Pages that link to "Item:Q4554463"
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The following pages link to The shifting dependence dynamics between the G7 stock markets (Q4554463):
Displaying 7 items.
- Modeling dependence dynamics through copulas with regime switching (Q414597) (← links)
- Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
- Market shocks in the G7 countries (Q2121138) (← links)
- Measuring market and credit risk under Solvency II: evaluation of the standard technique versus internal models for stock and bond markets (Q2219623) (← links)
- Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (Q2358171) (← links)
- (Q5125158) (← links)
- Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (Q6608183) (← links)