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Search: subject:"dependence structure"
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Multivariate Verteilung
85
Multivariate distribution
85
Dependence structure
66
dependence structure
64
Stock market
38
Theorie
37
Theory
37
ARCH model
35
ARCH-Modell
35
Aktienmarkt
35
Capital income
33
Kapitaleinkommen
33
copula
23
Risikomaß
22
Risk measure
21
Portfolio selection
19
Portfolio-Management
19
Börsenkurs
17
Share price
17
Schätzung
16
Copula
15
Estimation
15
Exchange rate
15
Oil price
15
Risk management
15
Wechselkurs
15
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14
Finanzkrise
14
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14
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14
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12
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12
Time series analysis
12
Welt
12
World
12
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12
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11
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11
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11
Statistical distribution
10
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Undetermined
96
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45
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Article
138
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28
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106
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12
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7
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5
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English
130
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35
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1
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Hamori, Shigeyuki
7
Tiwari, Aviral Kumar
5
Bernard, Carole
4
Ghorbel, Ahmed
4
Hernandez, Jose Arreola
4
Hussain, Saiful Izzuan
4
Nguyen, Cuong
4
Puzanova, Natalia
4
Bhatti, Muhammad Ishaq
3
Cai, Xiao Jing
3
He, Yijin
3
Ji, Qiang
3
Kumar, Satish
3
Li, Steven
3
Rheinberger, Christoph M.
3
Treich, Nicolas
3
Trück, Stefan
3
Wang, Shixuan
3
Zhao, Yang
3
Ababio, Kofi A.
2
Accioly, Victor Bello
2
Adam, Anokye M.
2
Albulescu, Claudiu Tiberiu
2
Arab, Mounira Ben
2
Bedoui, Rihab
2
Bee, Marco
2
Benlagha, Noureddine
2
Bernardi, Enrico
2
Bhatti, M. Ishaq
2
Chang, Chiu-Lan
2
Fakhfekh, Mohamed
2
Falangi, Federico
2
Garita, Gus
2
Gronwald, Marc
2
Guesmi, Khaled
2
Hambuckers, Julien
2
Hammoudeh, Shawkat
2
Hsueh, Paul L.
2
Hu, Jian
2
Janabi, Mazin A. M. al
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Deutsche Bundesbank
2
CESifo
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Finance Discipline Group, Business School
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
Southern Methodist University, Department of Economics
1
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MPRA Paper
6
Energy economics
5
Applied economics
4
Applied economics letters
4
Insurance / Mathematics & economics
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Scandinavian actuarial journal
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Insurance: Mathematics and Economics
3
International review of economics & finance : IREF
3
Journal of Risk and Financial Management
3
Journal of commodity markets
3
Journal of risk and financial management : JRFM
3
Research in international business and finance
3
Discussion Paper Series 2
2
Discussion Paper Series 2: Banking and Financial Studies
2
Economic modelling
2
Finance research letters
2
International Journal of Business and Economics
2
International Journal of Financial Studies : open access journal
2
Journal of International Financial Markets, Institutions and Money
2
Statistics & Probability Letters
2
Studies in economics and finance
2
The energy journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
AGDI Working Paper
1
AGDI working paper
1
American journal of finance and accounting
1
Annals of financial economics
1
Applied financial economics
1
Astin bulletin : the journal of the International Actuarial Association
1
Australasian accounting business and finance journal : AABF
1
CESifo Working Paper
1
CESifo Working Paper Series
1
Carlo Alberto notebooks
1
Cogent Economics & Finance
1
Cogent economics & finance
1
Computational Statistics & Data Analysis
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ECONIS (ZBW)
113
RePEc
40
EconStor
10
Other ZBW resources
2
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166
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11
Portfolio management using time-varying vine copula : an application on the G7 equity market indices
Nguyen, Phong Minh
;
Liu, Wei-Han
- In:
The European journal of finance
29
(
2023
)
11
,
pp. 1303-1329
Persistent link: https://www.econbiz.de/10014323006
Saved in:
12
Time-varying dependence and currency tail risk during the Covid-19 pandemic
Gobbi, Fabio
;
Mulinacci, Sabrina
- In:
Studies in economics and finance
40
(
2023
)
5
,
pp. 839-858
Persistent link: https://www.econbiz.de/10014467159
Saved in:
13
A new view of risk contagion by decomposition of
dependence
structure
: Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
14
Some impossibility results for inference with cluster dependence with large clusters
Kojevnikov, Denis
;
Song, Kyungchul
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471511
Saved in:
15
Conditional
dependence
structure
and risk spillovers between Bitcoin and fiat currencies
Ur Rehman, Mobeen
;
Katsiampa, Paraskevi
;
Zeitun, Rami
; …
- In:
Emerging markets review
55
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014481146
Saved in:
16
Time-frequency dependence and connectedness among global oil markets : fresh evidence from higher-order moment perspective
Cui, Jinxin
;
Maghyereh, Aktham I.
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014426687
Saved in:
17
Analyzing a dynamic relation between RMB exchange rate onshore and offshore during the extreme market conditions
Hu, Genhua
;
Wang, Xiangjin
;
Qiu, Hong
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 408-417
Persistent link: https://www.econbiz.de/10014428037
Saved in:
18
The impacts of COVID-19 on the
dependence
structure
of the stock market
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics letters
30
(
2023
)
4
,
pp. 510-515
Persistent link: https://www.econbiz.de/10013553675
Saved in:
19
Two hybrid models for dependent death times of couple : a common shock approach
Chaieb, Zied
;
Giovanni, Domenico de
;
Gueye, Djibril
- In:
Scandinavian actuarial journal
2024
(
2024
)
5
,
pp. 440-462
Persistent link: https://www.econbiz.de/10014520568
Saved in:
20
Copula-based assessment of co-movement and tail
dependence
structure
among major trading foreign currencies in Ghana
Mensah, Prince Osei
;
Adam, Anokye M.
- In:
Risks
8
(
2020
)
2
,
pp. 1-20
This paper examines the joint movement and tail
dependence
structure
between the pair of foreign exchange rates (EUR …
Persistent link: https://www.econbiz.de/10013200588
Saved in:
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