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~isPartOf:"Applied economics"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Chen, Yi-ting"
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Applied economics
CREATES research paper
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Jingji-lunwen
2
Journal of applied econometrics
2
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Exceedance correlation tests for financial returns
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 581-616
Persistent link: https://www.econbiz.de/10011623694
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On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
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