Testing for Asymmetric Comovements*-Reference-Cited by-同舟云学术

Testing for Asymmetric Comovements*

Published:2022-01-30 Issue:5 Volume:84 Page:1153-1180
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:Oxf Bull Econ Stat

Author:

Chuang O‐Chia¹,Song Xiaojun²,Taamouti Abderrahim³

Affiliation:

1. Department of Mathematical Economics and Mathematical Finance Economics and Management School Wuhan University Luojia Hill Wuhan 430072 China

2. Department of Business Statistics and Econometrics Guanghua School of Management and Center for Statistical Science Peking University Beijing 100871 China

3. Department of Economics Liverpool University Management School University of Liverpool Chatham St Liverpool L69 7ZH UK

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/obes.12485

Reference28 articles.

1. On nonparametric tests for symmetry inR m

2. Asymmetric correlations of equity portfolios

3. International Asset Allocation With Regime Shifts

4. Test of symmetry based on copula function

5. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS

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