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~subject:"Volatilität"
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Volatilität
Multivariate Verteilung
2,407
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2,404
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1,161
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458
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457
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Hammoudeh, Shawkat
9
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8
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6
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6
Manner, Hans
6
Mensi, Walid
6
Rossi, Eduardo
6
Tiwari, Aviral Kumar
6
Avdulaj, Krenar
5
Bouri, Elie
5
Kim, Jong-Min
5
McAleer, Michael
5
Al-Yahyaee, Khamis Hamed
4
Barunik, Jozef
4
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4
Ji, Qiang
4
Liu, Bing-Yue
4
Ning, Cathy Q.
4
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4
Reboredo, Juan Carlos
4
Santucci de Magistris, Paolo
4
Shahzad, Syed Jawad Hussain
4
Tian, Maoxi
4
Uddin, Mohammed Gazi Salah
4
Wirjanto, Tony S.
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Xu, Dinghai
4
Abakah, Emmanuel Joel Aikins
3
Allen, David E.
3
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Brigo, Damiano
3
Chang, Kuang-Liang
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Fengler, Matthias R.
3
Ghorbel, Ahmed
3
Guesmi, Khaled
3
Gómez González, José Eduardo
3
Herwartz, Helmut
3
Jung, Hojin
3
Ling, Shiqing
3
Lit, Rutger
3
Mzoughi, Hela
3
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Energy economics
29
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10
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8
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7
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4
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4
The European journal of finance
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3
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International journal of theoretical and applied finance
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Quaderni del Dipartimento di Economia Politica
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Risk management : a journal of risk, crisis and disaster
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ECONIS (ZBW)
293
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81
Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Liu, Yezheng
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
Saved in:
82
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
83
Extreme linkages between foreign exchange and general financial markets
Wu, Chih-Chiang
;
Chen, Wei Peng
;
Korsakul, Nattawadee
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013209544
Saved in:
84
Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo
;
Liu, Lan
;
Wang, Da
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
Saved in:
85
Dependence structure between oil price volatility and sovereign credit risk of oil exporters : evidence using a copula approach
Ehouman, Yao Axel
- In:
International economics : a journal published by CEPII …
168
(
2021
),
pp. 76-97
Persistent link: https://www.econbiz.de/10013193362
Saved in:
86
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
87
A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang
- In:
Computational economics
58
(
2021
)
4
,
pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
Saved in:
88
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
89
Stock market returns and oil price shocks : a CoVaR analysis based on dynamic vine copula models
Kielmann, Julia
;
Manner, Hans
;
Min, Aleksey
-
2021
Persistent link: https://www.econbiz.de/10012503368
Saved in:
90
Prediction of risk : decoding the serial dependence of stock return volatility with copula
Zhu, Liang
;
Lim, Christine
;
Zhang, Jianlun
- In:
Journal of hospitality & tourism research : JHTR ; the …
45
(
2021
)
1
,
pp. 6-27
Persistent link: https://www.econbiz.de/10012426080
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