Work

Conditional correlation estimation and serial dependence identification

Year: 2025

Type: article

Source: Journal of Computational and Applied Mathematics

DOI: 10.1016/j.cam.2025.116633

Authors: Kewin Pączek, Damian Jelito, Marcin Pitera, Agnieszka Wyłomańska

Institutions: Jagiellonian University, Wrocław University of Science and Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Narodowe Centrum Nauki, Narodowym Centrum Nauki

Awards: G129916598, G6810381707

OpenAlex ID: W4408569777

FWCI: 0.899

Cites: 50

Cited by: 1

Related to: 10