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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~subject:"Copulas"
~subject:"Share price"
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Copulas
Share price
Multivariate distribution
53
Multivariate Verteilung
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Theorie
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34
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34
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32
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Ojea-Ferreiro, Javier
2
Reboredo, Juan Carlos
2
Alagidede, Paul
1
Behboodian, Javad
1
Berger, Theo
1
Bhatti, Muhammad Ishaq
1
Bouri, Elie
1
Cai, Xiao Jing
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Economic modelling
Journal of empirical finance
Statistical Papers / Springer
Energy economics
23
Journal of banking & finance
17
Finance research letters
14
International review of financial analysis
14
Research in international business and finance
12
International review of economics & finance : IREF
11
Applied economics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Discussion paper / Tinbergen Institute
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Review of quantitative finance and accounting
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Economics letters
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European journal of operational research : EJOR
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7
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7
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7
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7
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6
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Emerging markets review
5
International journal of finance & economics : IJFE
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk
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Working paper series
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Working papers on finance
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Insurance / Mathematics & economics
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International journal of forecasting
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Journal of forecasting
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Pacific-Basin finance journal
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Robustness in econometrics
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
29
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1
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
2
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
3
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
Saved in:
4
Do green bonds de-risk investment in low-carbon stocks?
Reboredo, Juan Carlos
;
Ugolini, Andrea
;
Ojea-Ferreiro, …
- In:
Economic modelling
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013347911
Saved in:
5
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
6
Time-varying dependence in European equity markets : a contagion and investor sentiment driven analysis
Niţoi, Mihai
;
Pochea, Maria Miruna
- In:
Economic modelling
86
(
2020
),
pp. 133-147
Persistent link: https://www.econbiz.de/10012415531
Saved in:
7
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
8
Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests
Jiang, Yonghong
;
Nie, He
;
Monginsidi, Joe Yohanes
- In:
Economic modelling
64
(
2017
),
pp. 384-398
Persistent link: https://www.econbiz.de/10011761283
Saved in:
9
Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
10
Can energy commodity futures add to the value of carbon assets?
Wen, Xiaoqian
;
Bouri, Elie
;
Roubaud, David
- In:
Economic modelling
62
(
2017
),
pp. 194-206
Persistent link: https://www.econbiz.de/10011813408
Saved in:
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