Pages that link to "Item:Q5952502"
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The following pages link to Multivariate cointegration analysis of the Finnish-Japanese stock markets (Q5952502):
Displayed 9 items.
- The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299) (← links)
- An empirical method for assessing the research relevance gap (Q1038361) (← links)
- Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286) (← links)
- Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (Q1926916) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Contagion around the October 1987 stock market crash (Q2383128) (← links)
- INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION (Q3022101) (← links)
- Pairs trading with partial cointegration (Q4554413) (← links)
- Pairs trading with partial cointegration (Q4957234) (← links)