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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/14697688.2010.495950 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2134395639 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the tail-dependence coefficient: properties and pitfalls / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate option pricing using dynamic copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate extremes, aggregation and dependence in elliptical distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic normality of multivariate linear rank statistics in the non- i.i.d. case / rank
 
Normal rank
Property / cites work
 
Property / cites work: A dependence measure for multivariate and spatial extreme values: Properties and inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate conditional versions of Spearman's rho and related measures of tail dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Nonparametric Tests of Independence / rank
 
Normal rank

Latest revision as of 06:15, 7 July 2024

scientific article
Language Label Description Also known as
English
Measuring large comovements in financial markets
scientific article

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references