Modeling spatial and temporal dependencies among global stock markets
Y Weng, P Gong - Expert Systems with applications, 2016 - Elsevier
An intensive analysis of the dependence structure among stock markets is invaluable to
financial experts, policy makers, and academic researchers, providing them with important …
financial experts, policy makers, and academic researchers, providing them with important …
Modeling spatial and temporal dependencies among global stock markets
Y Weng, P Gong - Expert Systems with Applications, 2016 - infona.pl
An intensive analysis of the dependence structure among stock markets is invaluable to
financial experts, policy makers, and academic researchers, providing them with important …
financial experts, policy makers, and academic researchers, providing them with important …
Modeling spatial and temporal dependencies among global stock markets
Y Weng, P Gong - Expert Systems with Applications: An International …, 2016 - dl.acm.org
We present a new spatiotemporal model and derive its maximum likelihood estimator. We
propose a novel copula-based approach to construct the spatial weight matrix. We model …
propose a novel copula-based approach to construct the spatial weight matrix. We model …