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Capital income
Colombia
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McAleer, Michael
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Stoja, Evarist
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Polanski, Arnold
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Allen, David E.
7
Ardia, David
7
Asai, Manabu
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Weigert, Florian
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Bali, Turan G.
6
Kumar, Dilip
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Liu, Jinjing
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Vries, Casper G. de
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Azher, Sara
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Chiang, Thomas C.
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Fabozzi, Frank J.
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Haas, Markus
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Harris, Richard D. F.
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Iqbal, Javed
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Jiang, Hao
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Karmakar, Madhusudan
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Paolella, Marc S.
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Scharth, Marcel
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Tiwari, Aviral Kumar
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Trucíos, Carlos
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Valdesogo, Alfonso
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Barunik, Jozef
4
Bi̇rbi̇l, Ş. İlker
4
Caporin, Massimiliano
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Chen, Cathy W. S.
4
Demirtas, K. Ozgur
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Engle, Robert F.
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Gyntelberg, Jacob
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Heinen, Andréas
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Hoogerheide, Lennart F.
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Härdle, Wolfgang
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Kaynar, Bahar
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Kelly, Bryan T.
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Landsman, Zinoviy
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Finance research letters
25
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of banking & finance
15
Insurance / Mathematics & economics
13
Applied economics
12
Journal of forecasting
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Journal of risk
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Research in international business and finance
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International journal of forecasting
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Journal of international financial markets, institutions & money
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Energy economics
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Economic modelling
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European journal of operational research : EJOR
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quantitative finance
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Econometric Institute research papers
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Economics letters
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Journal of financial economics
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5
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International journal of finance & economics : IJFE
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Research paper series / Swiss Finance Institute
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The journal of asset management
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Borradores de economía
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ECONIS (ZBW)
865
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1
Extreme weather events and high Colombian food prices : a non-stationary extreme value approach1
Melo-Velandia, Luis Fernando
;
Orozco-Vanegas, Camilo Andrés
- In:
Agricultural economics : the journal of the …
53
(
2022
),
pp. 21-40
Persistent link: https://www.econbiz.de/10014288041
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2
Hedging effectiveness under conditions of asymmetry
Cotter, John
;
Hanly, Jim
- In:
The European journal of finance
18
(
2012
)
1/2
,
pp. 135-147
Persistent link: https://www.econbiz.de/10009565247
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3
GJR-Copula-CVaR model for portfolio optimization : evidence for emerging stock markets
Nikusokhan, Moien
- In:
Iranian economic review : journal of University of Tehran
22
(
2018
)
4
,
pp. 990-1015
Persistent link: https://www.econbiz.de/10012152394
Saved in:
4
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
5
Remarks on a copula-based conditional value at risk for the portfolio problem
Molina Barreto, Andres Mauricio
;
Ishimura, Naoyuki
- In:
Intelligent systems in accounting, finance & management
30
(
2023
)
3
,
pp. 150-170
Persistent link: https://www.econbiz.de/10014375330
Saved in:
6
Risks from investing in open-ended mutual funds : impact of net asset value
Zebrowska-Suchodolska, Dorota
- In:
Montenegrin journal of economics
19
(
2023
)
4
,
pp. 19-29
Persistent link: https://www.econbiz.de/10014427890
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7
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
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8
The case of "less is more" : modelling risk-preference with expected downside risk
Ormos, Mihály
;
Timotity, Dusán
- In:
The B.E. journal of theoretical economics
17
(
2017
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011709696
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9
An application of Regular Vine copula in portfolio risk forecasting : evidence from Istanbul stock exchange
Özgür, Cemile
;
Sarıkovanlık, Vedat
- In:
Quantitative finance and economics
5
(
2021
)
3
,
pp. 452-470
Persistent link: https://www.econbiz.de/10012592480
Saved in:
10
Heavy-tailed distributions and risk management of equity market tail events
Guo, Zi-Yi
- In:
Journal of risk & control
4
(
2017
)
1
,
pp. 31-41
Persistent link: https://www.econbiz.de/10012236800
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