A new tail-based correlation measure and its application in global equity markets
Jinjing Liu
| Year of publication: |
2023
|
|---|---|
| Authors: | Liu, Jinjing |
| Subject: | correlation asymmetries | expected shortfall | tail dependence | value at risk | Risikomaß | Risk measure | Korrelation | Correlation | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Welt | World | Statistische Verteilung | Statistical distribution | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Messung | Measurement | Finanzkrise | Financial crisis | Theorie | Theory | Marktintegration | Market integration |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbab026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014314844