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Co-movement of ASEAN stock mar...
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361
Interdependence of Tehran stock exchange upon the oil price and USD exchange rate return using quantile regression and time-frequency domain analysis
Dinarzehi, Khadijeh
;
Shahiki Tash, Mohammad Nabi
; …
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
3
,
pp. 667-691
Persistent link: https://www.econbiz.de/10013448121
Saved in:
362
Investor sentiment, style investing, and momentum
Ashour, Samar
;
Hao, Qing
;
Harper, Adam
- In:
Journal of financial markets
62
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014226768
Saved in:
363
Empirical analysis of the "China-US factor" in stock market linkages
Qian, Huai
;
Yang, Bingkun
;
Huang, Weihua
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
6
,
pp. 1118-1129
Persistent link: https://www.econbiz.de/10014567007
Saved in:
364
Time-varying dependence structures of equity markets of China, ASEAN and the USA
Li, Baoxia
;
Zeng, Zhi
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 87-91
Persistent link: https://www.econbiz.de/10011853697
Saved in:
365
Risk
correlation
based on time-varying
copula
function and extreme value theory
Ji, Xinlong
;
Zhou, Lu
- In:
Theoretical economics letters
7
(
2017
)
7
,
pp. 2213-2229
Persistent link: https://www.econbiz.de/10011786009
Saved in:
366
Tails of
correlation
mixtures of elliptical copulas
Manner, Hans
;
Segers, Johan
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 153-160
Persistent link: https://www.econbiz.de/10008839743
Saved in:
367
On the dependence structure of realized volatilities
Mendes, Beatriz Vaz de Melo
;
Accioly, Victor Bello
- In:
International review of financial analysis
22
(
2012
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010219700
Saved in:
368
Modelling the dependence structure between Australian equity and real estate markets : a
copula
approach
Rong, Ning
;
Trück, Stefan
- In:
Australasian accounting business and finance journal : AABF
8
(
2014
)
5
,
pp. 93-113
Persistent link: https://www.econbiz.de/10010520425
Saved in:
369
High dimensional dynamic stochastic
copula
models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
370
Estimating
copula
densities through wavelets
Genest, Christian
;
Masiello, Esterina
;
Tribouley, Karine
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 170-181
Persistent link: https://www.econbiz.de/10009517645
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