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Search: subject:"tail dependence"
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Subject
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Theory
Tail dependence
185
tail dependence
173
Multivariate Verteilung
166
Multivariate distribution
166
Statistische Verteilung
132
Statistical distribution
131
Theorie
104
Kapitaleinkommen
77
Capital income
75
Ausreißer
71
Outliers
71
Risikomaß
69
Risk measure
68
Copula
66
Zeitreihenanalyse
57
Time series analysis
55
ARCH-Modell
43
Portfolio selection
43
Portfolio-Management
43
ARCH model
42
copula
42
Financial crisis
41
Welt
41
Börsenkurs
40
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40
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39
Copulas
37
Share price
37
Schätzung
36
Estimation
35
Volatility
35
Volatilität
35
Aktienmarkt
34
Stock market
34
Risk management
32
Systemic risk
28
Risikomanagement
27
Estimation theory
26
Schätztheorie
26
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Undetermined
53
Free
27
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Article
79
Book / Working Paper
20
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Article in journal
78
Aufsatz in Zeitschrift
78
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
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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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English
99
Author
All
Weigert, Florian
4
Bormann, Carsten
3
Can, Sami Umut
3
Chabi-Yo, Fousseni
3
Einmahl, John H. J.
3
Furman, Edward
3
Huggenberger, Markus
3
Laeven, Roger J. A.
3
Schienle, Melanie
3
Su, Jianxi
3
Zitikis, Ričardas
3
Bücher, Axel
2
Hua, Lei
2
Jung, Hojin
2
Jäschke, Stefan
2
Kalkbrener, Michael
2
Kim, Jong-Min
2
Nasekin, Sergey
2
Okhrin, Ostap
2
Packham, Natalie
2
Paterlini, Sandra
2
Qin, Xiao
2
Stefanova, Denitsa
2
Tang, Qihe
2
Wied, Dominik
2
Yuan, Zhongyi
2
Abdullah-A Aldhufairi, Fadal
1
Accioly, Victor Bello
1
Aepli, Matthias Daniel
1
Ahn, Yongkil
1
Albulescu, Claudiu Tiberiu
1
Ali, Asgar
1
Allen, David
1
Ames, Matthew
1
An, Haizhong
1
Angelo, Claudio F. de
1
Arata, Yoshiyuki
1
Artís Ortuño, Manuel
1
Aubin, Christian
1
Avramidis, Panagiotis
1
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Insurance / Mathematics & economics
9
International review of financial analysis
5
Risks : open access journal
5
Journal of banking & finance
4
Discussion paper / Tinbergen Institute
3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics
3
SFB 649 discussion paper
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Applied economics
2
Discussion paper / Center for Economic Research, Tilburg University
2
Finance research letters
2
Journal of empirical finance
2
Journal of risk
2
Journal of risk management in financial institutions
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working papers on finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Astin bulletin : the journal of the International Actuarial Association
1
Computational economics
1
Cuadernos de economía
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Documentos de trabajo / Banco de España
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Finance a úvěr
1
IMES discussion paper series / Englische Ausgabe
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
Journal of applied econometrics
1
Journal of commodity markets
1
Journal of econometrics
1
Journal of economic studies
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
99
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11
A copula-based time series model for global horizontal irradiation
Müller, Alfred
;
Reuber, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 869-883
Persistent link: https://www.econbiz.de/10014465159
Saved in:
12
Stock-bond dependence and flight to/from quality
Ponrajah, Jeremey
;
Ning, Cathy Q.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248292
Saved in:
13
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:
14
Conditional inferences based on vine copulas with applications to credit spread data of corporate bonds
Pan, Shenyi
;
Joe, Harry
;
Li, Guofu
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014314788
Saved in:
15
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
16
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:
17
Tail
dependence
structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
18
ESG, risk, and (
tail
)
dependence
Bax, Karoline
;
Sahin, Özge
;
Czado, Claudia
;
Paterlini, …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014456333
Saved in:
19
Diversification benefits of commodities in portfolio allocation : a dynamic factor copula approach
Gaete, Michael
;
Herrera, Rodrigo
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014495646
Saved in:
20
Commodity market financialization, herding and signals : an asymmetric GARCH R-vine copula approach
Qin, Xiao
;
Yan, Meilan
;
Zhang, Dalu
- In:
International review of financial analysis
89
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466342
Saved in:
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