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Financial dependence analysis : applications of vine copulae
Allen, David E.; Ashraf, Mohammad A.; McAleer, Michael; … - 2013
Persistent link: https://www.econbiz.de/10009724821
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Return-volatility relationship : insights from linear and non-linear quantile regression
Allen, David E.; Singh, Abhay Kumar; Powell, Robert; … - 2013
Persistent link: https://www.econbiz.de/10009724826
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Financial dependence analysis : applications of vine copulae
Allen, David E.; Ashraf, Mohammad A.; McAleer, Michael; … - 2013
Persistent link: https://www.econbiz.de/10009711719
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Risk measurement and risk modelling using applications of vine copulas
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2014
Persistent link: https://www.econbiz.de/10010410215
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Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar; Allen, David E.; Powell, Robert - In: Applied economics 49 (2017) 45, pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
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Vulnerability-CoVaR : investigating the crypto-market
Waltz, Martin; Singh, Abhay Kumar; Okhrin, Ostap - In: Quantitative finance 22 (2022) 9, pp. 1731-1745
Persistent link: https://www.econbiz.de/10013367943