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Study of the Tail Dependence S...
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ECONIS (ZBW)
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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
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2
Consistency in MCGDM problems with intuitionistic fuzzy preference relations based on an exponential score function
Wu, Jian
- In:
Group decision and negotiation
25
(
2016
)
2
,
pp. 399-420
Persistent link: https://www.econbiz.de/10011447983
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3
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
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4
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
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5
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
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6
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
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7
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
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8
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
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9
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
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10
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
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