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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
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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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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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51
Dependence structure of volatility and illiquidity on Vienna and Warsaw stock exchanges
Gurgul, Henryk
;
Syrek, Robert
- In:
Finance a úvěr
69
(
2019
)
3
,
pp. 198-221
Persistent link: https://www.econbiz.de/10012137438
Saved in:
52
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:
53
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:
54
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:
55
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:
56
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:
57
Network topology and systemic risk : evidence from the Euro Stoxx market
Li, Wenwei
;
Hommel, Ulrich
;
Paterlini, Sandra
- In:
Finance research letters
27
(
2018
),
pp. 105-112
Persistent link: https://www.econbiz.de/10012006755
Saved in:
58
Extreme co-movements and dependencies among major international exchange rates : a copula approach
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 56-69
Persistent link: https://www.econbiz.de/10012034997
Saved in:
59
Tail
dependence
in small samples : from theory to practice
Lavaud, Sophie
- In:
The journal of operational risk
13
(
2018
)
1
,
pp. 15-49
Persistent link: https://www.econbiz.de/10011848897
Saved in:
60
The study on the
tail
dependence
structure between the economic policy uncertainty and several financial markets
Yao, Can-Zhong
;
Sun, Bo-Yi
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 245-265
Persistent link: https://www.econbiz.de/10012117778
Saved in:
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