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Search: subject:"dynamic dependence"
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dynamic dependence
15
Multivariate Verteilung
14
Multivariate distribution
14
Dynamic dependence
11
Theorie
10
Volatility
10
Volatilität
10
Theory
9
ARCH model
7
ARCH-Modell
7
Zeitreihenanalyse
7
Aktienmarkt
6
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Share price
6
Stock market
6
Time series analysis
6
copula
6
Oil price
5
Welt
5
World
5
Credit risk
4
Estimation
4
Risiko
4
Risk
4
Schätzung
4
multivariate Student's t distribution
4
Ölpreis
4
Anleihe
3
Bond
3
CDS-correlation
3
Credit derivative
3
Kreditderivat
3
Kreditrisiko
3
Markov chain
3
Markov jump processes
3
Markov-Kette
3
Portfolio credit risk
3
Risikomanagement
3
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Undetermined
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Free
13
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Article
20
Book / Working Paper
12
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Article in journal
18
Aufsatz in Zeitschrift
18
Working Paper
5
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
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1
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1
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English
23
Undetermined
9
Author
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Koopman, Siem Jan
7
Lucas, André
7
Creal, Drew
4
Herbertsson, Alexander
3
Jacobs, Kris
3
Jin, Xisong
3
Langlois, Hugues
3
Li, Rong
3
Li, Sufang
3
Lit, Rutger
3
Christoffersen, Peter
2
Fan, Ying
2
Ji, Qiang
2
Liu, Bing-Yue
2
Shahzad, Syed Jawad Hussain
2
Urom, Christian
2
Zhu, Huiming
2
Chang, Jing
1
Chen, Zhenlong
1
Christoffersen, Peter F.
1
DM, Zimmer
1
Deb, Partha
1
Drakeford, Benjamin M
1
Dutta, Anupam
1
Errunza, Vihang
1
Gong, Jinguo
1
Hao, Xiaozhen
1
Hu, Zongyi
1
Li, Jie
1
Li, Ping
1
Li, Zhao-Lai
1
Liu, Xiaoquan
1
Liu, Yue
1
Mayordomo, Sergio
1
McMillan, David G.
1
Naifar, Nader
1
Ndubuisi, Gideon Onyewuchi
1
P, Deb
1
PK, Trivedi
1
Peña Sánchez de Rivera, Juan Ignacio
1
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School of Economics and Management, University of Aarhus
2
Tinbergen Instituut
2
Department of Economics and Related Studies, University of York
1
Nationalekonomiska institutionen, Handelshögskolan
1
Tinbergen Institute
1
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Tinbergen Institute Discussion Papers
3
CREATES Research Papers
2
Discussion paper / Tinbergen Institute
2
Energy economics
2
International review of financial analysis
2
Tinbergen Institute Discussion Paper
2
Applied financial economics
1
Cahiers d'etudes / Banque Centrale du Luxembourg
1
Economic modelling
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
Health economics
1
Health, Econometrics and Data Group (HEDG) Working Papers
1
International Review of Economics & Finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Quantitative finance and economics
1
Review of Derivatives Research
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
Working Papers in Economics
1
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ECONIS (ZBW)
21
RePEc
9
EconStor
2
Showing
1
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10
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32
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1
Decomposing systemic risk measures by bank business model in Luxembourg
Jin, Xisong
-
2024
Persistent link: https://www.econbiz.de/10014477350
Saved in:
2
Cross-country risk spillovers : a FHM factor copula approach
Chang, Jing
;
Hao, Xiaozhen
;
Chen, Zhenlong
- In:
Economic modelling
150
(
2025
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015441516
Saved in:
3
Dependence of transition minerals on global clean energy and technology stocks
Ndubuisi, Gideon Onyewuchi
;
Urom, Christian
- In:
Finance research letters
85
(
2025
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10015556676
Saved in:
4
Time-frequency dependence and connectedness between financial technology and green assets
Urom, Christian
- In:
International economics : a journal published by CEPII …
175
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014428858
Saved in:
5
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
6
Reconstruction and
dynamic
dependence
analysis of global economic policy uncertainty
Liu, Yue
;
Zheng, Yuhang
;
Drakeford, Benjamin M
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 550-561
Persistent link: https://www.econbiz.de/10012176595
Saved in:
7
Comparing the risk spillover from oil and gas to investment grade and high-yield bonds through optimal copulas
Rahman, Md Lutfur
;
Shahzad, Syed Jawad Hussain
;
Uddin, …
- In:
The energy journal
43
(
2022
)
1
,
pp. 215-239
Persistent link: https://www.econbiz.de/10013187659
Saved in:
8
Dependence dynamics of Islamic and conventional equity sectors : what do we learn from the decoupling hypothesis and COVID-19 pandemic?
Shahzad, Syed Jawad Hussain
;
Naifar, Nader
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413565
Saved in:
9
Empirical analysis of the
dynamic
dependence
between WTI oil and Chinese energy stocks
Li, Jie
;
Li, Ping
- In:
Energy economics
93
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012643312
Saved in:
10
Modelling
dynamic
dependence
and risk spillover between all oil price shocks and stock market returns in the BRICS
Ji, Qiang
;
Liu, Bing-Yue
;
Zhao, Wan-Li
;
Fan, Ying
- In:
International review of financial analysis
68
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012301045
Saved in:
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