Pages that link to "Item:Q3103168"
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The following pages link to Spatial contagion between financial markets: a copula-based approach (Q3103168):
Displayed 23 items.
- Markov regime-switching quantile regression models and financial contagion detection (Q282262) (← links)
- Gaussian approximation of conditional elliptical copulas (Q444996) (← links)
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- A note on conditional covariance matrices for elliptical distributions (Q1687219) (← links)
- Conditioning of copulas: transformations, invariance and measures of concordance (Q1754603) (← links)
- Multi-feature evaluation of financial contagion (Q2103926) (← links)
- Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
- The key role of convexity in some copula constructions (Q2181914) (← links)
- Clustering of financial instruments using jump tail dependence coefficient (Q2324271) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Clustering of financial time series in risky scenarios (Q2418377) (← links)
- Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
- A Spatial Contagion Test for Financial Markets (Q2805804) (← links)
- On Copulas and Differential Inclusions (Q2805805) (← links)
- Connectedness Measures of Spatial Contagion in the Banking and Insurance Sector (Q2808120) (← links)
- Invariant dependence structure under univariate truncation: the high-dimensional case (Q2863089) (← links)
- Invariant dependence structure under univariate truncation (Q2892899) (← links)
- On the Characterization of Copulas by Differential Equations (Q2931546) (← links)
- (Q5120584) (← links)
- (Q5121456) (← links)
- A Copula-based Markov Reward Approach to the Credit Spread in the European Union (Q5207796) (← links)
- Asymmetric Copulas and Their Application in Design of Experiments (Q5213717) (← links)
- A note on the equivalence between the conditional uncorrelation and the independence of random variables (Q6200891) (← links)