Measuring large comovements in financial markets (Q2873533): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2010.495950
+Normal rank
@@ Property / OpenAlex ID @@
+W2134395639
@@ Property / OpenAlex ID: W2134395639 / rank @@
+Normal rank
@@ Property / cites work @@
+Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
+Normal rank
@@ Property / cites work @@
+Estimating the tail-dependence coefficient: properties and pitfalls
+Normal rank
@@ Property / cites work @@
+Bivariate option pricing using dynamic copula models
+Normal rank
@@ Property / cites work @@
+Multivariate extremes, aggregation and dependence in elliptical distributions
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of multivariate linear rank statistics in the non- i.i.d. case
+Normal rank
@@ Property / cites work @@
+A dependence measure for multivariate and spatial extreme values: Properties and inference
+Normal rank
@@ Property / cites work @@
+Multivariate conditional versions of Spearman's rho and related measures of tail dependence
+Normal rank
@@ Property / cites work @@
+Multivariate Nonparametric Tests of Independence
@@ Property / cites work: Multivariate Nonparametric Tests of Independence / rank @@
+Normal rank