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The implied arbitrage mechanism in financial markets
Shiyi, Chen; Chng, Michael T.; Liu, Qingfu - In: Journal of econometrics 222 (2021) 1,2, pp. 468-483
Persistent link: https://www.econbiz.de/10012619708
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Network quantile autoregression
Zhu, Xuening; Wang, Weining; Wang, Hansheng; Härdle, … - In: Journal of econometrics 212 (2019) 1, pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
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Tail event driven networks of SIFIs
Chen, Yi-Hsuan; Härdle, Wolfgang; Okhrin, Yarema - In: Journal of econometrics 208 (2019) 1, pp. 282-298
Persistent link: https://www.econbiz.de/10012144998
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SONIC: SOcial Network analysis with Influencers and Communities
Chen, Yi-Hsuan; Härdle, Wolfgang; Klochkov, Yegor - In: Journal of econometrics 228 (2022) 2, pp. 177-220
Persistent link: https://www.econbiz.de/10013441744