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~subject:"Copula"
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Search: subject:"dependence structure"
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Copula
Multivariate Verteilung
84
Multivariate distribution
84
dependence structure
64
Dependence structure
63
Stock market
38
Theorie
37
Theory
37
ARCH model
35
ARCH-Modell
35
Aktienmarkt
35
Capital income
33
Kapitaleinkommen
33
copula
23
Risikomaß
22
Risk measure
21
Portfolio selection
19
Portfolio-Management
19
Börsenkurs
17
Share price
17
Exchange rate
15
Oil price
15
Risk management
15
Schätzung
15
Wechselkurs
15
Estimation
14
Financial crisis
14
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14
Risikomanagement
14
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14
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12
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12
Time series analysis
12
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China
11
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11
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11
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11
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11
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12
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Hussain, Saiful Izzuan
3
Li, Steven
2
Bhatti, M.
1
Bhatti, Muhammad Ishaq
1
Bouye, Eric
1
Durlleman, Valdo
1
Gatfaoui, Hayette
1
Hayat, Aziz
1
Jung, Hojin
1
Karmakar, Madhusudan
1
Katsiampa, Paraskevi
1
Kim, Jong-Min
1
Leatham, David J.
1
Lee, Eun-joo
1
Lee, Seung-Hwan
1
Luo, Hang
1
Madan, Dilip B
1
Mansouri, Fayçal
1
Mokni, Khaled
1
Nguyen, Cuong
1
Nikeghbali, Ashkan
1
Nur-Firyal, R.
1
Riboulet, Gaël
1
Roncalli, Thierry
1
Ruza, Nadiah
1
Shim, Jeungbo
1
Sukcharoen, Kunlapath
1
Ur Rehman, Mobeen
1
Xuan Vinh Vo
1
Zeitun, Rami
1
chen, qiwen
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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1
Emerging markets review
1
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1
Financial markets and portfolio management
1
International review of economics & finance : IREF
1
Journal of commodity markets
1
Journal of multinational financial management
1
MPRA Paper
1
Quality & Quantity: International Journal of Methodology
1
Studies in economics and finance
1
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
11
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1
Conditional
dependence
structure
and risk spillovers between Bitcoin and fiat currencies
Ur Rehman, Mobeen
;
Katsiampa, Paraskevi
;
Zeitun, Rami
; …
- In:
Emerging markets review
55
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014481146
Saved in:
2
Linkage transitions between oil and the stock markets of countries with the highest COVID-19 cases
Hussain, Saiful Izzuan
;
Nur-Firyal, R.
;
Ruza, Nadiah
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014335211
Saved in:
3
Co-movement,
dependence
structure
and ethical investment funds under GFC
Luo, Hang
;
Bhatti, Muhammad Ishaq
- In:
Theoretical economics letters
9
(
2019
)
6
,
pp. 1852-1872
Persistent link: https://www.econbiz.de/10012239703
Saved in:
4
The
dependence
structure
between Chinese and other major stock markets using extreme values and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 421-437
Persistent link: https://www.econbiz.de/10012033721
Saved in:
5
Dependence
structure
between oil prices, exchange rates, and interest rates
Kim, Jong-Min
;
Jung, Hojin
- In:
The energy journal
39
(
2018
)
2
,
pp. 259-280
Persistent link: https://www.econbiz.de/10011825635
Saved in:
6
The dynamic dependence between stock markets in the greater China economic area : a study based on extreme values and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
Financial markets and portfolio management
32
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011951950
Saved in:
7
Dependence
structure
and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
8
Conditional dependence between international stock markets : a long memory GARCH-copula model approach
Mokni, Khaled
;
Mansouri, Fayçal
- In:
Journal of multinational financial management
42/43
(
2017
),
pp. 116-131
Persistent link: https://www.econbiz.de/10011927907
Saved in:
9
A new test procedure for the choice of
dependence
structure
in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Saved in:
10
Linking the gas and oil markets with the stock market : investigating the U.S. relationship
Gatfaoui, Hayette
- In:
Energy economics
53
(
2016
),
pp. 5-16
Persistent link: https://www.econbiz.de/10011660425
Saved in:
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