Non-linear dependences in finance
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References listed on IDEAS
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Cited by:
- R'emy Chicheportiche & Jean-Philippe Bouchaud, 2013. "Some applications of first-passage ideas to finance," Papers 1306.3110, arXiv.org.
- R. Chicheportiche & J.-P. Bouchaud, 2015. "A nested factor model for non-linear dependencies in stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 15(11), pages 1789-1804, November.
- Ćmiel, Bogdan & Ledwina, Teresa, 2020. "Validation of association," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 55-67.
- R'emy Chicheportiche & Jean-Philippe Bouchaud, 2013. "A nested factor model for non-linear dependences in stock returns," Papers 1309.3102, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-09-26 (Econometrics)
- NEP-ETS-2013-09-26 (Econometric Time Series)
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