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2 research outputs found
Correlations between oil and stock markets:A wavelet-based approach
Author
Aguiar-Conraria
Alaoui
+95 more
Alquist
Ashley
Aït-Sahalia
Baig
Bartram
Basak
Belén Martín-Barragán
Benhmad
Benhmad
Bertero
Bodart
Boyer
Büyüksahin
Cai
Chen
Ciner
Corsetti
Crowley
Dajcman
Daubechies
De Santis
Domanski
Driesprong
Dungey
Ellis
Elyasiani
Faff
Faff
Fama
Fama
Ferson
Forbes
Forbes
Ftiti
Gallegati
Gençay
Gençay
Hamilton
Hamilton
Hammoudeh
Helena Veiga
Huang
Huang
Irwin
Jammazi
Jones
Karolyi
Khare
Kilian
Kilian
Kilian
King
Kiviaho
Lee
Longin
Longin
Madaleno
Martens
MATLAB
McCarthy
Narayan
Narayan
Narayan
Narayan
Narayan
Narayan
Narayan
Oberndorfer
Orlov
Park
Percival
Pesaran
Phan
Priestley
R Core Team
Ramchmand
Ramos
Ramos
Ramos
Ramos
Ramsey
Ramsey
Reboredo
Rua
Rua
Sadorsky
Scholtens
Schwert
Shawky
Silvennoinen
Singleton
Sofia B. Ramos
Tang
Vacha
Whitcher
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
Get PDF
International audienceno abstrac
HAL - Normandie Université
Crossref
Repositório Institucional do ISCTE-IUL
Edinburgh Research Explorer
Asymmetric extreme interdependence in emerging equity markets
Author
Alexander
Anderson
+39 more
Ang
Ané
Bickel
Bouyé
Boyer
Breymann
Capéraà
Castillo
Coles
Coles
Costinot
Deheuvels
Embrechts
Embrechts
Embrechts
Fermanian
Fisher
Forbes
Frees
Genest
Genest
Ghoudi
Hosking
Joe
Leadbetter
Lehmann
Li
Lin
Longin
Longin
Malevergne
Nelsen
Ramchmand
Schmidt
Sklar
Straetmans
Tajvidi
Tawn
Xu
Publication venue
'Wiley'
Publication date
01/01/2005
Field of study
No full text
Crossref