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subject:"Risk Management"
subject:"Volatility"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Dai, Peng-Fei"
~person:"Hussain, Saiful Izzuan"
~subject:"Outliers"
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Dai, Peng-Fei
Hussain, Saiful Izzuan
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Journal of international financial markets, institutions & money
Journal of economic behavior & organization
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Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
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Modeling the distribution of extreme returns in the Chinese stock market
Hussain, Saiful Izzuan
;
Li, Steven
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 263-276
Persistent link: https://www.econbiz.de/10011474577
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