Pages that link to "Item:Q312957"
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The following pages link to Asymmetric conditional correlations in stock returns (Q312957):
Displaying 7 items.
- Asymmetric conditional correlations in stock returns (Q312957) (← links)
- Conditional correlation in asset return and GARCH intensity model (Q1621670) (← links)
- Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price (Q2397479) (← links)
- Functional time series approach to analyzing asset returns co-movements (Q2673199) (← links)
- Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence (Q3117330) (← links)
- Asymmetries and tails in stock index returns: are their distributions really asymmetric? (Q4647594) (← links)
- A note on the equivalence between the conditional uncorrelation and the independence of random variables (Q6200891) (← links)