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~person:"Allen, David E."
~person:"Dowd, Kevin"
~subject:"Deutschland"
~subject:"Risk measure"
~type_genre:"Article in journal"
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Allen, David E.
Dowd, Kevin
Wang, Ruodu
17
Gleißner, Werner
15
Embrechts, Paul
11
Mao, Tiantian
10
Hammoudeh, Shawkat
9
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
2
"Spectral risk measures: properties and limitations" : comment on Dowd, Cotter, and Sorwar
Brandtner, Mario
- In:
Journal of financial services research : JFSR
49
(
2016
)
1
,
pp. 121-131
Persistent link: https://www.econbiz.de/10011591964
Saved in:
3
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
4
Extreme measures of agricultural financial risk
Morgan, C. W.
;
Cotter, John
;
Dowd, Kevin
- In:
Journal of agricultural economics
63
(
2012
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10009504666
Saved in:
5
Beyond reasonable doubt : multiple tail risk measures applied to European industries
Allen, David E.
;
Powell, Robert John
;
Singh, Abhay Kumar
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 671-676
Persistent link: https://www.econbiz.de/10009631004
Saved in:
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