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Search: subject:"Tail Dependence"
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Subject
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Tail dependence
183
tail dependence
171
Multivariate Verteilung
165
Multivariate distribution
165
Statistische Verteilung
129
Statistical distribution
128
Theorie
104
Theory
99
Kapitaleinkommen
75
Capital income
73
Ausreißer
69
Outliers
69
Risikomaß
68
Risk measure
67
Copula
66
Zeitreihenanalyse
57
Time series analysis
55
Portfolio selection
43
Portfolio-Management
43
ARCH-Modell
42
copula
42
ARCH model
41
Financial crisis
41
Finanzkrise
40
Welt
40
Börsenkurs
38
World
38
Copulas
36
Schätzung
36
Estimation
35
Share price
35
Volatility
35
Volatilität
35
Aktienmarkt
32
Stock market
32
Risk management
31
Systemic risk
27
Estimation theory
26
Risikomanagement
26
Schätztheorie
26
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Undetermined
218
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205
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Article
294
Book / Working Paper
177
Other
2
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Article in journal
199
Aufsatz in Zeitschrift
199
Working Paper
75
Arbeitspapier
43
Graue Literatur
43
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43
Article
10
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2
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2
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2
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2
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English
321
Undetermined
148
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2
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1
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1
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Schienle, Melanie
18
Bormann, Carsten
12
Einmahl, John H. J.
10
Schaumburg, Julia
9
Fischer, Matthias J.
8
Klein, Ingo
8
Einmahl, John
7
Stefanova, Denitsa
7
Weiß, Gregor
7
Betz, Frank
6
Chen, Xiaohong
6
Doman, Ryszard
6
Ferreira, Helena
6
Hautsch, Nikolaus
6
McAleer, Michael
6
Sentana, Enrique
6
Uddin, Mohammed Gazi Salah
6
Ferreira, Marta
5
Okhrin, Ostap
5
Shahzad, Syed Jawad Hussain
5
Taylor, James
5
Thomas, Lyn
5
Tiwari, Aviral Kumar
5
Weigert, Florian
5
Zhou, Chunyang
5
Bouri, Elie
4
Chabi-Yo, Fousseni
4
Delatte, Anne-Laure
4
Doman, Małgorzata
4
Durante, Fabrizio
4
Elkamhia, Redouane
4
Hedström, Axel
4
Huggenberger, Markus
4
Joe, Harry
4
Krajina, A.
4
Lopez, Claude
4
Naeem, Muhammad
4
Okimoto, Tatsuyoshi
4
Puzanova, Natalia
4
Albulescu, Claudiu Tiberiu
3
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Tilburg University, Center for Economic Research
9
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
6
HAL
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Tinbergen Instituut
4
C.E.P.R. Discussion Papers
3
Department of Economics, University of California-San Diego (UCSD)
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Agricultural and Applied Economics Association - AAEA
2
Centro de Estudios Monetarios y Financieros (CEMFI)
2
Cowles Foundation for Research in Economics, Yale University
2
Deutsche Bundesbank
2
EconWPA
2
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
2
Faculty of Economics, University of Cambridge
2
Institut de Préparation à l'Administration et à la Gestion (IPAG)
2
School of Economics and Management, University of Aarhus
2
de Nederlandsche Bank
2
BANCO DE LA REPÚBLICA
1
Banco de España
1
Banco de la Republica de Colombia
1
Bank for International Settlements (BIS)
1
Banque de France
1
Center for Financial Studies
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Crawford School of Public Policy, Australian National University
1
Department of Economics, Florida International University
1
Department of Economics, Ryerson University
1
Department of Economics, University of Waterloo
1
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Erasmus University Rotterdam, Econometric Institute
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Finance Discipline Group, Business School
1
Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion
1
Henley Business School, University of Reading
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
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Published in...
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Journal of Multivariate Analysis
13
Insurance / Mathematics & economics
11
Journal of banking & finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Discussion Paper / Tilburg University, Center for Economic Research
9
Discussion paper / Center for Economic Research, Tilburg University
9
International review of financial analysis
9
Applied economics
8
Risks : open access journal
8
Energy economics
7
Finance research letters
7
Journal of Banking & Finance
7
Risks
7
Economic modelling
6
Journal of risk
5
MPRA Paper
5
SFB 649 Discussion Paper
5
Tinbergen Institute Discussion Papers
5
Discussion Papers / Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
4
Discussion paper / Tinbergen Institute
4
Diskussionspapier
4
International journal of finance & economics : IJFE
4
International journal of forecasting
4
SFB 649 discussion paper
4
Statistics & Probability Letters
4
Tinbergen Institute Discussion Paper
4
Applied Econometrics
3
CEPR Discussion Papers
3
Insurance: Mathematics and Economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of commodity markets
3
Journal of financial econometrics
3
Journal of international financial markets, institutions & money
3
KIT Working Paper Series in Economics
3
Pacific-Basin finance journal
3
Post-Print / HAL
3
Research in international business and finance
3
SFB 649 Discussion Papers
3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
3
University of California at San Diego, Economics Working Paper Series
3
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Source
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ECONIS (ZBW)
247
RePEc
180
EconStor
43
BASE
3
Showing
51
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60
of
473
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51
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:
52
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:
53
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:
54
An application of copulas to OPEC's changing influence on fossil fuel prices
Graziano, Clara
;
McInnes, Alex
- In:
Econometric reviews
42
(
2023
)
8
,
pp. 676-699
Persistent link: https://www.econbiz.de/10014321661
Saved in:
55
The use of the
tail
dependence
function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
56
Estimating lower
tail
dependence
between pairs of poverty dimensions in Europe
D'Agostino, Antonella
;
De Luca, Giovanni
;
Guégan, Dominique
- In:
Review of income and wealth
69
(
2023
)
2
,
pp. 419-442
Persistent link: https://www.econbiz.de/10014311003
Saved in:
57
Tail
dependence
, dynamic linkages, and extreme spillover between the stock and China's commodity markets
Wang, Suhui
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014277612
Saved in:
58
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:
59
Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
-
2020
these dynamics, we use the relative
tail
dependence
by means of the spillover index of Diebold and Yilmaz (2009, 2012 …
Persistent link: https://www.econbiz.de/10012269952
Saved in:
60
A
tail
dependence
-based mst and their topological indicators in modeling systemic risk in the European insurance sector
Denkowska, Anna
;
Wanat, Stanisław
- In:
Risks
8
(
2020
)
2
,
pp. 1-22
-DCC-GARCH model, we determine the
tail
dependence
coefficients. Then, for each analyzed period we construct MST based on these …
Persistent link: https://www.econbiz.de/10013200574
Saved in:
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