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~type_genre:"Aufsatz in Zeitschrift"
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1
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:
2
Asymetrie během finančních krizí : asymetrické volatilita převyšuje důležitost asymetrické korelace
Frýd, Lukáš
- In:
Politická ekonomie : teorie, modelování, aplikace
66
(
2018
)
3
,
pp. 302-329
Persistent link: https://www.econbiz.de/10011878024
Saved in:
3
Comovement, liquidity and asymmetries
Xiong, James X.
- In:
Journal of investment management : JOIM
19
(
2021
)
1
,
pp. 90-108
Persistent link: https://www.econbiz.de/10012814373
Saved in:
4
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
5
What causes the
asymmetric
correlation
in stock returns?
Chung, Y. Peter
;
Hong, Hyun A.
;
Kim, S. Thomas
- In:
Journal of empirical finance
54
(
2019
),
pp. 190-212
Persistent link: https://www.econbiz.de/10012174849
Saved in:
6
Three regime bivariate normal distribution : a new estimation method for co-value-at-risk, CoVaR
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
The European journal of finance
25
(
2019
)
18
,
pp. 1817-1833
Persistent link: https://www.econbiz.de/10012207151
Saved in:
7
Asymmetric
correlation
as an explanation for the effect of asset skewness on equity returns
Chung, Y. Peter
;
Kim, Thomas S.
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
5
,
pp. 686-699
Persistent link: https://www.econbiz.de/10011779392
Saved in:
8
Asymmetric
correlation
of sovereign bond yield dynamics in the Eurozone
Dajcman, Silvo
- In:
Panoeconomicus
60
(
2013
)
6
,
pp. 775-789
Persistent link: https://www.econbiz.de/10010341632
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