Search Results - subject:"asymmetric dependence structure"

Evaluating density forecasts using weighted multivariate scores in a risk management context

Cheng, Jie - In: Computational economics 64 (2024) 6, pp. 3617-3643

Persistent link: https://www.econbiz.de/10015144255

Instability and time-varying dependence structure between oil prices and stock markets in GCC countries

Boubaker, Heni; Sghaier, Nadia - Institut de Préparation à l'Administration et à la … - 2013

This paper investigates the dependence structure between daily oil price changes and stock market returns in six GCC countries (Bahrain, Kuwait,Oman, Qatar, Saudi Arabia and United Arab Emirates) during the period from June 1, 2005 to February 11, 2013. For that, we apply three Archimedean...

Persistent link: https://www.econbiz.de/10010754727