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~isPartOf:"Applied economics"
~subject:"Multivariate distribution"
~subject:"extreme value theory"
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Multivariate distribution
extreme value theory
Risikomaß
41
Risk measure
41
Portfolio selection
17
Portfolio-Management
17
Theorie
16
Theory
16
ARCH model
15
ARCH-Modell
15
Estimation
13
Risiko
13
Risk
13
Schätzung
13
Risikomanagement
12
Risk management
12
Statistical distribution
12
Statistische Verteilung
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Multivariate Verteilung
11
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10
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10
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9
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9
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Outliers
8
Börsenkurs
7
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7
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7
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7
Prognoseverfahren
7
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6
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6
Measurement
5
Messung
5
Emerging economies
4
Hedging
4
Oil price
4
Schwellenländer
4
Time series analysis
4
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15
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15
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15
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English
15
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Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Tiwari, Aviral Kumar
2
Al-Yahyaee, Khamis Hamed
1
Allen, David E.
1
Barbi, Massimiliano
1
Božović, Miloš
1
Cao, Hong
1
Cong, Rong-Gang
1
DasGupta, Ranjan
1
Díaz Hernández, Adán
1
Geman, Hélyette
1
Geng, Wenjing
1
Goodwin, Barry K.
1
Guan, Dabo
1
Janabi, Mazin A. M. al
1
Jang, Hyun Jin
1
Ji, Qiang
1
Jiang, Yuexiang
1
Karnakar, Madhusudan
1
Kumar, Satish
1
Lee, Eun-joo
1
Lee, Seung-Hwan
1
Long, Huaigang
1
Mensi, Walid
1
Mi, Zhi-Fu
1
Moosavian, Seyyed Ali Zeytoon Nejad
1
Nguyen, Duc Khuong
1
Nolasco Jáuregui, Oralia
1
Pan, Xiao
1
Park, Sumin
1
Pathak, Rajesh
1
Powell, Robert
1
Quezada-Téllez, Luis Alberto
1
Raheem, I. D.
1
Reboredo, Juan Carlos
1
Romagnoli, Silvia
1
Sadorsky, Perry A.
1
Salazar Flores, Yuri
1
Sharma, Udayan
1
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Applied economics
The North American journal of economics and finance : a journal of financial economics studies
14
Insurance / Mathematics & economics
13
Energy economics
12
Economic modelling
7
Finance research letters
6
International review of financial analysis
6
Computational economics
5
European journal of operational research : EJOR
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Pacific-Basin finance journal
5
International journal of forecasting
4
Journal of financial econometrics
4
Journal of risk
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The European journal of finance
4
Applied economics letters
3
Economics letters
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
Quantitative finance
3
Risk management : a journal of risk, crisis and disaster
3
Scandinavian actuarial journal
3
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of banking, accounting and finance : IJBAAF
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of mathematical finance
2
Macroeconomics and finance in emerging market economies
2
Research in international business and finance
2
Review of financial economics : RFE
2
Robustness in econometrics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
ASTIN bulletin : the journal of the International Actuarial Association
1
African finance journal
1
Agricultural economics : the journal of the International Association of Agricultural Economists
1
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ECONIS (ZBW)
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1
Research on extreme risk measurement in the international carbon emission futures market, based on a two-component Beta-Skew-t-EGARCH-POT model
Geng, Wenjing
;
Zhao, Xin
;
Zhou, Xiaoxiao
- In:
Applied economics
55
(
2023
)
36
,
pp. 4194-4203
Persistent link: https://www.econbiz.de/10014299610
Saved in:
2
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
3
Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Tiwari, Aviral Kumar
;
Pathak, Rajesh
;
DasGupta, Ranjan
; …
- In:
Applied economics
53
(
2021
)
58
,
pp. 6770-6788
Persistent link: https://www.econbiz.de/10012697968
Saved in:
4
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
5
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
6
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
7
Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, I. D.
;
Ji, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
Saved in:
8
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
9
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
10
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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