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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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All
Undetermined
223
Free
208
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All
Article
301
Book / Working Paper
178
Other
2
Type of publication (narrower categories)
All
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
Book section
2
Hochschulschrift
2
Thesis
2
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1
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1
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1
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English
328
Undetermined
149
German
2
French
1
Spanish
1
Author
All
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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Institution
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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...
All
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
Showing
51
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60
of
481
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51
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:
52
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:
53
Tail
dependence
structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
54
ESG, risk, and (
tail
)
dependence
Bax, Karoline
;
Sahin, Özge
;
Czado, Claudia
;
Paterlini, …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014456333
Saved in:
55
Diversification benefits of commodities in portfolio allocation : a dynamic factor copula approach
Gaete, Michael
;
Herrera, Rodrigo
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014495646
Saved in:
56
Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei
;
Yun, Mu Shu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
Saved in:
57
Drivers of risk correlation among financial institutions : a study based on a textual risk disclosure perspective
Li, Guowen
;
Jing, Zhongbo
;
Li, Jingyu
;
Feng, Yuyao
- In:
Economic modelling
128
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464430
Saved in:
58
The stable
tail
dependence
and influence among the European stock markets : a score-driven dynamic copula approach
Barnett, William A.
;
Wang, Xue
;
Xu, Hai-Chuan
;
Zhou, …
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1933-1956
Persistent link: https://www.econbiz.de/10014388527
Saved in:
59
Asymptotic subadditivity/superadditivity of Value-at-Risk under
tail
dependence
Zhu, Wenhao
;
Li, Lujun
;
Yang, Jingping
;
Xie, Jiehua
; …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1314-1369
Persistent link: https://www.econbiz.de/10014370668
Saved in:
60
Systemic risk in the global energy sector : structure, determinants and portfolio management implications
Shahzad, Syed Jawad Hussain
;
Ferrer, Román
;
Bouri, Elie
- In:
The energy journal
44
(
2023
)
6
,
pp. 211-243
Persistent link: https://www.econbiz.de/10014449894
Saved in:
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