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~person:"Chang, Kuang-Liang"
~subject:"Portfolio selection"
~subject:"Statistical distribution"
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Portfolio selection
Statistical distribution
Multivariate Verteilung
8
Multivariate distribution
8
Markov chain
5
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5
Statistische Verteilung
5
ARCH model
4
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Chang, Kuang-Liang
Okhrin, Ostap
17
Einmahl, John H. J.
11
Härdle, Wolfgang
9
Smith, Michael S.
9
Okhrin, Yarema
8
Sahamkhadam, Maziar
8
Segers, Johan
8
Tiwari, Aviral Kumar
8
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7
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7
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7
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7
Weiß, Gregor
7
Yang, Jingping
7
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6
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6
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6
Hua, Lei
6
Koopman, Siem Jan
6
Krajina, Andrea
6
Laeven, Roger J. A.
6
Patton, Andrew J.
6
Romagnoli, Silvia
6
Schienle, Melanie
6
Stephan, Andreas
6
Su, Jianxi
6
Weigert, Florian
6
Czado, Claudia
5
Fantazzini, Dean
5
Furman, Edward
5
Ghorbel, Ahmed
5
Hernandez, Jose Arreola
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Herwartz, Helmut
5
Krauss, Christopher
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Ly, Sel
5
Marceau, Etienne
5
Mba, Jules Clement
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The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Computational economics
1
Journal of international money and finance
1
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ECONIS (ZBW)
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The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
2
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
Saved in:
3
A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang
- In:
Computational economics
58
(
2021
)
4
,
pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
Saved in:
4
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
5
Does REIT index hedge inflation risk? : new evidence from the tail quantile dependences of the Markov-switching GRG copula
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 56-67
Persistent link: https://www.econbiz.de/10011878580
Saved in:
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