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Search: subject:"time varying copula"
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Multivariate Verteilung
35
Multivariate distribution
35
Time-varying copula
18
Stock market
16
time-varying copula
16
Aktienmarkt
15
Theorie
15
Volatility
15
Volatilität
15
ARCH model
14
ARCH-Modell
14
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14
Capital income
12
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12
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11
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11
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10
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10
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10
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10
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9
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8
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8
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7
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7
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6
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6
time varying copula
6
China
5
CoVaR
5
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5
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5
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5
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5
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5
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5
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47
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39
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39
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7
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52
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Pandey, Piyush
6
Sehgal, Sanjay
6
Ahmed, Osama
4
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3
Ignatieva, Katja
3
Ji, Qiang
3
Liu, Bing-Yue
3
Platen, Eckhard
3
Ben Messaoud, Samia
2
Cai, Zongwu
2
Chang, Chi-Hung
2
Chen, Mei-Ping
2
Chung, Huimin
2
Gaisser, Sandra
2
Giacomini, Enzo
2
Hafner, Christian M.
2
Hautsch, Nikolaus
2
Huang, Dengshi
2
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2
Kielmann, Julia
2
Kouki, Mondher
2
Lee, Chien-Chiang
2
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2
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2
Min, Aleksey
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2
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2
Sghaier, Nadia
2
Spokoiny, Vladimir
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Wehn, Carsten
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Wei, Yu
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Wen, Xiaoqian
2
Yang, Bingduo
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Abdelradi, Fadi
1
Araichi, Sawssen
1
Ascorbebeitia, Jone
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Barnett, William A.
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Belkacem, Lotfi
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Finance Discipline Group, Business School
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Deutsche Bundesbank
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Energy economics
6
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Cogent Economics & Finance
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
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International review of economics & finance : IREF
2
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2
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2
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2
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1
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1
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1
Asia-Pacific Financial Markets
1
Discussion Paper Series 2
1
Discussion Paper Series 2: Banking and Financial Studies
1
Economic modelling
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Global business review
1
Graz economics papers : GEP
1
IRTG 1792 Discussion Paper
1
International journal of economics and finance
1
International journal of food and beverage manufacturing and business models : an official publication of the Information Resources Management Association
1
Japan and the World Economy
1
Japan and the world economy : international journal of theory and policy
1
Journal of International Financial Markets, Institutions and Money
1
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1
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ECONIS (ZBW)
43
RePEc
11
EconStor
7
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31
The study on the tail dependence structure between the economic policy uncertainty and several financial markets
Yao, Can-Zhong
;
Sun, Bo-Yi
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 245-265
Persistent link: https://www.econbiz.de/10012117778
Saved in:
32
Dynamic currency linkages and their determinants : an empirical study for East Asian economic community region
Pandey, Piyush
;
Sehgal, Sanjay
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1538-1556
Persistent link: https://www.econbiz.de/10012123614
Saved in:
33
Dynamics of short and long term debt market integration in the South Asian economies
Sehgal, Sanjay
;
Pandey, Piyush
;
Saini, Sakshi
- In:
Theoretical economics letters
8
(
2018
)
11
,
pp. 2416-2443
Persistent link: https://www.econbiz.de/10011911689
Saved in:
34
Vertical price transmission in the Egyptian tomato sector after the Arab Spring
Ahmed, Osama
- In:
Applied economics
50
(
2018
)
47
,
pp. 5094-5109
Persistent link: https://www.econbiz.de/10012061689
Saved in:
35
Modeling time-varying dependencies between positive-valued high-frequency time series
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
-
2012
suggest to test for time-varying dependence by calibrating a
time-varying
copula
model and to reestimate the VMEM based on …
Persistent link: https://www.econbiz.de/10010318757
Saved in:
36
Modeling Time-Varying Dependencies between Positive-Valued High-Frequency Time Series
Hautsch, Nikolaus
;
Schuamburg, Julia
;
Schienle, Melanie
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2012
suggest to test for time-varying dependence by calibrating a
time-varying
copula
model and to reestimate the VMEM based on …
Persistent link: https://www.econbiz.de/10010587716
Saved in:
37
Time-varying
copula
models in the shipping derivatives market
Shi, Wenming
;
Li, Kevin Xingang
;
Yang, Zhongzhi
;
Wang, …
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 1039-1058
Persistent link: https://www.econbiz.de/10011892949
Saved in:
38
Joint price and volumetric risk in wind power trading : a copula approach
Pircalabu, A.
;
Hvolby, T.
;
Jung, J.
;
Høg, E.
- In:
Energy economics
62
(
2017
),
pp. 139-154
Persistent link: https://www.econbiz.de/10011748068
Saved in:
39
Examining dynamic currency linkages amongst South Asian economies : an empirical study
Sehgal, Sanjay
;
Pandey, Piyush
;
Diesting, Florent
- In:
Research in international business and finance
42
(
2017
),
pp. 173-190
Persistent link: https://www.econbiz.de/10011750203
Saved in:
40
Risk correlation based on
time-varying
copula
function and extreme value theory
Ji, Xinlong
;
Zhou, Lu
- In:
Theoretical economics letters
7
(
2017
)
7
,
pp. 2213-2229
Persistent link: https://www.econbiz.de/10011786009
Saved in:
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