price
33%