Vine copula approach to understand the financial dependence of the istanbul stock exchange index
Ozan Evkaya, İsmail Gür, Bükre Yıldırım Külekci, Gülden Poyraz
| Year of publication: |
2024
|
|---|---|
| Authors: | Evkaya, Ozan ; Gür, İsmail ; Külekci, Bükre Yıldırım ; Poyraz, Gülden |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 64.2024, 5, p. 2935-2980
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| Subject: | Expected shortfall | Global financial crisis | Istanbul stock exchange | R-Vine copula | Value-at-risk | Finanzkrise | Financial crisis | Türkei | Turkey | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | Aktienindex | Stock index | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Börsenhandel | Stock exchange trading | Aktienmarkt | Stock market | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10544-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015144100