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Search: subject:"tail dependence"
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Tail dependence
130
Multivariate Verteilung
95
Multivariate distribution
95
Statistical distribution
77
Statistische Verteilung
77
Theorie
53
Theory
53
Capital income
49
Kapitaleinkommen
49
tail dependence
44
Risikomaß
41
Risk measure
41
Ausreißer
38
Outliers
38
Copula
34
Time series analysis
31
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31
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29
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29
Aktienmarkt
26
Portfolio selection
26
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26
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25
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24
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24
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Volatilität
24
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24
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24
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22
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22
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22
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20
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20
Copulas
19
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18
Systemic risk
16
Spillover effect
15
Spillover-Effekt
15
Systemrisiko
14
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205
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218
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research-article
3
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Ferreira, Helena
6
Ferreira, Marta
5
Shahzad, Syed Jawad Hussain
5
Tiwari, Aviral Kumar
5
Bouri, Elie
4
Joe, Harry
4
Weiß, Gregor
4
Albulescu, Claudiu Tiberiu
3
Chang, Kuang-Liang
3
De Luca, Giovanni
3
Durante, Fabrizio
3
Roubaud, David
3
Schienle, Melanie
3
Schmidt, Rafael
3
Wang, Shixuan
3
Zhou, Chunyang
3
Zhou, Wei-Xing
3
Avramidis, Panagiotis
2
Bekiros, Stelios
2
Bormann, Carsten
2
Boukef Jlassi, Nabila
2
Bücher, Axel
2
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2
Dai, Yun-Shi
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Hua, Lei
2
Jeribi, Ahmed
2
Jung, Hojin
2
Kim, Jong-Min
2
Lahiani, Amine
2
Lai, Yi-Hao
2
Lau, Chi Keung
2
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Journal of Multivariate Analysis
13
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
International review of financial analysis
8
Applied economics
7
Journal of Banking & Finance
7
Economic modelling
6
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6
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6
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4
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4
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4
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4
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3
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3
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3
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3
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3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Advances in Data Analysis and Classification
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European Journal of Operational Research
2
International review of economics & finance : IREF
2
Journal of Economic Studies
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial stability
2
Metrika
2
Pacific-Basin finance journal
2
Physica A: Statistical Mechanics and its Applications
2
Risk management : a journal of risk, crisis and disaster
2
Risks : open access journal
2
Statistical Papers / Springer
2
The European journal of finance
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ECONIS (ZBW)
145
RePEc
74
Other ZBW resources
4
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1
Measuring non-exchangeable
tail
dependence
using tail copulas
Koike, Takaaki
;
Kato, Shogo
;
Hofert, Marius
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 466-487
Persistent link: https://www.econbiz.de/10014320337
Saved in:
2
The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots
Zhou, Wei-Xing
;
Dai, Yun-Shi
;
Duong, Kiet Tuan
;
Dai, …
- In:
Journal of economic behavior & organization
217
(
2024
),
pp. 91-111
Persistent link: https://www.econbiz.de/10014552743
Saved in:
3
Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives
Syuhada, Khreshna
;
Hakim, Arief
;
Suprijanto, Djoko
- In:
Energy economics
129
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014558988
Saved in:
4
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
5
Systematic extreme correlation of Chinese stock market
Long, Jun
;
Yuan, Xianghui
;
Jin, Liwei
;
Guan, Bowen
- In:
Applied economics
56
(
2024
)
39
,
pp. 4718-4729
Persistent link: https://www.econbiz.de/10014560394
Saved in:
6
A copula-based time series model for global horizontal irradiation
Müller, Alfred
;
Reuber, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 869-883
Persistent link: https://www.econbiz.de/10014465159
Saved in:
7
Subsample analysis of stock market : cryptocurrency returns
tail
dependence
: acopula approach for the tails
Boukef Jlassi, Nabila
;
Jeribi, Ahmed
;
Lahiani, Amine
; …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014582463
Saved in:
8
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
9
Stock-bond dependence and flight to/from quality
Ponrajah, Jeremey
;
Ning, Cathy Q.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248292
Saved in:
10
The
tail
dependence
structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
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