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Search: subject:"Tail dependence"
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Tail dependence
5
Multivariate Verteilung
4
Multivariate distribution
4
Börsenkurs
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Share price
3
Capital income
2
China
2
Copula
2
Copulas
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Estimation
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Kapitaleinkommen
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Risiko
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Risk
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Time series analysis
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ARCH-Modell
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Africa
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African Stock Markets
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Afrika
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Aktienindex
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Aktienmarkt
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Ansteckungseffekt
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Arabische Golf-Staaten
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Asymmetric GARCH regression
1
Asymmetric conditional volatility
1
Asymmetry
1
Ballungsraum
1
Bank
1
Causality analysis
1
China housing Markets
1
Co-movement
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Cointegration
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Comovement
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Alagidede, Paul
1
Diao, Xundi
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Fan, Gang-Zhi
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Fenech, Jean-Pierre
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Hu, Genhua
1
Jing, Zhongbo
1
Jung, Hojin
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Kim, Jong-Min
1
Li, Guowen
1
Li, Jingyu
1
Mensah, Jones Odei
1
Tong, Bin
1
Vosgha, Hamed
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Wu, Chongfeng
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Economic modelling
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
Applied economics
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Finance research letters
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Risks : open access journal
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Energy economics
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Journal of Banking & Finance
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Risks
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Journal of risk
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MPRA Paper
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SFB 649 Discussion Paper
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Tinbergen Institute Discussion Papers
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Discussion Papers / Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
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Diskussionspapier
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International journal of finance & economics : IJFE
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International journal of forecasting
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Research in international business and finance
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SFB 649 discussion paper
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Statistics & Probability Letters
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Statistics & Risk Modeling
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Tinbergen Institute Discussion Paper
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Applied Econometrics
3
CEPR Discussion Papers
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Insurance: Mathematics and Economics
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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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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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ECONIS (ZBW)
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1
Drivers of risk correlation among financial institutions : a study based on a textual risk disclosure perspective
Li, Guowen
;
Jing, Zhongbo
;
Li, Jingyu
;
Feng, Yuyao
- In:
Economic modelling
128
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464430
Saved in:
2
Empirical evidence of risk contagion across regional housing markets in China
Hu, Genhua
;
Fan, Gang-Zhi
- In:
Economic modelling
115
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014228672
Saved in:
3
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
4
How are Africa's emerging stock markets related to advanced markets? : evidence from copulas
Mensah, Jones Odei
;
Alagidede, Paul
- In:
Economic modelling
60
(
2017
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011734155
Saved in:
5
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:
6
Modeling asymmetric and dynamic dependence of overnight and daytime returns : an empirical evidence from China banking sector
Tong, Bin
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Economic modelling
51
(
2015
),
pp. 366-382
Persistent link: https://www.econbiz.de/10011476058
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