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Search: subject:"Tail dependence"
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Subject
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Tail dependence
188
tail dependence
173
Multivariate Verteilung
168
Multivariate distribution
168
Statistische Verteilung
132
Statistical distribution
131
Theorie
104
Theory
99
Kapitaleinkommen
78
Capital income
76
Ausreißer
72
Outliers
72
Risikomaß
70
Risk measure
69
Copula
67
Zeitreihenanalyse
57
Time series analysis
55
ARCH-Modell
44
Portfolio selection
44
Portfolio-Management
44
ARCH model
43
Welt
42
copula
42
Börsenkurs
41
Financial crisis
41
Finanzkrise
40
World
40
Share price
38
Copulas
37
Aktienmarkt
36
Schätzung
36
Stock market
36
Volatility
36
Volatilität
36
Estimation
35
Risk management
34
Risikomanagement
29
Systemic risk
28
Estimation theory
26
Schätztheorie
26
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Undetermined
223
Free
208
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Article
301
Book / Working Paper
178
Other
2
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Article in journal
202
Aufsatz in Zeitschrift
202
Working Paper
76
Arbeitspapier
44
Graue Literatur
44
Non-commercial literature
44
Article
10
research-article
3
Aufsatz im Buch
2
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2
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2
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2
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English
328
Undetermined
149
German
2
French
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
De Luca, Giovanni
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
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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
Finance research letters
8
Risks : open access journal
8
Energy economics
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
Research in international business and finance
4
SFB 649 discussion paper
4
Statistics & Probability Letters
4
Statistics & Risk Modeling
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
SFB 649 Discussion Papers
3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
3
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Source
All
ECONIS (ZBW)
251
RePEc
180
EconStor
43
Other ZBW resources
4
BASE
3
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131
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481
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131
A quantile-copula approach to dependence between financial assets
Kim, Jong-Min
;
Tabacu, Lucia
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
Saved in:
132
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
133
Tail
dependence
in the return-volume of leading cryptocurrencies
Naeem, Muhammad
;
Bouri, Elie
;
Boako, Gideon
;
Roubaud, David
- In:
Finance research letters
36
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012483385
Saved in:
134
Is gold a safe haven? : the international evidence revisited
Bulut, Levent
;
Rizvanoghlu, Islam
- In:
Acta oeconomica : periodical of the Hungarian Academy …
70
(
2020
)
4
,
pp. 531-549
Persistent link: https://www.econbiz.de/10012438067
Saved in:
135
A comparison of
tail
dependence
estimators
Supper, Hendrik
;
Irresberger, Felix
;
Weiß, Gregor
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
Saved in:
136
A statistical methodology for assessing the maximal strength of
tail
dependence
Sun, Ning
;
Yang, Chen
;
Zitikis, Ričardas
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 799-825
Persistent link: https://www.econbiz.de/10012307385
Saved in:
137
Geopolitical risks in the post-Cold War era : Make America Great Again can be Make the World Great Again
Lee, Jong Eun
- In:
Defence and peace economics
31
(
2020
)
6
,
pp. 707-720
Persistent link: https://www.econbiz.de/10012312864
Saved in:
138
Detecting structural differences in
tail
dependence
of financial time series
Bormann, Carsten
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
Saved in:
139
Another look at the implied and realised volatility relation : a copula-based approach
Pérez Rodríguez, Jorge V.
- In:
Risk management : a journal of risk, crisis and disaster
22
(
2020
)
1
,
pp. 38-64
Persistent link: https://www.econbiz.de/10012297596
Saved in:
140
Financialization and de-financialization of commodity futures: a quantile regression approach
Bianchi, Robert
;
Fan, John Hua
;
Todorova, Neda
- In:
International review of financial analysis
68
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012300938
Saved in:
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