EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"concurrence of extreme values"
Narrow search

Narrow search

Year of publication
Subject
All
Cointegration 2 concurrence of extreme values 2 financial market 2 Ausreißer 1 Börsenkurs 1 Extreme Value Theory 1 Financial market 1 Finanzmarkt 1 Kointegration 1 Outliers 1 Risikomaß 1 Risk measure 1 Share price 1 Theorie 1 Theory 1 cointegration 1 extreme value theory 1
more ... less ...
Online availability
All
Free 1 Undetermined 1
Type of publication
All
Article 1 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1 Undetermined 1
Author
All
Kadlcakova, Narcisa 2 Komarkova, Zlatuse 2 Hlavacek, Michal 1 Hlaváček, Michal 1 Komarek, Lubos 1 Komárek, Luboš 1
Institution
All
Česká Národní Banka 1
Published in...
All
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Working Papers / Česká Národní Banka 1
Source
All
ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory
Kadlcakova, Narcisa; Komarek, Lubos; Komarkova, Zlatuse; … - Česká Národní Banka - 2013
This paper examines the potential for concurrence of crises in the foreign exchange, stock, and government bond markets as well as identifying asset price misalignments from equilibrium for three Central European countries and the euro area. Concurrence is understood as the joint occurrence of...
Persistent link: https://www.econbiz.de/10010783572
Saved in:
Cover Image
Identification of asset price misalignments on financial markets with extreme value theory
Kadlcakova, Narcisa; Komárek, Luboš; Komarkova, Zlatuse; … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2595-2609
Persistent link: https://www.econbiz.de/10011675444
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...