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Search: subject:"Tail dependence"
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Subject
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Tail dependence
188
tail dependence
173
Multivariate Verteilung
168
Multivariate distribution
168
Statistische Verteilung
132
Statistical distribution
131
Theorie
104
Theory
99
Kapitaleinkommen
78
Capital income
76
Ausreißer
72
Outliers
72
Risikomaß
70
Risk measure
69
Copula
67
Zeitreihenanalyse
57
Time series analysis
55
ARCH-Modell
44
Portfolio selection
44
Portfolio-Management
44
ARCH model
43
Welt
42
copula
42
Börsenkurs
41
Financial crisis
41
Finanzkrise
40
World
40
Share price
38
Copulas
37
Aktienmarkt
36
Schätzung
36
Stock market
36
Volatility
36
Volatilität
36
Estimation
35
Risk management
34
Risikomanagement
29
Systemic risk
28
Estimation theory
26
Schätztheorie
26
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Undetermined
223
Free
208
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Article
301
Book / Working Paper
178
Other
2
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Article in journal
202
Aufsatz in Zeitschrift
202
Working Paper
76
Arbeitspapier
44
Graue Literatur
44
Non-commercial literature
44
Article
10
research-article
3
Aufsatz im Buch
2
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2
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2
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2
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English
328
Undetermined
149
German
2
French
1
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1
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Schienle, Melanie
18
Bormann, Carsten
12
Einmahl, John H. J.
10
Schaumburg, Julia
9
Fischer, Matthias J.
8
Klein, Ingo
8
Einmahl, John
7
Stefanova, Denitsa
7
Weiß, Gregor
7
Betz, Frank
6
Chen, Xiaohong
6
Doman, Ryszard
6
Ferreira, Helena
6
Hautsch, Nikolaus
6
McAleer, Michael
6
Sentana, Enrique
6
Uddin, Mohammed Gazi Salah
6
Ferreira, Marta
5
Okhrin, Ostap
5
Shahzad, Syed Jawad Hussain
5
Taylor, James
5
Thomas, Lyn
5
Tiwari, Aviral Kumar
5
Weigert, Florian
5
Zhou, Chunyang
5
Bouri, Elie
4
Chabi-Yo, Fousseni
4
De Luca, Giovanni
4
Delatte, Anne-Laure
4
Doman, Małgorzata
4
Durante, Fabrizio
4
Elkamhia, Redouane
4
Hedström, Axel
4
Huggenberger, Markus
4
Joe, Harry
4
Krajina, A.
4
Lopez, Claude
4
Naeem, Muhammad
4
Okimoto, Tatsuyoshi
4
Puzanova, Natalia
4
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Tilburg University, Center for Economic Research
9
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
6
HAL
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Tinbergen Instituut
4
C.E.P.R. Discussion Papers
3
Department of Economics, University of California-San Diego (UCSD)
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Agricultural and Applied Economics Association - AAEA
2
Centro de Estudios Monetarios y Financieros (CEMFI)
2
Cowles Foundation for Research in Economics, Yale University
2
Deutsche Bundesbank
2
EconWPA
2
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
2
Faculty of Economics, University of Cambridge
2
Institut de Préparation à l'Administration et à la Gestion (IPAG)
2
School of Economics and Management, University of Aarhus
2
de Nederlandsche Bank
2
BANCO DE LA REPÚBLICA
1
Banco de España
1
Banco de la Republica de Colombia
1
Bank for International Settlements (BIS)
1
Banque de France
1
Center for Financial Studies
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Crawford School of Public Policy, Australian National University
1
Department of Economics, Florida International University
1
Department of Economics, Ryerson University
1
Department of Economics, University of Waterloo
1
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Erasmus University Rotterdam, Econometric Institute
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Finance Discipline Group, Business School
1
Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion
1
Henley Business School, University of Reading
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
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Published in...
All
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
8
Finance research letters
8
Risks : open access journal
8
Energy economics
7
Journal of Banking & Finance
7
Risks
7
Economic modelling
6
Journal of risk
5
MPRA Paper
5
SFB 649 Discussion Paper
5
Tinbergen Institute Discussion Papers
5
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
Research in international business and finance
4
SFB 649 discussion paper
4
Statistics & Probability Letters
4
Statistics & Risk Modeling
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
3
Journal of commodity markets
3
Journal of financial econometrics
3
Journal of international financial markets, institutions & money
3
KIT Working Paper Series in Economics
3
Pacific-Basin finance journal
3
Post-Print / HAL
3
SFB 649 Discussion Papers
3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
3
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Source
All
ECONIS (ZBW)
251
RePEc
180
EconStor
43
Other ZBW resources
4
BASE
3
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481
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91
The looming crisis in the Chinese stock market? : left-tail exposure analysis of Chinese stocks to Evergrande
Deev, Oleg
;
Lyócsa, Štefan
;
Výrost, Tomáš
- In:
Finance research letters
49
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013479642
Saved in:
92
Systematic extreme potential gain and loss spillover across countries
Bouaddi, Mohammed
;
Moutanabbir, Khouzeima
- In:
Risk management : an international journal
24
(
2022
)
4
,
pp. 327-366
Persistent link: https://www.econbiz.de/10013464190
Saved in:
93
Bayesian vine copulas for modelling dependence in data breach losses
Liu, Jacie Jia
;
Li, Jackie
;
Daly, Kevin James
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
2
,
pp. 401-424
Persistent link: https://www.econbiz.de/10013342189
Saved in:
94
Asymmetric dependence structures and decoupling hypothesis : Islamic versus conventional equity indices with copula approach
Houidi, Fatma
;
Ellouze, Siwar
- In:
International journal of Islamic and Middle Eastern …
15
(
2022
)
6
,
pp. 1088-1108
Persistent link: https://www.econbiz.de/10014337180
Saved in:
95
Asymmetric
tail
dependence
in cryptocurrency markets : a Model-free approach
Ahn, Yongkil
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013553804
Saved in:
96
Extremal connectedness of hedge funds
Mhalla, Linda
;
Hambuckers, Julien
;
Lambert, Marie
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 988-1009
Persistent link: https://www.econbiz.de/10013464644
Saved in:
97
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
98
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:
99
Detecting structural differences in
tail
dependence
of financial time series
Bormann, Carsten
;
Schienle, Melanie
-
2019
the presence of non-standard
tail
dependence
structures. We also find evidence for diminishing tail asymmetries during …
Persistent link: https://www.econbiz.de/10011959465
Saved in:
100
Conditional dependence structure in the precious metals futures market
Just, Małgorzata
;
Łuczak, Aleksandra
;
Kozera, Agnieszka
- In:
International journal of economic sciences : IJoES
8
(
2019
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10012033275
Saved in:
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