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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Ausreißer
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Adewuyi, Adeolu O.
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Albulescu, Claudiu Tiberiu
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Allen, David E.
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Cabello, Alejandra
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Christiansen, Charlotte
1
Clements, Adam
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Dunbar, Kwamie
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González, Sergio
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Herrera, Rodrigo
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Horváth, Roman
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Jesús, Raúl de
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Ortiz, Edgar
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Owusu-Amoako, Johnson
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Powell, Robert
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The North American journal of economics and finance : a journal of financial economics studies
MPRA Paper
44
Insurance / Mathematics & economics
37
Discussion paper / Center for Economic Research, Tilburg University
23
Physica A: Statistical Mechanics and its Applications
20
Tinbergen Institute Discussion Papers
19
Journal of banking & finance
18
Journal of econometrics
18
Applied economics
17
Discussion paper / Tinbergen Institute
17
Economic modelling
17
Natural Hazards
17
Risks : open access journal
16
Finance research letters
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of Multivariate Analysis
13
Tinbergen Institute Discussion Paper
13
Annals of the Institute of Statistical Mathematics
12
International review of financial analysis
12
Journal of Banking & Finance
12
Working papers / TSE : WP
12
Economics letters
11
Journal of empirical finance
11
The journal of operational risk
11
Discussion Paper / Tilburg University, Center for Economic Research
10
Insurance: Mathematics and Economics
10
Statistics & Probability Letters
10
Energy economics
9
Journal of risk
9
DNB Working Papers
8
DNB working paper
8
ECB Working Paper
8
International journal of forecasting
8
International review of economics & finance : IREF
8
Journal of Econometrics
8
Journal of international financial markets, institutions & money
8
SFB 649 discussion paper
8
The journal of risk model validation
8
European journal of operational research : EJOR
7
Journal of international money and finance
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1
Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014225746
Saved in:
2
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
Saved in:
3
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
4
Mutual excitation between OECD stock and oil markets : a conditional intensity
extreme
value
approach
Herrera, Rodrigo
;
González, Sergio
;
Clements, Adam
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 70-88
Persistent link: https://www.econbiz.de/10012036606
Saved in:
5
The study on the tail dependence structure between the economic policy uncertainty and several financial markets
Yao, Can-Zhong
;
Sun, Bo-Yi
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 245-265
Persistent link: https://www.econbiz.de/10012117778
Saved in:
6
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
7
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Saved in:
8
Long run peso/dollar exchange rates and
extreme
value
behavior : Value at Risk modeling
Jesús, Raúl de
;
Ortiz, Edgar
;
Cabello, Alejandra
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 139-152
Persistent link: https://www.econbiz.de/10009739669
Saved in:
9
Mean reversion in US and international short rates
Christiansen, Charlotte
- In:
The North American journal of economics and finance : a …
21
(
2010
)
3
,
pp. 286-296
Persistent link: https://www.econbiz.de/10009267822
Saved in:
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