Narrow search
Showing 21 - 30 of 1,012,455
Cover Image
Three regime bivariate normal distribution : a new estimation method for co-value-at-risk, CoVaR
Choi, Ji-Eun; Shin, Dong-wan - In: The European journal of finance 25 (2019) 18, pp. 1817-1833
Persistent link: https://www.econbiz.de/10012207151
Cover Image
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos; Yfanti, Stavroula; Karoglou, Michail - In: International review of financial analysis 45 (2016), pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Cover Image
Forward-looking asset correlations in the estimation of economic capital
Chamizo, Álvaro; Fonollosa, Alexandre; Novales, Alfonso - In: Journal of international financial markets, … 61 (2019), pp. 264-288
Persistent link: https://www.econbiz.de/10012128297
Cover Image
Measuring systemic risk using vine-copula
Pourkhanali, Armin; Kim, Jong-Min; Tafakori, Laleh; … - In: Economic modelling 53 (2016), pp. 63-74
Persistent link: https://www.econbiz.de/10011640962
Cover Image
Testing serial correlations in high-dimensional time series via extreme value theory
Tsay, Ruey S. - In: Journal of econometrics 216 (2020) 1, pp. 106-117
Persistent link: https://www.econbiz.de/10012439650
Cover Image
Contagion and downside risk in the REIT market during the subprime mortgage crisis
Chen, Ming-Chi; Tsai, Hsiu-Jung; Sing, Tien-foo; Yang, … - In: International journal of strategic property management 19 (2015) 1, pp. 42-57
Persistent link: https://www.econbiz.de/10011302960
Cover Image
Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
Oh, Dong Hwan; Patton, Andrew J. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 181-195
Persistent link: https://www.econbiz.de/10011894575
Cover Image
A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
Glass, Anthony; Kenjegalieva, Karligash; Sickles, Robin C. - In: Journal of econometrics 190 (2016) 2, pp. 289-300
Persistent link: https://www.econbiz.de/10011592268
Cover Image
Agglomeration effects and spatial spillovers in efficiency analysis : a distribution-free methodology
Kutlu, Levent; Nair-Reichert, Usha - In: Regional studies : official journal of the Regional … 53 (2019) 11, pp. 1565-1574
Persistent link: https://www.econbiz.de/10012214411
Cover Image
International knowledge spillover through trade : a time-varying spatial panel data approach
Ho, Chun-Yu; Wang, Wei; Yu, Jihai - In: Economics letters 162 (2018), pp. 30-33
Persistent link: https://www.econbiz.de/10011939744