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Covariance estimation using high-low prices with implications for futures vs spot volatility
Padmakumari, Lakshmi; Maheswaran, S. - In: Finance India : the quarterly journal of Indian … 34 (2020) 1, pp. 75-92
Persistent link: https://www.econbiz.de/10012663836
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Estimation of default probabilities and default correlations
Huschens, Stefan - 2003
Persistent link: https://www.econbiz.de/10013441061
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Credit portfolio correlations and uncertainty
Höse, Steffi - 2012
Persistent link: https://www.econbiz.de/10013441220
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Correlation analysis of financial contagion : what one should know before running a test
Corsetti, Giancarlo - 2001
Persistent link: https://www.econbiz.de/10013439263
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Correlation analysis of financial contagion : what one should know before running a test
Corsetti, Giancarlo; Pericoli, Marcello; Sbracia, Massimo - 2000
Persistent link: https://www.econbiz.de/10001580233
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The analysis of nonstationary time series using regression, correlation and cointegration
Johansen, Søren - In: Contemporary economics 6 (2012) 2, pp. 40-57
There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse …
Persistent link: https://www.econbiz.de/10009767620
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Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan; Patton, Andrew J. - 2021 - This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
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Influence of foreign direct investment on the Romanian economy
Russu, Corneliu; Ciuiu, Daniel - 2018
Persistent link: https://www.econbiz.de/10012302758
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Correlation or causation? : the sorry state of inference in empirical modeling
Dong, Xiaojing; Heineke, John - In: Journal of investment management : JOIM 14 (2016) 3, pp. 62-73
Persistent link: https://www.econbiz.de/10011691119
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Deriving correlation matrices for missing financial time-series data
Burger, Schalk; Silverman, Searle; Van Vuuren, Gary - In: International journal of economics and finance 10 (2018) 10, pp. 105-120
Persistent link: https://www.econbiz.de/10011944933