Measuring asset market linkages : nonlinear dependence and tail risk
Juan Carlos Escanciano and Javier Hualde
| Year of publication: |
2021
|
|---|---|
| Authors: | Escanciano, Juan Carlos ; Hualde, Javier |
| Subject: | Expected shortfall | Market crashes | Nonlinear dependence | Tail risk | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Theorie | Theory | Finanzmarkt | Financial market | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Kapitaleinkommen | Capital income | Risikomanagement | Risk management | Risiko | Risk | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2019.1668797 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012499091