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~person:"Blasques, Francisco"
~person:"Lucas, André"
~person:"Tamakoshi, Go"
~person:"Wang, Shixuan"
~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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30
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20
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Blasques, Francisco
Lucas, André
Tamakoshi, Go
Wang, Shixuan
Zhao, Yang
Hamori, Shigeyuki
14
Tiwari, Aviral Kumar
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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8
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7
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7
Schaumburg, Julia
7
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6
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6
Einmahl, John H. J.
6
Ghorbel, Ahmed
6
Heinlein, Reinhold
6
Mahadeo, Scott M. R.
6
Mensi, Walid
6
Pesaran, M. Hashem
6
Schienle, Melanie
6
Allen, David E.
5
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5
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5
Chabi-Yo, Fousseni
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5
Patton, Andrew J.
5
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5
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5
Sentana, Enrique
5
Uddin, Mohammed Gazi Salah
5
Yang, Lu
5
Al-Yahyaee, Khamis Hamed
4
Bampinas, Georgios
4
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2
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ECONIS (ZBW)
23
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1
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10
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23
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1
Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach
Bouri, Elie
;
Gupta, Rangan
;
Wang, Shixuan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2089-2109
Persistent link: https://www.econbiz.de/10013184682
Saved in:
2
Vines climbing higher : risk management for commodity futures markets using a regular vine copula approach
Li, Hemei
;
Liu, Zhenya
;
Wang, Shixuan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2438-2457
Persistent link: https://www.econbiz.de/10013184895
Saved in:
3
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting
Han, Xuyuan
;
Liu, Zhenya
;
Wang, Shixuan
- In:
Journal of commodity markets
25
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013204443
Saved in:
4
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:
5
Dependence
structure in the Australian electricity markets : new evidence from regular vine copulae
Apergēs, Nikolaos
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
Energy economics
90
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012517130
Saved in:
6
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:
7
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:
8
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:
9
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
representation as a time-varying heavy-tailed copula which is particularly useful if the interest focuses on
dependence
structures …
Persistent link: https://www.econbiz.de/10011380135
Saved in:
10
Intraday stock price
dependence
using dynamic discrete copula distributions
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, André
-
2015
Persistent link: https://www.econbiz.de/10010494787
Saved in:
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