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Volatility
Copula
589
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444
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266
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144
symmetry
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Kim, Jong-Min
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ECONIS (ZBW)
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1
Symmetry
and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models
Barbachan, José Santiago Fajardo
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 319-327
Persistent link: https://www.econbiz.de/10010412452
Saved in:
2
Do exchange rate changes have symmetric or asymmetric effects on international trade integration?
Rajput, Suresh Kumar Oad
;
Ghumro, Niaz Hussain
;
Anjum, Nadia
- In:
Annals of financial economics
14
(
2019
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012226546
Saved in:
3
Is the effect of the exchange rate on stock prices symmetric or asymmetric? : evidence from Sudan
Mohamed, Omer Ahmed Sayed
;
Elmahgop, Faiza Omer Mohammed
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 209-215
Persistent link: https://www.econbiz.de/10012215152
Saved in:
4
A new factor to explain implied volatility smirk
Barbachan, José Santiago Fajardo
- In:
Applied economics
49
(
2017
)
40
,
pp. 4026-4034
Persistent link: https://www.econbiz.de/10011820005
Saved in:
5
Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks : a case of emerging economy
Khan, Waseem
;
Sharma, Vishal
;
Ansari, Saghir Ahmad
- In:
Review of development economics : an essential resource …
26
(
2022
)
3
,
pp. 1733-1784
Persistent link: https://www.econbiz.de/10013329679
Saved in:
6
Is there an asymmetric effect of exchange rate volatility on exports and imports in the Central, East and Southeast European countries?
Kurtović, Safet
;
Maxhuni, Nehat
;
Halili, Blerim
; …
- In:
Post-communist economies
35
(
2023
)
6
,
pp. 597-618
Persistent link: https://www.econbiz.de/10014340395
Saved in:
7
Cointegration of "MIBOR" with rupee-dollar and rupee-yen exchange rates : estimating volatility spill-overs and asymmetry
Shukla, Upendra Nath
;
Tandon, Neelam
;
Tandon, Deepak
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
6
,
pp. 691-711
Persistent link: https://www.econbiz.de/10014230070
Saved in:
8
Unveiling the relationship between the transaction timing, spending and dropout behavior of customers
Glady, Nicolas
;
Lemmens, Aurélie
;
Croux, Christophe
- In:
International journal of research in marketing : IJRM ; …
32
(
2015
)
1
,
pp. 78-93
Persistent link: https://www.econbiz.de/10010517010
Saved in:
9
Modelling impact of monetary policy on stock market liquidity : a dynamic
copula
approach
Chu, Xiaojun
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
Saved in:
10
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
representation as a time-varying heavy-tailed
copula
which is particularly useful if the interest focuses on dependence structures …
Persistent link: https://www.econbiz.de/10011380135
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