On sliced inverse regression with high-dimensional covariates

von Zhu, Lixing
Veröffentlicht in American Statistical Association Journal of the American Statistical Association (2006)

Measuring the subprime crisis contagion : evidence of change point analysis of copula functions

von Ye, Wuyi
Veröffentlicht in European journal of operational research (2012)

Markov regime-switching quantile regression models and financial contagion detection

von Ye, Wuyi
Veröffentlicht in Insurance / Mathematics & economics (2016)