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Applied economics letters
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ECONIS (ZBW)
85
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1
Extreme value analysis of electricity demand in the UK
Chan, Stephen
;
Nadarajah, Saralees
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
Saved in:
2
Bayesian analysis of extreme value regression
Papadakis, Emmanuel N.
;
Tsionas, Efthymios G.
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1707-1710
Persistent link: https://www.econbiz.de/10009685045
Saved in:
3
Too non-traditional to fail? : determinants of systemic risk for BRICs banks
Qin, Xiao
;
Zhu, Xi
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 261-264
Persistent link: https://www.econbiz.de/10010413856
Saved in:
4
Logit models : smallest versus largest extreme value error distributions
Hu, Wuyang
- In:
Applied economics letters
12
(
2005
)
12
,
pp. 741-744
Persistent link: https://www.econbiz.de/10003158116
Saved in:
5
Loss
distribution of interbank contagion risk
Li, Shouwei
;
Sui, Xin
;
Xu, Tao
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 830-834
Persistent link: https://www.econbiz.de/10011286074
Saved in:
6
Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
Saved in:
7
Bank insolvency risk and Z-score measures with unimodal returns
Strobel, Frank
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1683-1685
Persistent link: https://www.econbiz.de/10009383375
Saved in:
8
Marginal or copula : which one is critical?
Choi, Pilsun
;
Min, Insik
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
Saved in:
9
Forecasting volatility and value-at-risk for cryptocurrency using GARCH-type models : the role of the probability distribution
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Applied economics letters
31
(
2024
)
18
,
pp. 1907-1914
Persistent link: https://www.econbiz.de/10015084570
Saved in:
10
Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Popova, Ivilina
;
Yau, Jot
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1618-1626
Persistent link: https://www.econbiz.de/10014304579
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