Access Statistics for Cathy Ning

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Dependence in US Financial Risk Factors? 0 0 0 32 0 2 2 101
Extreme Dependence in International Stock Markets 0 0 0 144 0 1 2 346
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach 0 0 0 0 1 2 6 193
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 147 0 1 7 370
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 0 1 3 114
Segmentation across International Equity, Bond, and Foreign Exchange Markets 1 1 1 41 1 2 5 157
The Dependence Structure of Macroeconomic Variables in the US 0 0 0 37 0 1 5 161
The Dependence Structure of Macroeconomic Variables in the US 1 1 7 99 4 6 26 431
Total Working Papers 2 2 8 538 6 16 56 1,873


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dependence structure between the equity market and the foreign exchange market-A copula approach 3 4 8 136 6 11 23 422
Estimation of the stochastic conditional duration model via alternative methods 0 0 0 42 0 2 4 197
Extreme return-volume dependence in East-Asian stock markets: A copula approach 0 0 0 48 1 2 5 146
Modeling the leverage effect with copulas and realized volatility 0 0 0 57 0 1 1 163
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach 0 0 1 49 1 2 6 188
Total Journal Articles 3 4 9 332 8 18 39 1,116


Statistics updated 2021-11-05