Asymmetric conditional correlations in stock returns (Q312957): Difference between revisions

@@ Property / author @@
-Hui Jiang
@@ Property / author: Hui Jiang / rank @@
-Normal rank
@@ Property / author @@
+Hui Jiang
@@ Property / author: Hui Jiang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6625678
@@ Property / zbMATH DE Number: 6625678 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional cross-correlation coefficient
@@ Property / zbMATH Keywords: conditional cross-correlation coefficient / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+kernel smoothing
@@ Property / zbMATH Keywords: kernel smoothing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+reduced rank model
@@ Property / zbMATH Keywords: reduced rank model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semiparametric models
@@ Property / zbMATH Keywords: semiparametric models / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+The Distribution of Realized Exchange Rate Volatility
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+A semiparametric model for heterogeneous panel data with fixed effects
+Normal rank
@@ Property / cites work @@
+Efficient estimation of conditional variance functions in stochastic regression
+Normal rank
@@ Property / cites work @@
+Semiparametric comparison of regression curves
@@ Property / cites work: Semiparametric comparison of regression curves / rank @@
+Normal rank
@@ Property / cites work @@
+Principal component models for sparse functional data
+Normal rank
@@ Property / cites work @@
+Asymmetric conditional correlations in stock returns
+Normal rank
@@ Property / cites work @@
+Selecting the Number of Principal Components in Functional Data
+Normal rank
@@ Property / cites work @@
+Nonparametric comparison of several regression functions: Exact and asymptotic theory
+Normal rank
@@ Property / cites work @@
+Regime switching for dynamic correlations
@@ Property / cites work: Regime switching for dynamic correlations / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic factor multivariate GARCH model
@@ Property / cites work: Dynamic factor multivariate GARCH model / rank @@
+Normal rank
@@ Property / cites work @@
+A full-factor multivariate GARCH model
@@ Property / cites work: A full-factor multivariate GARCH model / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:312957