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Applied Economics Letters Volume 29, 2022 - Issue 8
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Research Article

A revisit to size anomalies in U.S. bank stock returns by panel copula

Jong-Min Kima Statistics Discipline, Division of Science and Mathematics, University of Minnesota at Morris, Morris, MN, USA
,
Hojin Jungb Department of Economics, Jeonbuk National University, Jeonju-si, KoreaCorrespondence[email protected]
&
Brian Yangc The Department of Finance, San Francisco State University, San Francisco, CA
Pages 750-754 | Published online: 10 Feb 2021

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Read on this site (1)

Hyuna Jang, Jong-Min Kim & Hohsuk Noh. (2023) Vine copula Granger causality in quantiles. Applied Economics 0:0, pages 1-10.
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Articles from other publishers (1)

Jong-Min Kim, Hope H. Han & Sangjin Kim. (2022) Forecasting Crude Oil Prices with Major S&P 500 Stock Prices: Deep Learning, Gaussian Process, and Vine Copula. Axioms 11:8, pages 375.
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