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person:"Swanson, Norman R."
~person:"Alcock, Jamie"
~type_genre:"Book section"
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Swanson, Norman R.
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
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Recent advances in estimating nonlinear models : with applications in economics and finance
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ECONIS (ZBW)
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Asymmetric dependence, persistence and firm-level stock return predictability
Alcock, Jamie
;
Andrtikova, Petra
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 198-220)
.
2018
Persistent link: https://www.econbiz.de/10011978515
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Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan
;
Swanson, Norman R.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 15-31)
.
2014
Persistent link: https://www.econbiz.de/10011406756
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