What is it about?
The paper models the non-linear correlation of Bombay Stock Exchange with major Asian indices
Featured Image
Why is it important?
A copula function helps in establishing non-linear correlations among two data set. Stock market returns in practice are non-linear in nature, Moreover, the copulas also takes into account whether the returns are left tailed or right tailed dependent.
Perspectives
Read the Original
This page is a summary of: Cointegration of Bombay Stock Exchange with Major Asian Markets—A Copula Approach, Global Business Review, May 2016, SAGE Publications,
DOI: 10.1177/0972150916630840.
You can read the full text:
Contributors
The following have contributed to this page