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Sponsored Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt

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Justin Wongwaiwit

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Asymmetric correlation in S&P500 relationship with stock’s characteristics

Abstract This research investigates the dynamics of asymmetric conditional correlation between individual equities and the broader market of S&P500 during periods of financial distress. Utilizing a bivariate ARMA(1,1)-aDCC-GARCH econometric framework over a comprehensive 4,000-day sample, we extract standardized innova...

Justin Wongwaiwit · 0 citations

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