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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Finance research letters"
~person:"Chen, Yi-ting"
~subject:"Korrelation"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Chen, Yi-ting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
Journal of applied econometrics
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Exceedance correlation tests for financial returns
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 581-616
Persistent link: https://www.econbiz.de/10011623694
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2
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
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