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Search: subject:"Tail Dependence"
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Börsenkurs
Tail dependence
183
tail dependence
171
Multivariate Verteilung
165
Multivariate distribution
165
Statistische Verteilung
129
Statistical distribution
128
Theorie
104
Theory
99
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75
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73
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69
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57
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43
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42
copula
42
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38
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36
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35
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35
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35
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32
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32
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31
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27
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26
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26
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Allen, David E.
2
Bouri, Elie
2
Ghorbel, Ahmed
2
Huang, MeiChi
2
McAleer, Michael
2
Mejdoub, Hanène
2
Stefanova, Denitsa
2
Weiß, Gregor
2
Wu, Chih-Chiang
2
Alagidede, Paul
1
Albulescu, Claudiu Tiberiu
1
Ali, Asgar
1
An, Haizhong
1
Badhani, K. N.
1
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1
Barnett, William A.
1
Chang, Kuang-Liang
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Delatte, Anne-Laure
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Fenech, Jean-Pierre
1
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Li, Sophia Zhengzi
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Economic modelling
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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EconStor
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How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
-
2024
Persistent link: https://www.econbiz.de/10014467528
Saved in:
2
Industrial tail exposure risk and asset price : evidence from US REITs
Song, Jeongseop
;
Liow, Kim Hiang
- In:
Real estate economics
51
(
2023
)
5
,
pp. 1209-1245
Persistent link: https://www.econbiz.de/10014368743
Saved in:
3
Crash risk in the Nordic stock market : a cross-sectional analysis
Fjærvik, Thomas
-
2023
Persistent link: https://www.econbiz.de/10014289170
Saved in:
4
Tail risk, beta anomaly, and demand for lottery : what explains cross-sectional variations in equity returns?
Ali, Asgar
;
Badhani, K. N.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 775-804
Persistent link: https://www.econbiz.de/10014329083
Saved in:
5
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
Saved in:
6
Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei
;
Yun, Mu Shu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
Saved in:
7
The stable
tail
dependence
and influence among the European stock markets : a score-driven dynamic copula approach
Barnett, William A.
;
Wang, Xue
;
Xu, Hai-Chuan
;
Zhou, …
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1933-1956
Persistent link: https://www.econbiz.de/10014388527
Saved in:
8
Tail
dependence
, dynamic linkages, and extreme spillover between the stock and China's commodity markets
Wang, Suhui
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014277612
Saved in:
9
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:
10
Analyzing extreme comovements in agricultural and energy commodity markets using a regular vine copula method
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
5
,
pp. 193-201
Persistent link: https://www.econbiz.de/10011951844
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