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~person:"Blasques, Francisco"
~person:"Lucas, André"
~person:"Tamakoshi, Go"
~person:"Tiwari, Aviral Kumar"
~person:"Zhao, Yang"
~subject:"Financial crisis"
~subject:"Multivariate Verteilung"
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Search: subject:"dependence"
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Financial crisis
Multivariate Verteilung
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43
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Blasques, Francisco
Lucas, André
Tamakoshi, Go
Tiwari, Aviral Kumar
Zhao, Yang
Hamori, Shigeyuki
14
Hammoudeh, Shawkat
10
Weiß, Gregor
10
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9
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9
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8
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7
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7
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6
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6
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5
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4
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4
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7
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2
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ECONIS (ZBW)
32
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1
Default
dependence
in the insurance and banking sectors : a copula approach
Zhang, Xuan
;
Kim, Minjoo
;
Yan, Cheng
;
Zhao, Yang
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014494724
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
Modeling
dependence
structure and forecasting market risk with dynamic asymmetric copula
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2015
Persistent link: https://www.econbiz.de/10011325736
Saved in:
4
Dependence
risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, Ibrahim Dolapo
-
2019
dependence
pattern/structure and R-vine copula-based value-at-risk (VaR) to assess financial portfolio risk. We examine the co …
Persistent link: https://www.econbiz.de/10012137783
Saved in:
5
Short- and long-run tail
dependence
switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX
Mensi, Walid
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
; …
-
2019
Persistent link: https://www.econbiz.de/10012144916
Saved in:
6
Dependence
structure between the BRICS foreign exchange and stock markets using the
dependence
-switching copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Chauhan, Yogesh
; …
- In:
International review of financial analysis
63
(
2019
),
pp. 273-284
Persistent link: https://www.econbiz.de/10012207463
Saved in:
7
Extreme co-movements and dependencies among major international exchange rates : a copula approach
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 56-69
Persistent link: https://www.econbiz.de/10012034997
Saved in:
8
Re-examination of international bond market
dependence
: evidence from a pair copula approach
Abakah, Emmanuel Joel Aikins
;
Addo, Emmanuel
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012803932
Saved in:
9
Financial derivatives and default
dependence
: a time-varying copula approach
Zhang, Xuan
;
Liu, Ding
;
Zhao, Yang
;
Zhang, Zhekai
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 958-963
Persistent link: https://www.econbiz.de/10012589711
Saved in:
10
Long memory dynamics for multivariate
dependence
under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
-
2011
Persistent link: https://www.econbiz.de/10009720703
Saved in:
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