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111
The dependence structure in volatility between Shanghai and Shenzhen stock market in China : a copula-MEM approach
Guo, Mingyuan
;
Wang, Xu
- In:
China finance review international
6
(
2016
)
3
,
pp. 264-283
Persistent link: https://www.econbiz.de/10011722771
Saved in:
112
Copula function approaches for the analysis of serial and cross dependence in stock returns
Rivieccio, Giorgia
;
De Luca, Giovanni
- In:
Finance research letters
17
(
2016
),
pp. 55-61
Persistent link: https://www.econbiz.de/10011596218
Saved in:
113
Essays on multivariate modelling of financial markets using copula and sentiment networks
Tetereva, Anastasija
-
2018
Persistent link: https://www.econbiz.de/10011965123
Saved in:
114
Conditional dependence between international stock markets : a long memory GARCH-copula model approach
Mokni, Khaled
;
Mansouri, Fayçal
- In:
Journal of multinational financial management
42/43
(
2017
),
pp. 116-131
Persistent link: https://www.econbiz.de/10011927907
Saved in:
115
Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests
Jiang, Yonghong
;
Nie, He
;
Monginsidi, Joe Yohanes
- In:
Economic modelling
64
(
2017
),
pp. 384-398
Persistent link: https://www.econbiz.de/10011761283
Saved in:
116
A comparison study of copula models for European financial index returns
Tofoli, Paula V.
;
Ziegelmann, Flávio A.
;
Candido, Osvaldo
- In:
International journal of economics and finance
9
(
2017
)
10
,
pp. 155-178
Persistent link: https://www.econbiz.de/10011764112
Saved in:
117
Prediction of risk : decoding the serial dependence of stock return volatility with copula
Zhu, Liang
;
Lim, Christine
;
Zhang, Jianlun
- In:
Journal of hospitality & tourism research : JHTR ; the …
45
(
2021
)
1
,
pp. 6-27
Persistent link: https://www.econbiz.de/10012426080
Saved in:
118
Dynamics in the co-movement of economic growth and stock return : comparison between the United States and China
Jiang, Yu
- In:
Economic research
32
(
2019
)
1,2
,
pp. 1965-1976
Persistent link: https://www.econbiz.de/10012435294
Saved in:
119
Measuring persistence of dependence between crude oil prices and GCC stock markets : a copula approach
Mokni, Khaled
;
Youssef, Manel
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 14-33
Persistent link: https://www.econbiz.de/10012176231
Saved in:
120
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
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