Pages that link to "Item:Q470423"

The following pages link to Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423):

Displaying 11 items.

• The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012) (← links)
• Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices (Q385646) (← links)
• Volatility contagion: a range-based volatility approach (Q738077) (← links)
• Spatial contagion between financial markets: new evidence of asymmetric measures (Q2151669) (← links)
• The Brexit impact on European market co-movements (Q2151683) (← links)
• The tail dependograph (Q2311601) (← links)
• Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
• Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
• On the dependence structure between S&P500, VIX and implicit Interexpectile Differences (Q4957243) (← links)
• Nonparametric dependence modeling via cluster analysis: A financial contagion application (Q5084004) (← links)
• The dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: evidence based on DCC-GARCH model (Q6054315) (← links)