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Asymmetric Dependence in US Fi...
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Multivariate Verteilung
16
Multivariate distribution
16
Capital income
13
Kapitaleinkommen
13
Volatilität
11
Volatility
10
Aktienmarkt
6
International financial market
6
Internationaler Finanzmarkt
6
Stock market
6
Erdölindustrie
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Estimation
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Mikrostrukturtheorie <Kapitalmarkttheorie>
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Risikomaß
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Risk measure
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Schätzung
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Value-at-Risk
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Welt
5
World
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oil industry
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Copulas
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Extreme Event
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Finanzkrise
4
Korrelation
4
Liquidität
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Risikomanagement
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USA
4
United States
4
Anreiz
3
Asymmetric dependence
3
Börsenkurs
3
Conventional and non-conventional oil
3
Copula
3
Correlation Complexity
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Default Correlations
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Diversification gains
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Diversifikation
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Erdölgewinnung
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Financial crisis
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Financial market
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Book / Working Paper
81
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English
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Chollete, Loran
28
Ning, Cathy Q.
21
Osmundsen, Petter
14
Ødegaard, Bernt Arne
8
Wirjanto, Tony S.
7
Lu, Ching-Chih
6
Mohn, Klaus
5
Næs, Randi
5
Skjeltorp, Johannes A.
5
Xu, Dinghai
5
Rege, Mari
4
Valdesogo, Alfonso
4
Emhjellen, Magne
3
Heinen, Andreas
3
Kvaløy, Ola
3
Ning, Cathy
3
Olsen, Trond E.
3
Ponrajah, Jeremey
3
Tveterås, Ragnar
3
Valseth, Siri
3
Asche, Frank
2
Cao, Jin
2
Chollete, Lorán
2
De la Peña, Víctor H.
2
Harrison, Sharon G.
2
Heinen, Andréas
2
Jaffee, Dwight
2
Løvås, Kjell
2
Michelis, Leo
2
Pena, Victor de la
2
Roll, Kristin Helen
2
Schmeidler, David
2
Tveterås, Sigbjørn
2
Votruba, Mark
2
Battiston, Pietro
1
Bhimani, Al
1
CHOLLETE, Loran
1
Chen, Jing
1
Chollete, Lor´an
1
Cooper, David J.
1
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Universitetet <Stavanger> / School of Business Administration
46
Handelshøgskolen, Universitetet i Stavanger
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Center for Operations Research and Econometrics <Louvain-la-Neuve>
1
Department of Economics, Ryerson University
1
Norges Bank
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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UiS Working Papers in Economics and Finance
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Universitetet i Stavanger - School of Business Administration - Publications
45
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8
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3
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International review of financial analysis
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USB Cologne (business full texts)
47
ECONIS (ZBW)
25
RePEc
18
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11
Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
Journal of banking & finance
52
(
2015
),
pp. 62-76
Persistent link: https://www.econbiz.de/10011377303
Saved in:
12
Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
-
2014
Persistent link: https://www.econbiz.de/10011382186
Saved in:
13
Extreme dependence in international stock markets
Ning, Cathy Q.
-
2009
Persistent link: https://www.econbiz.de/10008758209
Saved in:
14
Modeling asymmetric volatility clusters using copulas and high frequency data
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
-
2009
Persistent link: https://www.econbiz.de/10008758211
Saved in:
15
The dependence structure of macroeconomic variables in the US
Chollete, Lor´an
;
Ning, Cathy Q.
-
2009
Persistent link: https://www.econbiz.de/10008758212
Saved in:
16
Segmentation across international equity, bond, and foreign exchange markets
Ning, Cathy Q.
;
Sapp, Stephen
-
2009
Persistent link: https://www.econbiz.de/10008758611
Saved in:
17
Estimation of the stochastic conditional duration model via alternative methods
Knight, John L.
;
Ning, Cathy Q.
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 593-616
Persistent link: https://www.econbiz.de/10003802430
Saved in:
18
Asymmetric dependence between aggregate consumption and financial risk
Chollete, Lorán
;
Ning, Cathy Q.
-
2012
Persistent link: https://www.econbiz.de/10011382416
Saved in:
19
A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles
Wang, Xinyu
;
Ning, Cathy Q.
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 118-133
Persistent link: https://www.econbiz.de/10012796275
Saved in:
20
The dependence structure between the Canadian stock market and the USD/CAD exchange rate : a copula approach
Michelis, Leo
;
Ning, Cathy Q.
- In:
The Canadian journal of economics
43
(
2010
)
3
,
pp. 1016-1039
Persistent link: https://www.econbiz.de/10008662175
Saved in:
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