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type:"article"
~isPartOf:"Journal of banking & finance"
~person:"Gupta, Rangan"
~person:"Shahbaz, Muhammad"
~person:"Xuan Vinh Vo"
~person:"Zhang, Yaojie"
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Aktienmarkt
1
Börsenkurs
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Copula
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Delta CoVaR
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Multivariate Verteilung
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Multivariate distribution
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Gupta, Rangan
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Xuan Vinh Vo
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Nikitopoulos, Christina Sklibosios
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Journal of banking & finance
Energy economics
37
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
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Applied economics letters
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International journal of forecasting
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Economia internazionale
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Economic modelling
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Financial innovation : FIN
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International review of financial analysis
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Journal of empirical finance
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Journal of forecasting
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Journal of international financial markets, institutions & money
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Research in international business and finance
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The journal of developing areas
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Acta Universitatis Danubius / Oeconomica
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African development review
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Asia Pacific financial markets
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Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
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