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Risk measurement and risk modelling using applications of vine copulas
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2014
mathematical tool which can be applied in the assessment of composite financial risk. Copula-based dependence modelling is a … approach to risk modelling is the exibility in the choice of distributions used to model co-dependencies. The practical …
Persistent link: https://www.econbiz.de/10010349457
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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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Volatility and systematic risks in financial markets
Würsig, Christoph Matthias - 2022
Persistent link: https://www.econbiz.de/10013256100
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Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
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The price of firm-level information uncertainty
Wang, Xi; Gao, Chao; Wang, Tianfu - In: Finance research letters 67 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015061561
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The informational role of corporate hedging
Manconi, Alberto; Massa, Massimo; Zhang, Lei - In: Management science : journal of the Institute for … 64 (2018) 8, pp. 3843-3867
Persistent link: https://www.econbiz.de/10011900052
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The macroeconomics of hedging income shares
Grasso, Adriana; Passadore, Juan; Piguillem, Facundo - 2020
Persistent link: https://www.econbiz.de/10012219227
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The macroeconomics of hedging income shares
Grasso, Adriana; Passadore, Juan; Piguillem, Facundo - 2020
Persistent link: https://www.econbiz.de/10012301389
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The macroeconomics of hedging income shares
Grasso, Adriana; Passadore, Juan; Piguillem, Facundo - 2020 - Preliminary draft
Persistent link: https://www.econbiz.de/10012389054
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Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon; Wu, Feng - In: Journal of empirical finance 58 (2020), pp. 412-435
Persistent link: https://www.econbiz.de/10012430713