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Search: subject:"Iterated cumulative sums of squares"
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Contagion
2
EU countries
2
EU-Staaten
2
Emissions trading
2
Emissionshandel
2
European carbon market
2
Extreme value theory
2
Greenhouse gas emissions
2
Iterated cumulative sums of squares
2
REITs
2
Risikomaß
2
Risk measure
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Theorie
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Treibhausgas-Emissionen
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ARMA-EGARCH
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ARMA-GARCH
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Ansteckungseffekt
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Ausreißer
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Contagion effect
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Decomposition method
1
Dekompositionsverfahren
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Empirical mode decomposition
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Exponentially weighted moving average
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Financial crisis
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Finanzkrise
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Immobilienfonds
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Iterated Cumulative Sums of Squares
1
Outliers
1
Real estate fund
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Value-at-Risk
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ensemble empirical mode decomposition
1
exponentially weighted moving average
1
iterated cumulative sums of squares
1
value-at-risk
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Chang, Guang-Di
2
Chen, Chia-Shih
2
Chevallier, Julien
2
Zhu, Bangzhu
2
He, Kaijian
1
Wang, Ping
1
Wei, Yi-Ming
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Xie, Rui
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Ye, Shunxin
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Decision making and risk/return optimization in financial economics
1
International Review of Economics & Finance
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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ECONIS (ZBW)
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Enriching the value-at-risk framework to ensemble empirical mode decomposition with an application to the European carbon market
Zhu, Bangzhu
;
Wang, Ping
;
Chevallier, Julien
;
Wei, Yi-Ming
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2975-2988
Persistent link: https://www.econbiz.de/10014327636
Saved in:
2
Measuring the risk of European carbon market : an empirical mode decomposition-based value at risk approach
Zhu, Bangzhu
;
Ye, Shunxin
;
He, Kaijian
;
Chevallier, Julien
- In:
Decision making and risk/return optimization in …
,
(pp. 373-395)
.
2019
Persistent link: https://www.econbiz.de/10012135887
Saved in:
3
Evidence of contagion in global REITs investment
Chang, Guang-Di
;
Chen, Chia-Shih
- In:
International Review of Economics & Finance
31
(
2014
)
C
,
pp. 148-158
iterated
cumulative
sums
of
squares
to test the timing of market panics, we find significant evidence of contagion in global …
Persistent link: https://www.econbiz.de/10010753284
Saved in:
4
Evidence of contagion in global REITs investment
Chang, Guang-Di
;
Chen, Chia-Shih
- In:
International review of economics & finance : IREF
31
(
2014
),
pp. 148-158
Persistent link: https://www.econbiz.de/10010490430
Saved in:
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