Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Ricardo F. Couto"'
Publikováno v:
Communications in Statistics - Simulation and Computation. 50:537-556
Dependence measures, from linear correlation coefficients to recent copula-based methods, have been widely used to find out associations between variables. Although the latter type of measure has o...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f50ed96b5cbb423149afe56f77b30153
https://doi.org/10.1080/03610918.2018.1563152
https://doi.org/10.1080/03610918.2018.1563152
Publikováno v:
Communications in Statistics - Simulation and Computation. 46:5257-5270
Volatility estimation in financial markets has always been a challenge especially in time of crisis. Once asset prices and investment decisions are highly sensitive to such variable, many different models have been proposed in literature. This articl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5d07d181b4a668cb5ddeb5a7ee394725
https://doi.org/10.1080/03610918.2016.1152363
https://doi.org/10.1080/03610918.2016.1152363