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Börsenkurs
Copulas
347
Multivariate Verteilung
268
Multivariate distribution
268
dependence
261
Dependence
254
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195
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194
copulas
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Reboredo, Juan Carlos
4
Tiwari, Aviral Kumar
3
Afonso, Cristina
2
Aloui, Riadh
2
Gurgul, Henryk
2
Hammoudeh, Shawkat
2
Medovikov, Ivan
2
Nguyen, Duc Khuong
2
Rebelo, Paulo Tomaz
2
Ruenzi, Stefan
2
Silva, Paulo Pereira da
2
Syrek, Robert
2
Ugolini, Andrea
2
Weigert, Florian
2
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1
Allard, Anne-Florence
1
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1
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1
Berger, Theo
1
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1
Boako, Gideon
1
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1
Bu, Ruijun
1
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1
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1
Chicheportiche, Rémy
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1
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1
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1
Guloksuz, Cigdem Topcu
1
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1
Hamma, Wajdi
1
He, Kaijian
1
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1
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Energy economics
5
Finance research letters
3
Applied economics
2
Applied economics letters
2
International review of financial analysis
2
Journal of banking & finance
2
Agricultural finance review
1
American journal of finance and accounting
1
China finance review international
1
Economic modelling
1
Economic systems
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
1
The empirical economics letters : a monthly international journal of economics
1
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1
The journal of real estate finance and economics
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Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
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ECONIS (ZBW)
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1
Analysing dynamic
dependence
between gold and stock returns : evidence using stochastic and full-range tail
dependence
copula models
Boako, Gideon
;
Tiwari, Aviral Kumar
;
Ibrahim, Muazu
; …
- In:
Finance research letters
31
(
2019
),
pp. 391-397
Persistent link: https://www.econbiz.de/10012421744
Saved in:
2
Impact of financial crisis on international price discovery : evidence form Indian American Depository Receipts
Inani, Sarveshwar Kumar
- In:
South Asian journal of management : SAJM
23
(
2016
)
1
,
pp. 7-32
Persistent link: https://www.econbiz.de/10011581059
Saved in:
3
Stock-bond return correlations : moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach
Allard, Anne-Florence
;
Iania, Leonardo
;
Smedts, Kristien
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012437127
Saved in:
4
Time lag
dependence
, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola
;
Janabi, Mazin A. M. al
; …
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
Saved in:
5
Dependence
between the Chinese and MILA stock markets
Mata, Leovardo
;
Núñez Mora, Josê Antonio
- In:
Journal of Chinese economic and foreign trade studies
9
(
2016
)
3
,
pp. 234-244
Persistent link: https://www.econbiz.de/10011622806
Saved in:
6
Time-varying
dependence
between stock and government bond returns : international evidence with dynamic
copulas
Jammazi, Rania
;
Tiwari, Aviral Kumar
;
Ferrer, Román
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
Saved in:
7
Interdependence of oil prices and stock market indices : a copula approach
Sukcharoen, Kunlapath
;
Zohrabyan, Tatevik
;
Leatham, David J.
- In:
Energy economics
44
(
2014
),
pp. 331-339
Persistent link: https://www.econbiz.de/10010457169
Saved in:
8
The
dependence
structure in volatility between Shanghai and Shenzhen stock market in China : a copula-MEM approach
Guo, Mingyuan
;
Wang, Xu
- In:
China finance review international
6
(
2016
)
3
,
pp. 264-283
Persistent link: https://www.econbiz.de/10011722771
Saved in:
9
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
10
Tail
dependence
between Central and Eastern European and major European stock markets : a copula approach
Dajcman, Silvo
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1567-1573
Persistent link: https://www.econbiz.de/10010221720
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