An evaluation of dynamic mutuality measu
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Xiaohua Xia; Guitian Huang; Na Duan
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Article
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2010
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Elsevier Science
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English
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a b s t r a c t Several measurements and techniques have been developed to detect dynamic mutuality and synchronicity of time series in econometrics. This study aims to compare the performances of five methods, i.e., linear regression, dynamic correlation, Markov switching models, concordance index