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Spatial dependence in stock returns - local normalization and VaR forecasts
Schmitt, Thilo A.; Schäfer, Rudi; Wied, Dominik; Guhr, … - 2013
Persistent link: https://www.econbiz.de/10009776181
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Quantile correlations : uncovering temporal dependencies in financial time series
Schmitt, Thilo A.; Schäfer, Rudi; Dette, Holger; Guhr, … - 2014
Persistent link: https://www.econbiz.de/10010408303
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Spatial dependence in stock returns : local normalization and VaR forecasts
Schmitt, Thilo A.; Schäfer, Rudi; Wied, Dominik; Guhr, … - In: Empirical economics : a journal of the Institute for … 50 (2016) 3, pp. 1091-1109
Persistent link: https://www.econbiz.de/10011481381
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Quantile correlations : uncovering temporal dependencies in financial time series
Schmitt, Thilo A.; Schäfer, Rudi; Dette, Holger; Guhr, … - In: International journal of theoretical and applied finance 18 (2015) 7, pp. 1-16
Persistent link: https://www.econbiz.de/10011403969