//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On approximating max-stable pr...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
10
Theory
10
Estimation
7
Portfolio selection
7
Portfolio-Management
7
Schätzung
7
Ausreißer
6
Outliers
6
Extreme value theory
5
Risikomaß
5
Risk measure
5
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
Multivariate Verteilung
4
Multivariate distribution
4
Risikomanagement
4
Risk management
4
Share price
4
Statistical distribution
4
Statistische Verteilung
4
Time series analysis
4
Virtual currency
4
Virtuelle Währung
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Bitcoin
3
Correlation
3
Cryptocurrency
3
Estimation theory
3
Exchange rate
3
Korrelation
3
Multivariate Analyse
3
Multivariate analysis
3
Schätztheorie
3
Volatility
3
Volatilität
3
Wechselkurs
3
Welt
3
more ...
less ...
Online availability
All
Undetermined
24
Free
5
Type of publication
All
Article
34
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
25
Undetermined
14
Author
All
Zhang, Zhengjun
39
Feng, Wenjun
4
Linton, Oliver
4
Frees, Edward W.
3
Kunihama, Tsuyoshi
3
Ma, Yong
3
Omori, Yasuhiro
3
Shinki, Kazuhiko
3
Xu, Weidong
3
Yang, Xipei
3
Zhang, Weiguo
3
Cui, Qiurong
2
Huang, James
2
Shi, Ning-Zhong
2
Todorov, Viktor
2
Yiming, Wang
2
Zhao, Zifeng
2
Zheng, Shurong
2
Apergēs, Nikolaos
1
Chan, Vincent
1
Chen, Rong
1
Chen, Yu
1
He, Pengchao
1
Huang, Hongxuan
1
Lin, Hang
1
Lu, Xunfa
1
Mao, Guangyu
1
Peng, Zhe
1
Roubaud, David
1
Shi, Peng
1
Wang, Zhicheng
1
Wu, Jian
1
Xu, Mengyu
1
Xu, Yuqing
1
Zhang, Chuanhai
1
Zhao, Yong
1
Zhu, Bin
1
more ...
less ...
Institution
All
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
2
International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
Published in...
All
Journal of econometrics
9
CIRJE F-Series
2
Energy economics
2
Finance research letters
2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annals of the Institute of Statistical Mathematics
1
Annals of the Institute of Statistical Mathematics : AISM
1
Applied economics
1
Computational Economics
1
Computational Statistics & Data Analysis
1
Computational economics
1
Econometric analysis of financial and economic time series ; part B
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Insurance: Mathematics and Economics
1
Journal of Banking & Finance
1
Journal of Reviews on Global Economics
1
Journal of Time Series Analysis
1
Journal of international money and finance
1
Journal of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
Lancaster University Management School Working Paper
1
Quantitative finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
RePEc
10
OLC EcoSci
4
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new class of tail-dependent time-series models and its applications in financial time series
Zhang, Zhengjun
-
2006
Persistent link: https://www.econbiz.de/10003350123
Saved in:
2
Extreme co-movements and extreme impacts in high frequency data in finance
Zhang, Zhengjun
;
Shinki, Kazuhiko
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1399-1415
Persistent link: https://www.econbiz.de/10003461168
Saved in:
3
A generalized beta copula with applications in modeling multivariate long-tailed data
Yang, Xipei
;
Frees, Edward W.
;
Zhang, Zhengjun
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10009241946
Saved in:
4
Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong
;
Zhang, Zhengjun
;
Zhang, Weiguo
;
Xu, Weidong
- In:
Computational economics
45
(
2015
)
4
,
pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
Saved in:
5
Stock market interactions driven by large declines
Ma, Yong
;
Zhang, Weiguo
;
Zhang, Zhengjun
;
Xu, Weidong
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 159-171
Persistent link: https://www.econbiz.de/10010485770
Saved in:
6
Editorial for the special issue on financial econometrics in the age of the digital economy
Linton, Oliver
;
Todorov, Viktor
;
Zhang, Zhengjun
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 265-268
Persistent link: https://www.econbiz.de/10012619415
Saved in:
7
Max-linear regression models with regularization
Cui, Qiurong
;
Xu, Yuqing
;
Zhang, Zhengjun
;
Chan, Vincent
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 579-600
Persistent link: https://www.econbiz.de/10012619747
Saved in:
8
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
9
Informed trading in the Bitcoin market
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Finance research letters
26
(
2018
),
pp. 63-70
Persistent link: https://www.econbiz.de/10012005541
Saved in:
10
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->