We develop networks of international stock market indices using information and correlation based measures. We use 83 … stock market indices of a diversity of countries, as well as their single day lagged values, to probe the correlation and … one day coincides to same day correlation between them. …

shifting the pattern of behaviour. We show a change in the correlation between each of the three variables with stock returns …. Notably, a predominantly negative correlation with bond yields and inflation becomes positive, while the opposite is true for …

, where both output price and production cost are stochastic processes, and add a novel focus on how the correlation between … correlation between the processes, as it seeks a greater profitability variance which maximizes its value. …

a novel approach to repeat-sales regression estimation. The model for price indices we propose allows for correlation …

correlation among the stocks for 15 years and found that, during the crisis period, the beta-coefficient between the market index … and stock’s prices and correlation among stock’s prices increased remarkably and decreased during the non-crisis period …

-Eurozone economies, is investigated in this paper. To do so, we construct correlation-based networks and study them by employing the …

. The research presented involved developing algorithms for the implementation of linear regression for estimating CVaR as a … function of some factors. Such regression is called CVaR (superquantile) regression. The main statement of this paper is: CVaR … linear regression can be reduced to minimizing the Rockafellar error function with linear programming. The theoretical basis …

. Regression modelling has been used within this study as a methodology to identify the goodness-of-fit between the original and … regression and copula modelling, apart from the usual forecasting. Determining the distribution and stylized facts also allows … of regression modelling. …