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source:"econis"
~isPartOf:"Agricultural finance review"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of risk"
~person:"Jiang, Cuixia"
~subject:"Multivariate Verteilung"
~type:"article"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
ARCH model
2
ARCH-Modell
2
Multivariate distribution
2
Risikomaß
2
Risk measure
2
Spillover effect
2
Spillover-Effekt
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Volatility
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Volatilität
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Aktienmarkt
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China
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CoVaR
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Financial market
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Finanzmarkt
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GARCH
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MIDAS
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Measurement
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Messung
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Oil market
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Risikomanagement
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Risk
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Risk management
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Risk spillovers
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Stock market
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Vine copula
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Welt
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World
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conditional value-at-risk (CoVaR)
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financial market
1
generalized copula autoregressive conditional heteroscedasticity mixed-data sampling (copula-GARCH-MIDAS)
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oil market
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risk spillovers
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Ölmarkt
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Jiang, Cuixia
Li, Yuqian
2
Xu, Qifa
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Berger, Theo
1
Boeve, Rolf
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Braun, Valentin
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Chen, Wei
1
Chen, Yi-Hsuan
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D'Antoni, Jeremy M.
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Feng, Xiaoguang
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Agricultural finance review
International review of economics & finance : IREF
Journal of risk
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Wu, Jun
- In:
Journal of risk
24
(
2021
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
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2
Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Liu, Yezheng
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
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