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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Ausreißer
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18
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14
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14
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9
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
Insurance / Mathematics & economics
33
Discussion paper / Center for Economic Research, Tilburg University
21
Risks : open access journal
15
Economic modelling
14
Journal of banking & finance
14
Journal of econometrics
14
Discussion paper / Tinbergen Institute
13
International review of financial analysis
11
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11
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11
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11
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9
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9
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9
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8
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8
International journal of forecasting
7
International review of economics & finance : IREF
7
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SFB 649 discussion paper
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Journal of mathematical finance
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6
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Astin bulletin : the journal of the International Actuarial Association
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European journal of operational research : EJOR
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ECONIS (ZBW)
24
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1
Research on extreme risk measurement in the international carbon emission futures market, based on a two-component Beta-Skew-t-EGARCH-POT model
Geng, Wenjing
;
Zhao, Xin
;
Zhou, Xiaoxiao
- In:
Applied economics
55
(
2023
)
36
,
pp. 4194-4203
Persistent link: https://www.econbiz.de/10014299610
Saved in:
2
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
3
Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014225746
Saved in:
4
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
5
Liquidation, leverage and optimal margin in bitcoin futures markets
Cheng, Zhiyong
;
Deng, Jun
;
Wang, Tianyi
;
Yu, Mei
- In:
Applied economics
53
(
2021
)
47
,
pp. 5415-5428
Persistent link: https://www.econbiz.de/10012626891
Saved in:
6
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
Saved in:
7
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
8
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
9
An empirical re-examination of extreme tail behavior : testing the assumptions of the power laws and the generalized Pareto distribution on the financial series
Liu, Wei-Han
- In:
Applied economics
51
(
2019
)
30
,
pp. 3310-3324
Persistent link: https://www.econbiz.de/10012196832
Saved in:
10
Mutual excitation between OECD stock and oil markets : a conditional intensity extreme value approach
Herrera, Rodrigo
;
González, Sergio
;
Clements, Adam
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 70-88
Persistent link: https://www.econbiz.de/10012036606
Saved in:
11
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
12
Portfolio management with tail dependence
Bergmann, Daniel Reed
;
Savoia, José Roberto Ferreira
; …
- In:
Applied economics
50
(
2018
)
51
,
pp. 5510-5520
Persistent link: https://www.econbiz.de/10012062255
Saved in:
13
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:
14
Risk assessment of oil price from static and dynamic modelling approaches
Mi, Zhi-Fu
;
Wei, Yi-Ming
;
Tang, Bao-Jun
;
Cong, Rong-Gang
; …
- In:
Applied economics
49
(
2017
)
9
,
pp. 929-939
Persistent link: https://www.econbiz.de/10011811076
Saved in:
15
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
16
Tail risk in emerging markets of Southeastern Europe
Totić, Selena
;
Božović, Miloš
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1785-1798
Persistent link: https://www.econbiz.de/10011589813
Saved in:
17
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
18
Commodity market risk from 1995 to 2013 : an extreme value theory approach
Fretheim, Torun
;
Kristiansen, Glenn
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2768-2782
Persistent link: https://www.econbiz.de/10010519613
Saved in:
19
Tail dependence and diversification benefits in emerging market stocks : an extreme value theory approach
Ergen, Ibrahim
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2215-2227
Persistent link: https://www.econbiz.de/10010417299
Saved in:
20
Long run peso/dollar exchange rates and extreme value behavior : Value at Risk modeling
Jesús, Raúl de
;
Ortiz, Edgar
;
Cabello, Alejandra
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 139-152
Persistent link: https://www.econbiz.de/10009739669
Saved in:
21
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Saved in:
22
Detecting structural breaks in tail behaviour : from the perspective of fitting the generalized Pareto distribution
Liu, Wei-han
- In:
Applied economics
45
(
2013
)
10/12
,
pp. 1273-1286
Persistent link: https://www.econbiz.de/10009718411
Saved in:
23
An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market
Iglesias, Emma M.
- In:
Applied economics
44
(
2012
)
34/36
,
pp. 4631-4637
Persistent link: https://www.econbiz.de/10009713374
Saved in:
24
Extremal analysis of currency crises in Taiwan
Ho, Tai-kuang
- In:
Applied economics
40
(
2008
)
7/9
,
pp. 1175-1186
Persistent link: https://www.econbiz.de/10003723494
Saved in:
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