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Search: subject:"Time varying dependence"
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Multivariate Verteilung
13
Multivariate distribution
13
Time-varying dependence
11
Capital income
8
Kapitaleinkommen
8
Time series analysis
8
Zeitreihenanalyse
8
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Time varying dependence
5
time-varying dependence
5
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4
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Multivariate Analyse
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Multivariate analysis
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correlation
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fractional integration
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multivariate volatility
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English
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Koopman, Siem Jan
6
Lucas, André
6
Janus, Pawel
3
Janus, Paweł
3
Tiwari, Aviral Kumar
2
Abakah, Emmanuel Joel Aikins
1
Almeida, Carlos
1
Aye, Goodness C.
1
Benlagha, Noureddine
1
Bhandari, Avishek
1
Charfeddine, Lanouar
1
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Czado, Claudia
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Duan, Kun
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1
Gillas, Konstantinos Gkillas
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1
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1
Großmaß, Lidan
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1
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Heinen, Andréas
1
Huang, Yingying
1
Høg, Esben P.
1
Iacopini, Matteo
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Ji, Min
1
Kim, Mi Lim
1
Kritsana Khemawanit
1
Le, Lan
1
Leyva-de la Hiz, Dante I.
1
Li, Changtai
1
Mishra, Tapas
1
Mulinacci, Sabrina
1
Nagl, Cathrine
1
Nagl, Maximilian
1
Ning, Cathy
1
Ouattara, Bazoumana
1
Parhi, Mamata
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Computational Statistics & Data Analysis
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Journal of Empirical Finance
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1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Journal of real estate research : JRER ; a publication of the American Real Estate Society
1
Robustness in econometrics
1
Studies in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The empirical economics letters : a monthly international journal of economics
1
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ECONIS (ZBW)
18
RePEc
7
EconStor
1
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1
Time varying dependences between real estate crypto, real estate and crypto returns
Nagl, Cathrine
;
Nagl, Maximilian
;
Rösch, Daniel
; …
- In:
Journal of real estate research : JRER ; a publication …
46
(
2024
)
4
,
pp. 538-566
Persistent link: https://www.econbiz.de/10015196658
Saved in:
2
Geographic dependence and diversification in house price returns : the role of leverage
Heinen, Andréas
;
Kim, Mi Lim
;
Hamadi, Malika
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 297-334
Persistent link: https://www.econbiz.de/10014526319
Saved in:
3
Time-varying
dependence
between Bitcoin and green financial assets : a comparison between pre- and post-COVID-19 periods
Huang, Yingying
;
Duan, Kun
;
Urquhart, Andrew
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014245837
Saved in:
4
Time-varying
dependence
and currency tail risk during the Covid-19 pandemic
Gobbi, Fabio
;
Mulinacci, Sabrina
- In:
Studies in economics and finance
40
(
2023
)
5
,
pp. 839-858
Persistent link: https://www.econbiz.de/10014467159
Saved in:
5
A time-varying copula approach for constructing a daily financial systemic stress index
Tan, Sook-Rei
;
Li, Changtai
;
Yeap, Xiu Wei
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225802
Saved in:
6
Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng
;
Shi, Peng
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
Saved in:
7
Nonparametric forecasting of multivariate probability density functions
Guégan, Dominique
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011868987
Saved in:
8
Modelling mortality dependence : an application of dynamic vine copula
Rui, Zhou
;
Ji, Min
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 241-255
Persistent link: https://www.econbiz.de/10012649231
Saved in:
9
Markov-switching dependence between artificial intelligence and carbon price : the role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
;
Le, Lan
- In:
Technological forecasting & social change : an …
163
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667183
Saved in:
10
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
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