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~person:"Liu, Bing-Yue"
~source:"econis"
~subject:"Marktrisiko"
~subject:"Multivariate distribution"
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Marktrisiko
Multivariate distribution
Risikomaß
6
Risk measure
6
Volatility
6
Volatilität
6
Multivariate Verteilung
4
Aktienmarkt
3
Capital income
3
CoVaR
3
Kapitaleinkommen
3
Oil price
3
Risk spillover
3
Spillover effect
3
Spillover-Effekt
3
Stock market
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Time-varying copula
3
Ölpreis
3
Dynamic dependence
2
Oil market
2
Risiko
2
Risk
2
Time series analysis
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Welt
2
World
2
Zeitreihenanalyse
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Ölmarkt
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ARCH model
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ARCH-Modell
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Aktienindex
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Ansteckungseffekt
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BRICS
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BRICS countries
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BRICS-Staaten
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Business network
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Börsenkurs
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Capital market returns
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Contagion effect
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Copula-based CoVaR
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Decision under uncertainty
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Liu, Bing-Yue
Härdle, Wolfgang
9
McAleer, Michael
8
Okhrin, Ostap
8
Tiwari, Aviral Kumar
8
Allen, David E.
7
Hammoudeh, Shawkat
7
Ji, Qiang
7
Shahzad, Syed Jawad Hussain
7
Fantazzini, Dean
6
Giacomini, Enzo
6
Singh, Abhay Kumar
6
Tian, Maoxi
6
Valdesogo, Alfonso
6
Weiß, Gregor
6
Berger, Theo
5
Bormann, Carsten
5
Fricke, Jens
5
Ghorbel, Ahmed
5
Heinen, Andréas
5
Huggenberger, Markus
5
Karmakar, Madhusudan
5
Mensi, Walid
5
Reboredo, Juan Carlos
5
Schienle, Melanie
5
Braun, Valentin
4
Lee, Seung-Hwan
4
Manner, Hans
4
Muteba Mwamba, John
4
Neisen, Martin
4
Powell, Robert
4
Righi, Marcelo Brutti
4
Röth, Stefan
4
Sahamkhadam, Maziar
4
Shim, Jeungbo
4
Trück, Stefan
4
Weigert, Florian
4
Al-Yahyaee, Khamis Hamed
3
Belkacem, Lotfi
3
Bouri, Elie
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Energy economics
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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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Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
2
Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
3
Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
Saved in:
4
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
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