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subject:"Schätzung"
~isPartOf:"International review of financial analysis"
~person:"Li, Jianping"
~subject:"International financial market"
~subject:"Volatility"
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Schätzung
International financial market
Volatility
Spillover effect
2
Spillover-Effekt
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Volatilität
2
Welt
2
World
2
Conditional quantile
1
Country risk
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FEV decomposition
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GARCH-Copula-CoVaR
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Kreditderivat
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Länderrisiko
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Li, Jianping
Bouri, Elie
5
Ma, Feng
5
Yarovaya, Larisa
5
Lucey, Brian M.
4
Vigne, Samuel A.
4
Lau, Chi Keung
3
Lin, Boqiang
3
Xuan Vinh Vo
3
Zaremba, Adam
3
Aloui, Chaker
2
Ballester, Laura
2
Bekiros, Stelios
2
Blenman, Lloyd P.
2
Brzeszczyński, Janusz
2
Chatziantoniou, Ioannis
2
Cho, Sungjun
2
Choudhry, Taufiq
2
Corbet, Shaen
2
DeBoyrie, Maria Eugenia
2
Fernández, Viviana
2
González-Urteaga, Ana
2
Goodell, John W.
2
Guesmi, Khaled
2
Hyde, Stuart
2
Kenourgios, Dimitris
2
Kizys, Renatas
2
Nonejad, Nima
2
Pavlova, Ivelina
2
Roubaud, David
2
Saeed, Tareq
2
Sheng, Xin
2
Su, Tong
2
Sun, Xiaolei
2
Uddin, Mohammed Gazi Salah
2
Ul Hassan, Syed Shabi
2
Wang, Jiqian
2
Wang, Jun
2
Wang, Shixuan
2
Wei, Yu
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International review of financial analysis
Finance research letters
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ECONIS (ZBW)
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1
Assessing the extreme risk spillovers of international commodities on maritime markets: a GARCH-Copula-CoVaR approach
Sun, Xiaolei
;
Liu, Chang
;
Wang, Jun
;
Li, Jianping
- In:
International review of financial analysis
68
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012301025
Saved in:
2
Spillovers among sovereign CDS, stock and commodity markets: a correlation network perspective
Sun, Xiaolei
;
Wang, Jun
;
Yao, Yanzhen
;
Li, Jingyu
;
Li, …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012301063
Saved in:
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