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Search: subject:"Time varying copula"
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Multivariate Verteilung
35
Multivariate distribution
35
Time-varying copula
18
Stock market
16
time-varying copula
16
Aktienmarkt
15
Theorie
15
Volatility
15
Volatilität
15
ARCH model
14
ARCH-Modell
14
Theory
14
Capital income
12
Kapitaleinkommen
12
Schätzung
11
Zeitreihenanalyse
11
Börsenkurs
10
Estimation
10
Risikomaß
10
Risk measure
10
Time series analysis
10
Risk management
9
Share price
9
Risikomanagement
8
Risk
8
Financial crisis
7
Finanzkrise
7
Risiko
7
Correlation
6
Korrelation
6
time varying copula
6
China
5
CoVaR
5
Exchange rate
5
International financial market
5
Internationaler Finanzmarkt
5
Market integration
5
Marktintegration
5
Oil price
5
Statistical distribution
5
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Undetermined
33
Free
20
CC license
1
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Article
47
Book / Working Paper
14
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Article in journal
39
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39
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7
Graue Literatur
4
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4
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3
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English
52
Undetermined
9
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Pandey, Piyush
6
Sehgal, Sanjay
6
Ahmed, Osama
4
Deisting, Florent
3
Ignatieva, Katja
3
Ji, Qiang
3
Liu, Bing-Yue
3
Platen, Eckhard
3
Ben Messaoud, Samia
2
Cai, Zongwu
2
Chang, Chi-Hung
2
Chen, Mei-Ping
2
Chung, Huimin
2
Gaisser, Sandra
2
Giacomini, Enzo
2
Hafner, Christian M.
2
Hautsch, Nikolaus
2
Huang, Dengshi
2
Ignatieva, Ekaterina
2
Kielmann, Julia
2
Kouki, Mondher
2
Lee, Chien-Chiang
2
Liu, Guannan
2
Manner, Hans
2
Memmel, Christoph
2
Min, Aleksey
2
Nguyen, Cuong
2
Schmidt, Rafael
2
Sghaier, Nadia
2
Spokoiny, Vladimir
2
Wehn, Carsten
2
Wei, Yu
2
Wen, Xiaoqian
2
Yang, Bingduo
2
Abdelradi, Fadi
1
Araichi, Sawssen
1
Ascorbebeitia, Jone
1
Barnett, William A.
1
Belkacem, Lotfi
1
Bhatti, M. Ishaq
1
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Finance Discipline Group, Business School
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Deutsche Bundesbank
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Energy economics
6
Applied economics
2
Cogent Economics & Finance
2
Cogent economics & finance
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Energy Economics
2
International review of economics & finance : IREF
2
Research Paper Series / Finance Discipline Group, Business School
2
SFB 649 Discussion Paper
2
SFB 649 Discussion Papers
2
The North American journal of economics and finance : a journal of financial economics studies
2
Theoretical economics letters
2
Applied Economics
1
Applied economics letters
1
Applied financial economics
1
Asia-Pacific Financial Markets
1
Discussion Paper Series 2
1
Discussion Paper Series 2: Banking and Financial Studies
1
Economic modelling
1
Economic research
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Global business review
1
Graz economics papers : GEP
1
IRTG 1792 Discussion Paper
1
International journal of economics and finance
1
International journal of food and beverage manufacturing and business models : an official publication of the Information Resources Management Association
1
Japan and the World Economy
1
Japan and the world economy : international journal of theory and policy
1
Journal of International Financial Markets, Institutions and Money
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international financial markets, institutions & money
1
Journal of quantitative economics
1
MPRA Paper
1
Pacific-Basin finance journal
1
Quantitative finance and economics
1
Research in international business and finance
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Review of quantitative finance and accounting
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ECONIS (ZBW)
43
RePEc
11
EconStor
7
Showing
21
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30
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21
Managing volumetric risk of long-term power purchase agreements
Tranberg, Bo
;
Hansen, Rasmus Thrane
;
Catania, Leopoldo
- In:
Energy economics
85
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012506104
Saved in:
22
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
23
The dynamic extreme co-movement between Chinese stock market and global stock markets
Huang, Naijing
;
Huang, Zhigang
;
Wang, Weijia
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
14
,
pp. 3241-3257
Persistent link: https://www.econbiz.de/10012211119
Saved in:
24
Measuring tail risk with GAS
time
varying
copula
, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
25
Understanding the dependence structure between the futures and spot prices of wheat in Egypt
Ahmed, Osama
;
Abdelradi, Fadi
- In:
International journal of food and beverage …
4
(
2019
)
1
,
pp. 20-37
Persistent link: https://www.econbiz.de/10012064130
Saved in:
26
Dynamics in the co-movement of economic growth and stock return : comparison between the United States and China
Jiang, Yu
- In:
Economic research
32
(
2019
)
1,2
,
pp. 1965-1976
Persistent link: https://www.econbiz.de/10012435294
Saved in:
27
Risk dependence of CoVaR and structural change between oil prices and exchange rates : a
time-varying
copula
model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
28
Measuring dependence between the USA and the Asian economies : a
time-varying
copula
approach
Rajwani, Shegorika
;
Kumar, Dilip
- In:
Global business review
20
(
2019
)
4
,
pp. 962-980
Persistent link: https://www.econbiz.de/10012137520
Saved in:
29
Uncertainties and extreme risk spillover in the energy markets : a
time-varying
copula
-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
Saved in:
30
Stock market integration dynamics and its determinants in the East Asian economic community region
Sehgal, Sanjay
;
Pandey, Piyush
;
Deisting, Florent
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 389-425
Persistent link: https://www.econbiz.de/10012418496
Saved in:
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