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Search: subject:"Tail Dependence"
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Multivariate distribution
Tail dependence
183
tail dependence
171
Multivariate Verteilung
165
Statistische Verteilung
129
Statistical distribution
128
Theorie
104
Theory
99
Kapitaleinkommen
75
Capital income
73
Ausreißer
69
Outliers
69
Risikomaß
68
Risk measure
67
Copula
66
Zeitreihenanalyse
57
Time series analysis
55
Portfolio selection
43
Portfolio-Management
43
ARCH-Modell
42
copula
42
ARCH model
41
Financial crisis
41
Finanzkrise
40
Welt
40
Börsenkurs
38
World
38
Copulas
36
Schätzung
36
Estimation
35
Share price
35
Volatility
35
Volatilität
35
Aktienmarkt
32
Stock market
32
Risk management
31
Systemic risk
27
Estimation theory
26
Risikomanagement
26
Schätztheorie
26
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Undetermined
94
Free
40
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Article
139
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26
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Article in journal
138
Aufsatz in Zeitschrift
138
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26
Working Paper
26
Graue Literatur
24
Non-commercial literature
24
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1
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English
165
Author
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Bormann, Carsten
6
Einmahl, John H. J.
6
Schienle, Melanie
6
Tiwari, Aviral Kumar
5
Schaumburg, Julia
4
Albulescu, Claudiu Tiberiu
3
Can, Sami Umut
3
Chabi-Yo, Fousseni
3
Furman, Edward
3
Huggenberger, Markus
3
Laeven, Roger J. A.
3
Su, Jianxi
3
Wang, Shixuan
3
Weigert, Florian
3
Weiß, Gregor
3
Yang, Jingping
3
Zhou, Chunyang
3
Zitikis, Ričardas
3
Bücher, Axel
2
Chang, Kuang-Liang
2
Chen, Xiaohong
2
De Luca, Giovanni
2
Doman, Małgorzata
2
Doman, Ryszard
2
Ghorbel, Ahmed
2
Guégan, Dominique
2
Hua, Lei
2
Jung, Hojin
2
Jäschke, Stefan
2
Kim, Jong-Min
2
Lau, Chi Keung
2
Li, Jackie
2
Li, Lujun
2
Liu, Zhenya
2
Mejdoub, Hanène
2
Nasekin, Sergey
2
Okhrin, Ostap
2
Okimoto, Tatsuyoshi
2
Paterlini, Sandra
2
Pelster, Matthias
2
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Insurance / Mathematics & economics
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
6
International review of financial analysis
6
Journal of banking & finance
6
Risks : open access journal
6
Discussion paper / Center for Economic Research, Tilburg University
5
Economic modelling
4
Energy economics
4
International journal of forecasting
4
Journal of risk
4
SFB 649 discussion paper
4
Finance research letters
3
International journal of finance & economics : IJFE
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Research in international business and finance
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Astin bulletin : the journal of the International Actuarial Association
2
Discussion paper
2
Discussion paper / Tinbergen Institute
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
European journal of operational research : EJOR
2
Finance a úvěr
2
Journal of commodity markets
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Pacific-Basin finance journal
2
Risk management : a journal of risk, crisis and disaster
2
The European journal of finance
2
Working paper series in economics
2
Working papers on finance
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
American journal of finance and accounting
1
CAMA working paper series
1
Central European journal of economic modelling and econometrics
1
China agricultural economic review : CAER
1
Cogent economics & finance
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ECONIS (ZBW)
165
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91
Modelling
tail
dependence
structure between carry trade and BRICS markets : copula approach
Nefzi, Nourhaine
- In:
EuroMed journal of management : EMJM
3
(
2019
)
1
,
pp. 2-24
Persistent link: https://www.econbiz.de/10012250902
Saved in:
92
Asymmetric increasing trends in dependence in international equity markets
Okimoto, Tatsuyoshi
-
2014
Persistent link: https://www.econbiz.de/10011341996
Saved in:
93
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Khmaladze, Estate V.
; …
-
2014
Persistent link: https://www.econbiz.de/10011283328
Saved in:
94
An M-estimator of spatial
tail
dependence
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Krajina, Andrea
; …
-
2014
Persistent link: https://www.econbiz.de/10010395535
Saved in:
95
Stability of cross-market bivariate return distributions during financial turbulence
Mudakkar, Syeda Rabab
;
Uppal, Jamshed Y.
- In:
Research in international business and finance
45
(
2018
),
pp. 389-401
Persistent link: https://www.econbiz.de/10011983293
Saved in:
96
On the spatial hedging effectiveness of German wind power futures for wind power generators
Christensen, Troels Sønderby
;
Pircalabu, Anca
- In:
The journal of energy markets
11
(
2018
)
3
,
pp. 71-96
Persistent link: https://www.econbiz.de/10012001939
Saved in:
97
Portfolio management with
tail
dependence
Bergmann, Daniel Reed
;
Savoia, José Roberto Ferreira
; …
- In:
Applied economics
50
(
2018
)
51
,
pp. 5510-5520
Persistent link: https://www.econbiz.de/10012062255
Saved in:
98
New evidence on asymmetric return-volume dependence and extreme movements
Wang, Yi-Chiuan
;
Wu, Jyh-lin
;
Lai, Yi-Hao
- In:
Journal of empirical finance
45
(
2018
),
pp. 212-227
Persistent link: https://www.econbiz.de/10012102448
Saved in:
99
Sovereign risk contagion in East Asia : a mixture of time-varying copulas approach
Lee, Yong Woong
;
Hong, KiHoon
;
Yang, Kisung
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1513-1537
Persistent link: https://www.econbiz.de/10012123613
Saved in:
100
Modeling systemic risk : time-varying
tail
dependence
when forecasting marginal expected shortfall
Eckernkemper, Tobias
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 63-117
Persistent link: https://www.econbiz.de/10011987686
Saved in:
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