A generalization of the Topological Tail Dependence theory: From indices to individual stocks-Reference-Cited by-同舟云学术

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A generalization of the Topological Tail Dependence theory: From indices to individual stocks

Published:2024-09 Issue: Volume:12 Page:100512
ISSN:2772-6622
Container-title:Decision Analytics Journal
language:en
Short-container-title:Decision Analytics Journal

Author:

Souto Hugo Gobato^ORCID,Moradi Amir^ORCID

Publisher

Elsevier BV

Reference80 articles.

1. A K-means clustering model for analyzing the bitcoin extreme value returns;Das;Decis. Anal. J.,2023

2. A supervised machine learning algorithm for detecting and predicting fraud in credit card transactions;Afriyie;Decis. Anal. J.,2023

3. Market structure, fragmentation, and market quality;Bennett;J. Financial Mark.,2006

4. Banking market structure, financial dependence and growth: International evidence from industry data;Cetorelli;J. Finance,2001

5. Volatility spillovers between the US and China stock markets: Structural break test with symmetric and asymmetric GARCH approaches;Moon;Glob. Econ. Rev.,2010

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