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~person:"Doman, Małgorzata"
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Spearman’s rho
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Doman, Małgorzata
Schienle, Melanie
18
Bormann, Carsten
12
Einmahl, John H. J.
10
Schaumburg, Julia
9
Fischer, Matthias J.
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Klein, Ingo
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Einmahl, John
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Stefanova, Denitsa
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Weiß, Gregor
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Betz, Frank
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Chen, Xiaohong
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Doman, Ryszard
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Ferreira, Helena
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Hautsch, Nikolaus
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McAleer, Michael
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Sentana, Enrique
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Uddin, Mohammed Gazi Salah
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Ferreira, Marta
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Okhrin, Ostap
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Shahzad, Syed Jawad Hussain
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Taylor, James
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Thomas, Lyn
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Tiwari, Aviral Kumar
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Weigert, Florian
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Zhou, Chunyang
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Bouri, Elie
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Chabi-Yo, Fousseni
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De Luca, Giovanni
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Delatte, Anne-Laure
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Durante, Fabrizio
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Elkamhia, Redouane
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Hedström, Axel
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Huggenberger, Markus
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Joe, Harry
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Krajina, A.
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Central European Journal of Economic Modelling and Econometrics
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Central European journal of economic modelling and econometrics
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Portuguese Economic Journal
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Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?
Doman, Małgorzata
;
Doman, Ryszard
- In:
Central European Journal of Economic Modelling and …
6
(
2014
)
1
,
pp. 33-56
the dynamic coefficients of
tail
dependence
. The established approach allows us to monitor the changes in the dependence …
Persistent link: https://www.econbiz.de/10010837042
Saved in:
2
Dynamic linkages in the pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD) : how do they change during a day?
Doman, Małgorzata
;
Doman, Ryszard
- In:
Central European journal of economic modelling and …
6
(
2014
)
1
,
pp. 33-56
Persistent link: https://www.econbiz.de/10010503066
Saved in:
3
Dynamic linkages between stock markets : the effects of crises and globalization
Doman, Małgorzata
;
Doman, Ryszard
- In:
Portuguese economic journal
12
(
2013
)
2
,
pp. 87-112
Persistent link: https://www.econbiz.de/10009780259
Saved in:
4
Dynamic linkages between stock markets: the effects of crises and globalization
Doman, Małgorzata
;
Doman, Ryszard
- In:
Portuguese Economic Journal
12
(
2013
)
2
,
pp. 87-112
means of the conditional Spearman’s rho, and dependencies in extremes quantified by the conditional
tail
dependence
…
Persistent link: https://www.econbiz.de/10011002307
Saved in:
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