this work references cited by second hopReferences
- 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
- 1999An Introduction to Copulas7,743 cited
- 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
- 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
- 2001Extreme Correlation of International Equity Markets2,608 cited
- 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,447 cited
- 2004CAViaR2,210 cited
- 2003A New Approach to Measuring Financial Contagion1,015 cited
- 2006The Copula-GARCH model of conditional dependencies: An international stock market application784 cited
- 2000A New Approach to Measuring Financial Contagion723 cited
- 2010Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?559 cited
- 2006Modeling and forecasting petroleum futures volatility479 cited
- 2006Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation407 cited
- 2010Modeling Multivariate Distributions with Continuous Margins Using the copula R Package395 cited
- 2008What Drives Natural Gas Prices?
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work