Open Access
Issue |
ITM Web Conf.
Volume 67, 2024
The 19th IMT-GT International Conference on Mathematics, Statistics and Their Applications (ICMSA 2024)
|
|
---|---|---|
Article Number | 01036 | |
Number of page(s) | 24 | |
Section | Mathematics, Statistics and Their Applications | |
DOI | https://doi.org/10.1051/itmconf/20246701036 | |
Published online | 21 August 2024 |
- D. Easley, N.M. Kiefer, M. O’hara, J.B. Paperman, The Journal of Finance 51, 1405 (1996) [CrossRef] [Google Scholar]
- J. Duarte, L. Young, Journal of Financial Economics 91, 119 (2009) [Google Scholar]
- Q. Gan, W.C. Wei, D. Johnstone, Financial Review 52, 5 (2017) [CrossRef] [Google Scholar]
- E. Lin, C.F. Lee, in Handbook of Financial Econometrics and Statistics (Springer, 2015), pp. 2601–2619 [CrossRef] [Google Scholar]
- D. Easley, R.F. Engle, M. O’Hara, L. Wu, Journal of Financial Econometrics 6, 171 (2008) [Google Scholar]
- E. Lin, C.L.M. Kao, N.S. Adityarini, Review of Quantitative Finance and Accounting 57, 411 (2021) [CrossRef] [Google Scholar]
- Q. Gan, W.C. Wei, D. Johnstone, Quantitative Finance 15, 1805 (2015) [CrossRef] [MathSciNet] [Google Scholar]
- M. Ghachem, O. Ersan, The R Journal 15, 145 (2023) [CrossRef] [Google Scholar]
- A. Bird, S.A. Karolyi, T.G. Ruchti, P. Truong, Review of Finance 25, 745 (2021) [CrossRef] [Google Scholar]
- A. Frino, R. Palumbo, P. Rosati, Accounting & Finance 63, 2597 (2023) [CrossRef] [Google Scholar]
- C.O. Cepoi, V. Dragota, R. Trifan, A. lordache, Financial Innovation 9, 34 (2023) [CrossRef] [Google Scholar]
- R.B. Nelsen, An introduction to copulas (Springer science & business media, 2007) [Google Scholar]
- L. Hu, Applied financial economics 16, 717 (2006) [CrossRef] [Google Scholar]
- A. Di Clemente, C. Romano, Frontiers in Applied Mathematics and Statistics 7, 642210 (2021) [CrossRef] [Google Scholar]
- M. Alqawba, D. Fernando, N. Diawara, Computation 9, 108 (2021) [CrossRef] [Google Scholar]
- L. Bermúdez, D. Karlis, TEST 31, 1082 (2022) [CrossRef] [MathSciNet] [Google Scholar]
- X.L. Meng, D.B. Rubin, Biometrika 80, 267 (1993) [CrossRef] [MathSciNet] [Google Scholar]
- I. Kosmidis, D. Karlis, Statistics and computing 26, 1079 (2016) [CrossRef] [MathSciNet] [Google Scholar]
- A.P. Dempster, N.M. Laird, D.B. Rubin, Journal of the royal statistical society: series B (methodological) 39, 1 (1977) [CrossRef] [MathSciNet] [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.