Pages that link to "Item:Q2873533"
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The following pages link to Measuring large comovements in financial markets (Q2873533):
Displaying 6 items.
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Quantifying and understanding the economics of large financial movements (Q844583) (← links)
- Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
- Extreme Financial Risks (Q3379404) (← links)
- A new time-varying optimal copula model identifying the dependence across markets (Q4555089) (← links)
- Consistent Estimation of Multiple Breakpoints in Dependence Measures (Q6626238) (← links)