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Ahelegbey, Daniel Felix
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Giudici, Paolo
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Tail risk transmission: A study of the Iran food industry
Mojtahedi, Fatemeh
;
Mojaverian, Seyed Mojtaba
; …
- In:
Risks
8
(
2020
)
3
,
pp. 1-17
This paper extends the
extreme
downside
correlation
(EDC) and extreme downside hedge (EDH) methodology to model the …
Persistent link: https://www.econbiz.de/10013200611
Saved in:
2
Tail risk measurement In crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
-
2020
Persistent link: https://www.econbiz.de/10012321939
Saved in:
3
Tail risk transmission : a study of Iran food industry
Mojtahedi, Fatemeh
;
Mojaverian, Seyed Mojtaba
; …
-
2020
Persistent link: https://www.econbiz.de/10012372947
Saved in:
4
Tail risk transmission : a study of the Iran food industry
Mojtahedi, Fatemeh
;
Mojaverian, Seyed Mojtaba
; …
- In:
Risks : open access journal
8
(
2020
)
3/78
,
pp. 1-17
This paper extends the
extreme
downside
correlation
(EDC) and extreme downside hedge (EDH) methodology to model the …
Persistent link: https://www.econbiz.de/10012293248
Saved in:
5
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
- In:
International review of financial analysis
73
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Saved in:
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