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~isPartOf:"Economic modelling"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~subject:"Share price"
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Share price
Multivariate distribution
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Alagidede, Paul
1
Bhatti, Muhammad Ishaq
1
Cai, Xiao Jing
1
Chow, William W.
1
Chung, San-lin
1
Conrad, Christian
1
Fałdziński, Marcin
1
Fenech, Jean-Pierre
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1
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1
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1
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1
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1
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1
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1
Naifar, Nader
1
Nguyen, Cuong
1
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Economic modelling
Emerging markets, finance and trade : EMFT
Journal of empirical finance
Statistical Papers / Springer
Energy economics
18
Journal of banking & finance
13
Finance research letters
12
International review of financial analysis
12
International review of economics & finance : IREF
11
Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
9
Discussion paper / Tinbergen Institute
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CFS working paper series
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
22
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1
A time-varying copula approach to investigate the dependence structures of BRICS stock markets before and after Covid-19
Karadag, Tugay
;
Golbasi Simsek, Gulhayat
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
5
,
pp. 1475-1486
Persistent link: https://www.econbiz.de/10014289696
Saved in:
2
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
3
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
4
Dependence structure between China's stock market and other major stock markets before and after the 2008 financial crisis
Ji, Hao
;
Wang, Hao
;
Xu, Jia
;
Liseo, Brunero
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
11
,
pp. 2608-2624
Persistent link: https://www.econbiz.de/10012262880
Saved in:
5
Time-varying dependence in European equity markets : a contagion and investor sentiment driven analysis
Niţoi, Mihai
;
Pochea, Maria Miruna
- In:
Economic modelling
86
(
2020
),
pp. 133-147
Persistent link: https://www.econbiz.de/10012415531
Saved in:
6
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
7
The dynamic extreme co-movement between Chinese stock market and global stock markets
Huang, Naijing
;
Huang, Zhigang
;
Wang, Weijia
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
14
,
pp. 3241-3257
Persistent link: https://www.econbiz.de/10012211119
Saved in:
8
Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests
Jiang, Yonghong
;
Nie, He
;
Monginsidi, Joe Yohanes
- In:
Economic modelling
64
(
2017
),
pp. 384-398
Persistent link: https://www.econbiz.de/10011761283
Saved in:
9
Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
10
How are Africa's emerging stock markets related to advanced markets? : evidence from copulas
Mensah, Jones Odei
;
Alagidede, Paul
- In:
Economic modelling
60
(
2017
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011734155
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