Search Results - subject:"Marginal expected shortfall"

Muteba Mwamba, John; Angaman, Ehounou Serge Eloge Florentin - In: International Journal of Financial Studies 9 (2021) 2, pp. 1-17

In this paper, a dynamic mixture copula model is used to estimate the marginal expected shortfall in the South African …

Persistent link: https://www.econbiz.de/10013200354

Muteba Mwamba, John; Angaman, Ehounou Serge Eloge Florentin - In: International Journal of Financial Studies : open … 9 (2021) 2, pp. 1-17

In this paper, a dynamic mixture copula model is used to estimate the marginal expected shortfall in the South African …

Persistent link: https://www.econbiz.de/10012545189

Yan, Yuanyun; Jeon, Bang-nam; Wu, Ji - In: China finance review international 13 (2023) 3, pp. 388-409

Persistent link: https://www.econbiz.de/10014362715

Li, Xiaodan; Lin, Edward M.H.; Yu, Min-Teh - In: Advances in Pacific Basin business, economics and finance 11 (2023), pp. 201-219

Persistent link: https://www.econbiz.de/10014338503

Du, Zaichao; Escanciano, Juan Carlos; Zhu, Guangwei - In: Journal of banking & finance 157 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014490722

Davison, Anthony C.; Padoan, Simone A.; Stupfler, Gilles - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 876-889

Persistent link: https://www.econbiz.de/10014448453

Narayan, Shivani; Kumar, Dilip; Bouri, Elie - In: Pacific-Basin finance journal 82 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014463391

Chen, Jiusheng - In: Journal of risk 25 (2023) 3, pp. 77-127

Persistent link: https://www.econbiz.de/10014283909

Natsagdorj, Narantuya - In: Challenges in Fiscal and Monetary Policies in Mongolia, (pp. 147-180). 2023

Persistent link: https://www.econbiz.de/10014228190

Chen, Jiusheng - In: Journal of risk : JOR 25 (2023) 3, pp. 77-127

Persistent link: https://www.econbiz.de/10014487093

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