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 2 32 0 0 4 99
Extreme Dependence in International Stock Markets 0 0 0 144 1 1 2 345
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach 0 0 0 0 0 0 5 187
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 147 1 2 5 365
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 0 0 3 111
Segmentation across International Equity, Bond, and Foreign Exchange Markets 0 0 0 40 1 2 7 154
The Dependence Structure of Macroeconomic Variables in the US 0 1 1 37 2 3 6 158
The Dependence Structure of Macroeconomic Variables in the US 1 1 3 93 2 6 36 410
Total Working Papers 1 2 6 531 7 14 68 1,829


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 0 0 5 128 1 8 21 403
Estimation of the stochastic conditional duration model via alternative methods 0 0 0 42 0 0 2 193
Extreme return-volume dependence in East-Asian stock markets: A copula approach 0 0 2 48 0 0 7 141
Modeling the leverage effect with copulas and realized volatility 0 0 0 57 0 0 4 162
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach 0 1 2 48 0 1 5 182
Total Journal Articles 0 1 9 323 1 9 39 1,081


Statistics updated 2021-01-03