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subject:"Outliers"
~isPartOf:"Applied economics"
~isPartOf:"CentER Discussion Paper Series"
~person:"Jiang, Yuexiang"
~person:"Singh, Abhay Kumar"
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Outliers
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Jiang, Yuexiang
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Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
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