Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy论文
Energy Economics2020引用: 236
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin论文
Economic Modelling2019引用: 492
Spillovers between Bitcoin and other assets during bear and bull markets论文
Applied Economics2018引用: 302
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions论文
Finance research letters2017引用: 794
Bitcoin, gold and the dollar – A GARCH volatility analysis论文
Finance research letters2015引用: 1.5K
Dependence Modeling with Copulas论文
2014引用: 1.5K
Bayesian Graphical Lasso Models and Efficient Posterior Computation论文
Bayesian Analysis2012引用: 239
The BUGS Book: A Practical Introduction to Bayesian Analysis论文
2012引用: 545
Finite mixtures of multivariate skew t-distributions: some recent and new results论文
Statistics and Computing2012引用: 229
Comparisons of various types of normality tests论文
Journal of Statistical Computation and Simulation2011引用: 866
Pair-Copula Constructions of Multivariate Copulas论文
Lecture notes in statistics2010引用: 251
Poisson Autoregression论文
Journal of the American Statistical Association2009引用: 413
Robust mixture modeling using multivariate skew t distributions论文
Statistics and Computing2009引用: 262
Hidden Markov Models for Time Series: An Introduction Using R论文
2009引用: 716
”Aggregation Functions”, Cambridge University Press论文
2008引用: 449
A new geometric first-order integer-valued autoregressive (NGINAR(1)) process论文
Journal of Statistical Planning and Inference2008引用: 254
Sampling nested Archimedean copulas论文
Journal of Statistical Computation and Simulation2008引用: 247
Model-Based Recursive Partitioning论文
Journal of Computational and Graphical Statistics2008引用: 769
Large Sample Sieve Estimation of Semi-Nonparametric Models论文
RePEc: Research Papers in Economics2007引用: 267
Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data论文
Journal of the American Statistical Association2007引用: 244
第 1-20 条，共 76 条
上一页下一页