Frontmatter

Artikel in diesem Heft

1. Frontmatter
2. Research Articles
3. Multivariate Stochastic Volatility with Co-Heteroscedasticity
4. Extreme Return Spillover Between the WTI, the VIX, and Six Latin American Stock Markets: A Quantile Connectedness Approach
5. A Regression-based Method for Estimating Generalised Entropy and Atkinson Inequality Indices and their Standard Errors
6. Homogeneity Pursuit in the Functional-Coefficient Quantile Regression Model for Panel Data with Censored Data
7. Asymptotic Efficiency of Joint Estimator Relative to Two-Stage Estimator Under Misspecified Likelihoods
8. Chinese Crude Oil Futures and Sectoral Stocks: Copula-Based Dependence Structure and Connectedness