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Showing 1 to 1 of 1 for “"Australian resources sector"”.
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Vine copula modelling of dependence and portfolio optimization with application to mining and energy stock return series from the Australian market
… the mining, energy, retail and manufacturing sectors of the Australian market in the context of the 2008-2009 global financial crisis (2008-2009 GFC) and pre-GFC, GFC, post-GFC and full sample period scenarios revolving around it. The mining and energy portfolios are the base of the study, …