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copula
7
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Applied economics letters
MPRA Paper
46
Insurance / Mathematics & economics
25
Energy economics
20
Applied economics
18
Journal of Multivariate Analysis
17
The journal of derivatives : JOD
17
International review of financial analysis
15
Journal of banking & finance
15
European journal of operational research : EJOR
14
Insurance: Mathematics and Economics
14
Journal of Risk and Financial Management
13
SFB 649 Discussion Paper
13
Journal of risk and financial management : JRFM
12
Working Paper
12
Applied Econometrics
11
Economic modelling
11
Finance research letters
11
Journal of econometrics
11
SFB 649 Discussion Papers
11
The North American journal of economics and finance : a journal of financial economics studies
11
Economics Papers from University Paris Dauphine
10
Post-Print / HAL
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Econometric reviews
9
International review of economics & finance : IREF
9
Journal of Banking & Finance
9
Journal of securities operations & custody
9
Quantitative finance
9
Risks : open access journal
9
Statistics & Probability Letters
9
Annals of the Institute of Statistical Mathematics
8
International Journal of Financial Markets and Derivatives
8
Research in international business and finance
8
The European Journal of Finance
8
Discussion Paper / Tilburg University, Center for Economic Research
7
Finance
7
Physica A: Statistical Mechanics and its Applications
7
Working paper series
7
Annales Universitatis Mariae Curie-Skłodowska / H
6
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ECONIS (ZBW)
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1
Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong
;
Xu, Weijun
;
Xiao, Weilin
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
Saved in:
2
Dynamic hedging in stock index futures via
copula
multiplicative error model
Chen, Wen-Chin
;
Liu, Kai-ping
;
Yang, Yung-lieh
;
Lai, Yi-hao
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 801-805
Persistent link: https://www.econbiz.de/10010416262
Saved in:
3
Modelling impact of monetary policy on stock market liquidity : a dynamic
copula
approach
Chu, Xiaojun
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
Saved in:
4
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:
5
A
copula
-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
6
Financial
derivatives
and default dependence : a time-varying
copula
approach
Zhang, Xuan
;
Liu, Ding
;
Zhao, Yang
;
Zhang, Zhekai
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 958-963
Persistent link: https://www.econbiz.de/10012589711
Saved in:
7
Flight-to-quality or not? : evidence from China's green bond and green equity markets during COVID-19 crisis
Hau, Liya
;
Zhu, Huiming
;
Sun, Wuqin
;
Yu, Keming
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1798-1804
Persistent link: https://www.econbiz.de/10014305164
Saved in:
8
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:
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