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  • Search: subject:"tail dependence structure"
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Year of publication
Subject
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Multivariate Verteilung 2 Multivariate distribution 2 Statistical distribution 2 Statistische Verteilung 2 appreciation 2 copula 2 depreciation 2 exchange rates 2 tail dependence structure 2 Abwertung 1 Ausreißer 1 Capital income 1 Currency devaluation 1 Dynamic asymmetric tail dependence structure 1 Dynamic skew- copula 1 Exchange rate 1 Ghana 1 Kapitaleinkommen 1 Multi-asset investment 1 Outliers 1 Portfolio management 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1 Time series analysis 1 Wechselkurs 1 Zeitreihenanalyse 1
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Online availability
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Free 3 CC license 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Adam, Anokye M. 2 Mensah, Prince Osei 2 Ito, Kakeru 1 Yoshiba, Toshinao 1
Published in...
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International review of economics & finance : IREF 1 Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management : dynamic skew-t copula approach
Ito, Kakeru; Yoshiba, Toshinao - In: International review of economics & finance : IREF 97 (2025), pp. 1-19
Persistent link: https://www.econbiz.de/10015324226
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Copula-based assessment of co-movement and tail dependence structure among major trading foreign currencies in Ghana
Mensah, Prince Osei; Adam, Anokye M. - In: Risks 8 (2020) 2, pp. 1-20
This paper examines the joint movement and tail dependence structure between the pair of foreign exchange rates (EUR …
Persistent link: https://www.econbiz.de/10013200588
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Cover Image
Copula-based assessment of co-movement and tail dependence structure among major trading foreign currencies in Ghana
Mensah, Prince Osei; Adam, Anokye M. - In: Risks : open access journal 8 (2020) 2/55, pp. 1-20
This paper examines the joint movement and tail dependence structure between the pair of foreign exchange rates (EUR …
Persistent link: https://www.econbiz.de/10012292894
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