Evkaya, Ozan; Gür, İsmail; Yıldırım Külekci, Bükre; … - In: Computational Economics 64 (2024) 5, pp. 2935-2980
Recently, the complex dependence patterns among various stocks gained more importance. Measuring the dependency structure is critical for investors to manage their portfolio risks. Since the global financial crisis, researchers have been more interested in studying the dynamics of dependency...