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Search: subject:"tail dependence"
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Subject
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Tail dependence
185
tail dependence
173
Multivariate Verteilung
166
Multivariate distribution
166
Statistische Verteilung
132
Statistical distribution
131
Theorie
104
Theory
99
Kapitaleinkommen
77
Capital income
75
Ausreißer
71
Outliers
71
Risikomaß
69
Risk measure
68
Copula
66
Zeitreihenanalyse
57
Time series analysis
55
ARCH-Modell
43
Portfolio selection
43
Portfolio-Management
43
ARCH model
42
copula
42
Financial crisis
41
Welt
41
Börsenkurs
40
Finanzkrise
40
World
39
Copulas
37
Share price
37
Schätzung
36
Estimation
35
Volatility
35
Volatilität
35
Aktienmarkt
34
Stock market
34
Risk management
32
Systemic risk
28
Risikomanagement
27
Estimation theory
26
Schätztheorie
26
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Undetermined
223
Free
205
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Article
299
Book / Working Paper
177
Other
2
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Article in journal
200
Aufsatz in Zeitschrift
200
Working Paper
75
Arbeitspapier
43
Graue Literatur
43
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43
Article
10
research-article
3
Aufsatz im Buch
2
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2
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English
325
Undetermined
149
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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
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
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
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
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Source
All
ECONIS (ZBW)
248
RePEc
180
EconStor
43
Other ZBW resources
4
BASE
3
Showing
41
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478
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41
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:
42
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:
43
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
44
Tail risk, beta anomaly, and demand for lottery : what explains cross-sectional variations in equity returns?
Ali, Asgar
;
Badhani, K. N.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 775-804
Persistent link: https://www.econbiz.de/10014329083
Saved in:
45
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:
46
Tail
dependence
and risk spillover effects between China's carbon market and energy markets
Liu, Jianing
;
Man, Yuanyuan
;
Dong, Xiuliang
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 553-567
Persistent link: https://www.econbiz.de/10014364120
Saved in:
47
Four types of
tail
dependence
structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang
;
Lee, Chingnun
;
He, Chi-Wei
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
Saved in:
48
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:
49
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:
50
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:
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