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~person:"Kim, Jong-Min"
~person:"Lau, Chi Keung"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Multivariate distribution
4
Tail dependence
4
ARCH model
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Capital income
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Kapitaleinkommen
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Statistische Verteilung
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Aktienindex
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Aktienmarkt
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Asymmetric conditional volatility
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Australien
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Conditional dependence
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Kim, Jong-Min
Lau, Chi Keung
Bormann, Carsten
6
Einmahl, John H. J.
6
Schienle, Melanie
6
Tiwari, Aviral Kumar
5
Schaumburg, Julia
4
Albulescu, Claudiu Tiberiu
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Can, Sami Umut
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Bücher, Axel
2
Chang, Kuang-Liang
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Chen, Xiaohong
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De Luca, Giovanni
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Doman, Małgorzata
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Jung, Hojin
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Economic modelling
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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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
Dependence structure in the Australian electricity markets : new evidence from regular vine copulae
Apergēs, Nikolaos
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
Energy economics
90
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012517130
Saved in:
3
Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets
Wu, Weiou
;
Lau, Chi Keung
;
Vigne, Samuel A.
- In:
Research in international business and finance
42
(
2017
),
pp. 1137-1149
Persistent link: https://www.econbiz.de/10011760780
Saved in:
4
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:
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