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Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures
Silvapulle, Param; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2006
This paper investigates whether or not there are significant changes in the dependence between the Thai equity market … dependence between the Thai market and these six markets have changed. We employ the chi-plot proposed by Fisher and Switzer … (2001) and the Kendall plot proposed by Genest and Boies (2003) to examine the dependence in these six markets for the pre …
Persistent link: https://www.econbiz.de/10005087582
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From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior
Panagiotelis, Anastasios; Smith, Michael S.; Danaher, … - Department of Econometrics and Business Statistics, … - 2013
In this study we construct a multivariate stochastic model for website visit duration, page views, purchase incidence and the sale amount for online retailers. The model is constructed by composition from parametric distributions that account for consumer heterogeneity, and involves copula...
Persistent link: https://www.econbiz.de/10010687958