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Extremal dependence of copulas...
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Aktienmarkt
Risikomaß
251
Risk measure
249
Multivariate Verteilung
209
Multivariate distribution
209
Statistische Verteilung
204
Statistical distribution
203
Tail risk
185
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tail dependence
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tail risk
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83
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Tail Risk
65
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58
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Tiwari, Aviral Kumar
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Atilgan, Yigit
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Bekiros, Stelios
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Boukef Jlassi, Nabila
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Clare, Andrew D.
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Demirtas, K. Ozgur
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Gatfaoui, Hayette
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Hammoudeh, Shawkat
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Jeribi, Ahmed
2
Lahiani, Amine
2
Liu, Jinjing
2
Nguyen, Duc Khuong
2
Reboredo, Juan Carlos
2
Roubaud, David
2
Seaton, James
2
Shahzad, Syed Jawad Hussain
2
Smith, Peter N.
2
Thomas, Stephen
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Zhong, Juandan
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Alagidede, Paul
1
Albulescu, Claudiu Tiberiu
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Ali, Asgar
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Badhani, K. N.
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Chebbi, Ali
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Chen, Xi
1
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Applied economics
3
Energy economics
3
Finance research letters
3
International review of economics & finance : IREF
3
Journal of banking & finance
3
Journal of international financial markets, institutions & money
3
Pacific-Basin finance journal
3
The European journal of finance
3
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International journal of finance & economics : IJFE
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2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Finance a úvěr
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Global business review
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HKIMR working paper
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International journal of Islamic and Middle Eastern finance and management
1
International journal of forecasting
1
Investment management and financial innovations
1
Journal of behavioral and experimental finance
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Portuguese economic journal
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1
The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Nonlinear tail dependence in cryptocurrency-stock market returns : the role of Bitcoin futures
Lahiani, Amine
;
Jeribi, Ahmed
;
Boukef Jlassi, Nabila
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266088
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2
Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Liu, Yezheng
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
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3
The risk spillovers from the Chinese stock market to major East Asian stock markets : a MSGARCH-EVT-copula approach
Yang, Xiao
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 173-186
Persistent link: https://www.econbiz.de/10012385325
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4
Relationship between stock and currency markets conditional on the US stock returns : a vine copula approach
Tachibana, Minoru
- In:
Journal of multinational financial management
46
(
2018
),
pp. 75-106
Persistent link: https://www.econbiz.de/10012055790
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5
The shifting dependence dynamics between the G7 stock markets
BenSaïda, Ahmed
;
Boubaker, Sabri
;
Nguyen, Duc Khuong
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 801-812
Persistent link: https://www.econbiz.de/10011907944
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6
Revisiting the accuracy of standard VaR methods for risk assessment : using the Copula-EVT multidimensional approach for stock markets in the MENA region
Chebbi, Ali
;
Hedhli, Amel
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 430-445
Persistent link: https://www.econbiz.de/10013335886
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7
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
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8
A revisit to the dependence structure between the stock and foreign exchange markets : a dependence-switching copula approach
Wang, Yi-chiuan
;
Wu, Yyh-lin
;
Lai, Yi-hao
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1706-1719
Persistent link: https://www.econbiz.de/10009729473
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9
An analysis of dependence between Central and Eastern European stock markets
Reboredo, Juan Carlos
;
Tiwari, Aviral Kumar
;
Albulescu, …
- In:
Economic systems
39
(
2015
)
3
,
pp. 474-490
Persistent link: https://www.econbiz.de/10011532315
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10
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
Hammoudeh, Shawkat
;
Mensi, Walid
;
Reboredo, Juan Carlos
; …
- In:
Pacific-Basin finance journal
30
(
2014
),
pp. 189-206
Persistent link: https://www.econbiz.de/10010496348
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