Similar Search Results

Banulescu-Radu, Denisa; Hurlin, Christophe; Leymarie, … - In: Management science : journal of the Institute for … 67 (2021) 9, pp. 5730-5754

Persistent link: https://www.econbiz.de/10012650157

Deng, Kaihua; Qiu, Jie - In: Quantitative finance 21 (2021) 7, pp. 1109-1125

Persistent link: https://www.econbiz.de/10012588022

Liu, Yuhao; Djurić, Petar M.; Kim, Young Shin; Račev, … - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-20

introduce the normal tempered stable (NTS) copula based on the Lévy process. We also propose a novel backtesting method for …

Persistent link: https://www.econbiz.de/10012588056

Tsafack, Georges; Cataldo, James M. - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1351-1396

Persistent link: https://www.econbiz.de/10012616952

Brownlees, Christian; Souza, André B. M. - In: Journal of monetary economics 118 (2021), pp. 312-330

Persistent link: https://www.econbiz.de/10012603779

Hassani, Samir Saissi; Dionne, Georges - 2022

Persistent link: https://www.econbiz.de/10013273453

Hassani, Samir Saissi; Dionne, Georges - 2022

Persistent link: https://www.econbiz.de/10013279729

Moldenhauer, Felix; Pitera, Marcin - In: Journal of risk 22 (2019) 1, pp. 17-42

Persistent link: https://www.econbiz.de/10013177098

León Valle, Ángel Manuel; Ñíguez, Trino-Manuel - In: Journal of empirical finance 63 (2021), pp. 323-349

Persistent link: https://www.econbiz.de/10013259272

Kontaxis, Grigorios; Tsolas, Ioannis E. - In: The journal of risk model validation 15 (2021) 4, pp. 29-50

Persistent link: https://www.econbiz.de/10013173367

A service of the