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Chen Zhou
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33
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1
Capturing information in extreme events
Ardakani, Omid M.
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461218
Saved in:
2
Fat tails in leading indicators
Kiss, Tamás
;
Österholm, Pär
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509103
Saved in:
3
Sunspot-driven fat tails : a note
Dave, Chetan
;
Sorge, Marco M.
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509122
Saved in:
4
Financial market activity under capital controls : lessons from extreme events
Gillas, Konstantinos Gkillas
;
Longin, François M.
- In:
Economics letters
171
(
2018
),
pp. 10-13
Persistent link: https://www.econbiz.de/10012021830
Saved in:
5
An application of extreme value theory to cryptocurrencies
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
- In:
Economics letters
164
(
2018
),
pp. 109-11
Persistent link: https://www.econbiz.de/10011939961
Saved in:
6
Tail relation between return and volume in the US stock market : an analysis based on extreme value theory
Longin, François M.
;
Pagliardi, Giovanni
- In:
Economics letters
145
(
2016
),
pp. 252-254
Persistent link: https://www.econbiz.de/10011618837
Saved in:
7
Estimation of extreme value-at-risk : an EVT approach for quantile GARCH model
Yi, Yanping
;
Feng, Xingdong
;
Huang, Zhuo
- In:
Economics letters
124
(
2014
)
3
,
pp. 378-381
Persistent link: https://www.econbiz.de/10010495168
Saved in:
8
Asymmetric extreme tails and prospective utility of momentum returns
Gregory-Allen, Russell B.
;
Lu, Helen
;
Stork, Philip
- In:
Economics letters
117
(
2012
)
1
,
pp. 295-297
Persistent link: https://www.econbiz.de/10009697756
Saved in:
9
The simple econometrics of tail dependence
Oordt, Maarten R. C. van
;
Chen Zhou
- In:
Economics letters
116
(
2012
)
3
,
pp. 371-373
Persistent link: https://www.econbiz.de/10009674350
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