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Search: subject:"dependence structure"
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Multivariate Verteilung
85
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66
dependence structure
64
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38
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37
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35
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Bernard, Carole
3
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3
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3
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2
Mba, Jules
2
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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)
12
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1
A new view of risk contagion by decomposition of
dependence
structure
: Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
2
Catastrophe aversion and risk equity in an interdependent world
Bernard, Carole
;
Rheinberger, Christoph M.
;
Treich, Nicolas
-
2017
Persistent link: https://www.econbiz.de/10012265908
Saved in:
3
"Catastrophe aversion and risk equity in an interdependent world"
Bernard, Carole
;
Rheinberger, Christoph M.
;
Treich, Nicolas
-
2017
Persistent link: https://www.econbiz.de/10011731290
Saved in:
4
Does uncertainty predict cryptocurrency returns? : a copula-based approach
Koumba, Ur
;
Mudzingiri, Calvin
;
Mba, Jules
- In:
Macroeconomics and finance in emerging market economies
13
(
2020
)
1
,
pp. 67-88
Persistent link: https://www.econbiz.de/10012176880
Saved in:
5
On a discrete-time risk model with time-dependent claims and impulsive dividend payments
Lianzeng, Zhang
;
Liu, He
- In:
Scandinavian actuarial journal
2020
(
2020
)
8
,
pp. 736-753
Persistent link: https://www.econbiz.de/10012313732
Saved in:
6
Insurance risk capital and risk aggregation : bivariate copula approach
Mejdoub, Hanène
;
Arab, Mounira Ben
- In:
International journal of computational economics and …
9
(
2019
)
3
,
pp. 202-218
Persistent link: https://www.econbiz.de/10012115324
Saved in:
7
Downside and upside risk spillovers from China to Asian stock markets : a CoVaR-copula approach
Jin, Xiaoye
- In:
Finance research letters
25
(
2018
),
pp. 202-212
Persistent link: https://www.econbiz.de/10012003526
Saved in:
8
Risk, uncertainty and exchange rate behavior in South Africa
Simo-Kengne, Beatrice D.
;
Ababio, Kofi A.
;
Mba, Jules
; …
- In:
Journal of African business
19
(
2018
)
2
,
pp. 262-278
Persistent link: https://www.econbiz.de/10011930407
Saved in:
9
Catastrophe aversion and risk equity in an interdependent world
Bernard, Carole
;
Rheinberger, Christoph M.
;
Treich, Nicolas
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4490-4504
Persistent link: https://www.econbiz.de/10011932558
Saved in:
10
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:
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