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~person:"Doman, Ryszard"
~person:"Kim, Jong-Min"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Multivariate distribution
4
Spearman’s rho
4
Tail dependence
4
tail dependence
4
Copula
3
linkages
3
ARCH model
2
ARCH-Modell
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Doman, Ryszard
Kim, Jong-Min
Bormann, Carsten
6
Einmahl, John H. J.
6
Schienle, Melanie
6
Tiwari, Aviral Kumar
5
Schaumburg, Julia
4
Albulescu, Claudiu Tiberiu
3
Can, Sami Umut
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Chabi-Yo, Fousseni
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Furman, Edward
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Laeven, Roger J. A.
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Su, Jianxi
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3
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Zitikis, Ričardas
3
Bücher, Axel
2
Chang, Kuang-Liang
2
Chen, Xiaohong
2
De Luca, Giovanni
2
Doman, Małgorzata
2
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2
Guégan, Dominique
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Hua, Lei
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Jung, Hojin
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Central European journal of economic modelling and econometrics
1
Economic modelling
1
Portuguese economic journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
A quantile-copula approach to dependence between financial assets
Kim, Jong-Min
;
Tabacu, Lucia
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
Saved in:
2
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:
3
Dynamic linkages in the pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD) : how do they change during a day?
Doman, Małgorzata
;
Doman, Ryszard
- In:
Central European journal of economic modelling and …
6
(
2014
)
1
,
pp. 33-56
Persistent link: https://www.econbiz.de/10010503066
Saved in:
4
Dynamic linkages between stock markets : the effects of crises and globalization
Doman, Małgorzata
;
Doman, Ryszard
- In:
Portuguese economic journal
12
(
2013
)
2
,
pp. 87-112
Persistent link: https://www.econbiz.de/10009780259
Saved in:
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