IDEAS home Printed from https://ideas.repec.org/a/bla/jtsera/v42y2021i5-6p495-498.html
   My bibliography  Save this article

Preface to the Murray Rosenblatt memorial special issue of JTSA

Author

Listed:
  • Richard C. Bradley
  • Richard A. Davis
  • Dimitris N. Politis

Abstract

No abstract is available for this item.

Suggested Citation

  • Richard C. Bradley & Richard A. Davis & Dimitris N. Politis, 2021. "Preface to the Murray Rosenblatt memorial special issue of JTSA," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(5-6), pages 495-498, September.
  • Handle: RePEc:bla:jtsera:v:42:y:2021:i:5-6:p:495-498
    DOI: 10.1111/jtsa.12617
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/jtsa.12617
    Download Restriction: no

    File URL: https://libkey.io/10.1111/jtsa.12617?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Genest, Christian & Rémillard, Bruno & Beaudoin, David, 2009. "Goodness-of-fit tests for copulas: A review and a power study," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 199-213, April.
    2. Rosenblatt, M., 2009. "A comment on a conjecture of N. Wiener," Statistics & Probability Letters, Elsevier, vol. 79(3), pages 347-348, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jie Huang & Haiming Zhou & Nader Ebrahimi, 2022. "Bayesian Bivariate Cure Rate Models Using Copula Functions," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 11(3), pages 1-9, May.
    2. Daniel Puig & Oswaldo Morales-Nápoles & Fatemeh Bakhtiari & Gissela Landa, 2017. "The accountability imperative for quantifiying the uncertainty of emission forecasts : evidence from Mexico," Working Papers hal-03389325, HAL.
    3. Merlevède, F. & Peligrad, M., 2016. "On the empirical spectral distribution for matrices with long memory and independent rows," Stochastic Processes and their Applications, Elsevier, vol. 126(9), pages 2734-2760.
    4. Bedoui, Rihab & Braiek, Sana & Guesmi, Khaled & Chevallier, Julien, 2019. "On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model," Energy Economics, Elsevier, vol. 80(C), pages 876-889.
    5. Gaißer, Sandra & Schmid, Friedrich, 2010. "On testing equality of pairwise rank correlations in a multivariate random vector," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2598-2615, November.
    6. Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2013. "Estimating non-linear serial and cross-interdependence between financial assets," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 837-846.
    7. Wu, Shaomin, 2014. "Construction of asymmetric copulas and its application in two-dimensional reliability modelling," European Journal of Operational Research, Elsevier, vol. 238(2), pages 476-485.
    8. Katarzyna Baran-Gurgul, 2022. "The Risk of Extreme Streamflow Drought in the Polish Carpathians—A Two-Dimensional Approach," IJERPH, MDPI, vol. 19(21), pages 1-27, October.
    9. Luca Riccetti, 2013. "A copula–GARCH model for macro asset allocation of a portfolio with commodities," Empirical Economics, Springer, vol. 44(3), pages 1315-1336, June.
    10. Daniel Puig & Oswaldo Morales-Nápoles & Fatemeh Bakhtiari & Gissela Landa, 2017. "The accountability imperative for quantifiying the uncertainty of emission forecasts : evidence from Mexico," SciencePo Working papers Main hal-03389325, HAL.
    11. Michał Adam & Piotr Bańbuła & Michał Markun, 2013. "Dependence and contagion between asset prices in Poland and abroad. A copula approach," NBP Working Papers 169, Narodowy Bank Polski.
    12. Marc Gronwald & Janina Ketterer & Stefan Trück, 2011. "The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis," CESifo Working Paper Series 3418, CESifo.
    13. Ahmed, Osama & Serra, Teresa, 2015. "Evaluate the economic consequences of revenue insurance programs in Spain using copula models. The case of orange and apple," 2015 Conference, August 9-14, 2015, Milan, Italy 212522, International Association of Agricultural Economists.
    14. Dominik Paprotny, 2021. "Convergence Between Developed and Developing Countries: A Centennial Perspective," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 153(1), pages 193-225, January.
    15. Wanling Huang & Artem Prokhorov, 2014. "A Goodness-of-fit Test for Copulas," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 751-771, October.
    16. Rašiová, Barbara & Árendáš, Peter, 2023. "Copula approach to market volatility and technology stocks dependence," Finance Research Letters, Elsevier, vol. 52(C).
    17. Kleinow, Jacob & Moreira, Fernando, 2016. "Systemic risk among European banks: A copula approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 27-42.
    18. Xun Lu & Kin Lai & Liang Liang, 2014. "Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model," Annals of Operations Research, Springer, vol. 219(1), pages 333-357, August.
    19. Emmanoulides, Christos & Fousekis, Panos, 2014. "Vertical Price Transmission in the US Pork Industry: Evidence from Copula Models," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 15(1), pages 1-12.
    20. Peter Grundke & Kamil Pliszka, 2018. "A macroeconomic reverse stress test," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 1093-1130, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jtsera:v:42:y:2021:i:5-6:p:495-498. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0143-9782 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.