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43
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25
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25
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22
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22
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21
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19
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19
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17
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17
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16
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15
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15
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14
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11
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Scandinavian actuarial journal
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ECONIS (ZBW)
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EconStor
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581
Sovereign contagion risk measure across financial markets in the eurozone : a bivariate copulas and Markov Regime Switching ARMA based approaches
Bouker, Sawsen
;
Mansouri, Fayçal
- In:
Review of world economics
158
(
2022
)
2
,
pp. 615-711
Persistent link: https://www.econbiz.de/10014307166
Saved in:
582
Has the dependence structure of the BRICS exchange rates changed after the financial crisis? : Evidence from R-Vine copula model
Zhang, Zhuoqun
;
Zhang, Tao
- In:
International journal of emerging markets
17
(
2022
)
10
,
pp. 2490-2509
Persistent link: https://www.econbiz.de/10014331961
Saved in:
583
Linkage transitions between oil and the stock markets of countries with the highest COVID-19 cases
Hussain, Saiful Izzuan
;
Nur-Firyal, R.
;
Ruza, Nadiah
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014335211
Saved in:
584
Interfuel substitution : a copula approach
Serletis, Apostolos
;
Xu, Libo
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014335252
Saved in:
585
Dynamic signal selection strategies
Madan, Dilip B.
;
Sharaiha, Yazid M.
;
Sundsøy, Pål
- In:
The journal of investment strategies
11
(
2022
)
4
,
pp. 31-50
Persistent link: https://www.econbiz.de/10014335858
Saved in:
586
COVID-19 and currency dependences : empirical evidence from BRICS
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Finance research letters
45
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014574912
Saved in:
587
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
588
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting
Han, Xuyuan
;
Liu, Zhenya
;
Wang, Shixuan
- In:
Journal of commodity markets
25
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013204443
Saved in:
589
A derivative-free trust-region algorithm with copula-based models for probability maximization problems
Butyn, Emerson
;
Karas, Elizabeth W.
;
Oliveira, Welington de
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10013206808
Saved in:
590
A new class of copula regression models for modelling multivariate heavy-tailed data
Li, Zhengxiao
;
Beirlant, Jan
;
Yang, Liang
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 243-261
Persistent link: https://www.econbiz.de/10013264956
Saved in:
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