Search Results - subject:"Chi-plot"

Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures

Silvapulle, Param; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2006

dependence between the Thai market and these six markets have changed. We employ the chi-plot proposed by Fisher and Switzer …

Persistent link: https://www.econbiz.de/10005087582

Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam

Nguyen, Cuong C.; Bhatti, M. Ishaq - In: Journal of International Financial Markets, … 22 (2012) 4, pp. 758-773

The uncertainty of a country's economy, especially emerging economies, is partially due to the fluctuating of oil prices. There is also a growing concern about the relationship between oil price and stock markets in developing countries due to their heavy dependence on oil prices co-movements....

Persistent link: https://www.econbiz.de/10010702748

Copula model dependency between oil prices and stock markets : evidence from China and Vietnam

Nguyen, Cuong; Bhatti, Muhammad Ishaq - In: Journal of international financial markets, … 22 (2012) 4, pp. 758-773

Persistent link: https://www.econbiz.de/10009582533

A simple graphical method to explore tail-dependence in stock-return pairs

Abberger, Klaus - 2004

dependencies in the tails of the bivariate distribution is discussed. For this a graphical method which is called chi-plot and … which was introduced by Fisher and Switzer (1985, 2001) is used. Examples with simulated data sets illustrate that the chi-plot … be modelled carefully. The application of the chi-plot to various daily stock-return pairs shows that different …

Persistent link: https://www.econbiz.de/10010263421