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The dependence structure between the Canadian stock market and the USD/CAD exchange rate : a copula approach
Michelis, Leo; Ning, Cathy Q. - In: The Canadian journal of economics 43 (2010) 3, pp. 1016-1039
Persistent link: https://www.econbiz.de/10008662175
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Segmentation across international equity, bond, and foreign exchange markets
Ning, Cathy Q.; Sapp, Stephen - 2009
Persistent link: https://www.econbiz.de/10008758611
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Estimation of the stochastic conditional duration model via alternative methods
Knight, John L.; Ning, Cathy Q. - In: The econometrics journal 11 (2008) 3, pp. 593-616
Persistent link: https://www.econbiz.de/10003802430
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A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles
Wang, Xinyu; Ning, Cathy Q. - In: Journal of forecasting 41 (2022) 1, pp. 118-133
Persistent link: https://www.econbiz.de/10012796275
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Safe haven currencies : a dependence-switching copula approach
Michelis, Leo; Ning, Cathy Q.; Ponrajah, Jeremey - 2024
Persistent link: https://www.econbiz.de/10015052606
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Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran (contributor); Heinen, Andréas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003726991
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Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran; Heinen, Andréas; Valdesogo, Alfonso - 2008
Persistent link: https://www.econbiz.de/10003702731