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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
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Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies
Cheng, Jie - In: Empirical economics : a quarterly journal of the … 65 (2023) 2, pp. 899-924
Persistent link: https://www.econbiz.de/10014329089
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Stock market returns and oil price shocks : a CoVaR analysis based on dynamic vine copula models
Kielmann, Julia; Manner, Hans; Min, Aleksey - In: Empirical economics : a quarterly journal of the … 62 (2022) 4, pp. 1543-1574
Persistent link: https://www.econbiz.de/10013197238
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Backtesting and estimation error : value-at-risk overviolation rate
Tsafack, Georges; Cataldo, James M. - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1351-1396
Persistent link: https://www.econbiz.de/10012616952
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Measuring the effect of management on production : a two-tier stochastic frontier approach
Papadopoulos, Alecos - In: Empirical economics : a quarterly journal of the … 60 (2021) 6, pp. 3011-3041
Persistent link: https://www.econbiz.de/10012585758
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Modelling simultaneously censored outcomes of private policing and crime
Petterini, Francis C. - In: Empirical economics : a quarterly journal of the … 66 (2024) 3, pp. 1311-1331
Persistent link: https://www.econbiz.de/10014519822
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Public subsidies and innovation : a doubly robust machine learning approach leveraging deep neural networks
Varaku, Kerda; Sickles, Robin C. - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3121-3165
Persistent link: https://www.econbiz.de/10014329026
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Modelling systemic risk using neural network quantile regression
Keilbar, Georg; Wang, Weining - In: Empirical economics : a quarterly journal of the … 62 (2022) 1, pp. 93-118
Persistent link: https://www.econbiz.de/10012819442
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Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
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Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald; Wang, Ziling; Yu, Xiaojian - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550