Pages that link to "Item:Q5245467"
From MaRDI portal
The following pages link to An economic evaluation of stock–bond return comovements with copula-based GARCH models (Q5245467):
Displaying 5 items.
- On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets (Q1619694) (← links)
- Conditional correlation in asset return and GARCH intensity model (Q1621670) (← links)
- Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model (Q1934775) (← links)
- Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence (Q3117330) (← links)
- A new time-varying optimal copula model identifying the dependence across markets (Q4555089) (← links)