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ECONIS (ZBW)
23,292
RePEc
2
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1
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23,294
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date (oldest first)
1
Assessing some stylized facts about financial market indexes : a Markov copula approach
Silva Filho, Osvaldo Candido da
;
Ziegelmann, Flávio A.
- In:
Journal of economic studies
41
(
2014
)
2
,
pp. 253-271
Persistent link: https://www.econbiz.de/10010259266
Saved in:
2
Jump tail dependence in the Chinese stock market
Li, Sophia Zhengzi
;
Wang, Hao
;
Zhao, Hua
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
10/12
,
pp. 2379-2396
Persistent link: https://www.econbiz.de/10011672561
Saved in:
3
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
4
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
5
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
Saved in:
6
Grouping stock markets with time-varying Copula-GARCH model
Czapkiewicz, Anna
;
Majdosz, Paweł
- In:
Finance a úvěr
64
(
2014
)
2
,
pp. 144-159
Persistent link: https://www.econbiz.de/10010340205
Saved in:
7
Modeling US stock market volatility-return dependence using conditional copula and quantile regression
Agbeyegbe, Terence D.
- In:
The economics of the global environment : catastrophic …
,
(pp. 597-621)
.
2016
Persistent link: https://www.econbiz.de/10011730810
Saved in:
8
Dynamic stock dependence and monetary variables in the United States (2000-2016) : a copula and neural network approach
Sosa, Miriam
;
Bucio, Christian
;
Ortiz Calisto, Edgar
- In:
Lecturas de economía
96
(
2022
),
pp. 201-234
Persistent link: https://www.econbiz.de/10013387217
Saved in:
9
Pricing a bivariate option with
copulas
Bucio-Pacheco, Christian
;
López Herrera, Francisco
; …
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
Saved in:
10
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean
copulas
Yang, Lu
;
Cai, Xiao Jing
;
Mengling Li
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
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