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~accessRights:"restricted"
~person:"Chang, Kuang-Liang"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Statistische Verteilung
Statistical distribution
6
Multivariate Verteilung
5
Multivariate distribution
5
Capital income
4
Estimation
4
Kapitaleinkommen
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Exchange rate
3
Markov chain
3
Markov-Kette
3
Mixture copula
3
Theorie
3
Theory
3
Wechselkurs
3
Aktienmarkt
2
Asymmetric dependence
2
Börsenkurs
2
Share price
2
Stock market
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
tail dependence
2
Aktienindex
1
Bitcoin
1
Dependent Markov-switching processes
1
Equity market
1
GAS
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Handelsvolumen der Börse
1
Hedging
1
Housing cycles
1
Immobilienfonds
1
Inflation
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Inflation hedge ability
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Article in journal
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6
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English
6
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Chang, Kuang-Liang
Landsman, Zinoviy
11
Madan, Dilip B.
10
Hoga, Yannick
8
Kim, Young Shin
8
Nadarajah, Saralees
8
Fabozzi, Frank J.
7
Furman, Edward
7
Parmeter, Christopher F.
7
Su, Jianxi
7
Wang, King
7
Blazsek, Szabolcs
6
Natarajan, Karthik
6
Paolella, Marc S.
6
Perote, Javier
6
Ravazzolo, Francesco
6
Shushi, Tomer
6
Taylor, James W.
6
Wu, Ximing
6
Akira Toda, Alexis
5
Beirlant, Jan
5
Chen, Zhi
5
Cossette, Hélène
5
Cui, Zhenyu
5
Gupta, Rangan
5
Härdle, Wolfgang
5
Kang, Kyu Ho
5
Loperfido, Nicola
5
Lucas, André
5
Mao, Tiantian
5
Mizuno, Takayuki
5
Opschoor, Anne
5
Pierdzioch, Christian
5
Polak, Pawel
5
Račev, Svetlozar T.
5
Tang, Qihe
5
Taylor, Greg
5
Vernic, Raluca
5
Wied, Dominik
5
Xiong, Xiong
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The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Applied economics letters
1
Computational economics
1
Journal of international money and finance
1
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ECONIS (ZBW)
6
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1
Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang
;
Lee, Chingnun
;
He, Chi-Wei
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
Saved in:
2
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
3
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
4
A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang
- In:
Computational economics
58
(
2021
)
4
,
pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
Saved in:
5
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
6
Does REIT index hedge inflation risk? : new evidence from the tail quantile dependences of the Markov-switching GRG copula
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 56-67
Persistent link: https://www.econbiz.de/10011878580
Saved in:
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