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tail dependence
7
Multivariate Verteilung
6
Multivariate distribution
6
Statistical distribution
6
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6
Capital income
5
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Angelo, Claudio F. de
1
Barbi, Massimiliano
1
Bergmann, Daniel Reed
1
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1
Chang, Kuang-Liang
1
Contani, Eduardo Augusto do Rosário
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Díaz Hernández, Adán
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Ergen, Ibrahim
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1
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1
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Salazar Flores, Yuri
1
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Applied economics
Journal of Multivariate Analysis
13
Insurance / Mathematics & economics
11
Journal of banking & finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Discussion Paper / Tilburg University, Center for Economic Research
9
Discussion paper / Center for Economic Research, Tilburg University
9
International review of financial analysis
9
Risks : open access journal
8
Finance research letters
7
Journal of Banking & Finance
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Risks
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Economic modelling
6
Energy economics
6
Journal of risk
5
MPRA Paper
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SFB 649 Discussion Paper
5
Tinbergen Institute Discussion Papers
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Discussion Papers / Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
4
Discussion paper / Tinbergen Institute
4
Diskussionspapier
4
International journal of finance & economics : IJFE
4
International journal of forecasting
4
SFB 649 discussion paper
4
Statistics & Probability Letters
4
Tinbergen Institute Discussion Paper
4
Applied Econometrics
3
CEPR Discussion Papers
3
Insurance: Mathematics and Economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of commodity markets
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Journal of financial econometrics
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Journal of international financial markets, institutions & money
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KIT Working Paper Series in Economics
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Pacific-Basin finance journal
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Post-Print / HAL
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Research in international business and finance
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SFB 649 Discussion Papers
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
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University of California at San Diego, Economics Working Paper Series
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ECONIS (ZBW)
7
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1
The use of the
tail
dependence
function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
2
The
tail
dependence
structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
3
Rare earth and allied sectors in stock markets : extreme dependence of return and volatility
Bouri, Elie
;
Kanjilal, Kakali
;
Ghosh, Sajal
;
Roubaud, David
- In:
Applied economics
53
(
2021
)
49
,
pp. 5710-5730
Persistent link: https://www.econbiz.de/10012626945
Saved in:
4
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
5
Portfolio management with
tail
dependence
Bergmann, Daniel Reed
;
Savoia, José Roberto Ferreira
; …
- In:
Applied economics
50
(
2018
)
51
,
pp. 5510-5520
Persistent link: https://www.econbiz.de/10012062255
Saved in:
6
Extreme dependence in price transmission analysis
Qiu, Feng
;
Rude, James
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4379-4392
Persistent link: https://www.econbiz.de/10011640095
Saved in:
7
Tail
dependence
and diversification benefits in emerging market stocks : an extreme value theory approach
Ergen, Ibrahim
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2215-2227
Persistent link: https://www.econbiz.de/10010417299
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