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Search: subject:"time-varying correlation"
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time-varying correlation
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He, Changli
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ECONIS (ZBW)
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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
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2
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
3
Oil price shocks and EMU sovereign yield spreads
Filippidis, Michail
;
Filis, George
;
Kizys, Renatas
- In:
Energy economics
86
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012511603
Saved in:
4
Brexit and the dependence structure among the G7 bank equity markets
Nekhili, Ramzi
;
Giannopoulos, Kostas
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10012303143
Saved in:
5
Business cycle synchronisation in EMU : can fiscal policy bring member-countries closer?
Degiannakis, Stavros
;
Duffy, David
;
Filis, George
; …
- In:
Economic modelling
52
(
2016
),
pp. 551-563
Persistent link: https://www.econbiz.de/10011642908
Saved in:
6
Macro-economic determinants of European stock and government bond correlations : a tale of two regions
Perego, Erica R.
;
Vermeulen, Wessel N.
- In:
Journal of empirical finance
37
(
2016
),
pp. 214-232
Persistent link: https://www.econbiz.de/10011663033
Saved in:
7
The integration of the credit default swap markets during the US subprime crisis : dynamic correlation analysis
Wang, Ping
;
Moore, Tomoe
- In:
Journal of international financial markets, …
22
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009540854
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