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Dating the financial cycle with uncertainty estimates : a wavelet proposition
Ardila, Diego; Sornette, Didier - In: Finance research letters 19 (2016), pp. 298-304
Persistent link: https://www.econbiz.de/10011657731
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Market reaction, COVID-19 pandemic and return distribution
Jin, Chenglu; Lu, Xingyu; Zhang, Yihan - In: Finance research letters 47 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013553679
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Asymmetric tail dependence in cryptocurrency markets : a Model-free approach
Ahn, Yongkil - In: Finance research letters 47 (2022) 2, pp. 1-5
Persistent link: https://www.econbiz.de/10013553804
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Wall Street sneezes and global finance catches a cold : How does geopolitical risk contribute? A tale of tail
Neto, David - In: Finance research letters 73 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015211455
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Robust estimation of skewness and kurtosis in distributions with infinite higher moments
Bonato, Matteo - In: Finance research letters 8 (2011) 2, pp. 77-87
Persistent link: https://www.econbiz.de/10009301294
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Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl; Holmberg, Ulf; Brännäs, Kurt - In: Finance research letters 8 (2011) 2, pp. 59-68
Persistent link: https://www.econbiz.de/10009301309
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Implementing likelihood-based inference for fat-tailed distributions
Rekkas, M.; Wong, A. - In: Finance research letters 5 (2008) 1, pp. 32-46
Persistent link: https://www.econbiz.de/10003751276
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On measuring concentration in banking systems
Alegria, Carlos; Schaeck, Klaus - In: Finance research letters 5 (2008) 1, pp. 59-67
Persistent link: https://www.econbiz.de/10003751287
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter; Ewald, Christian-Oliver; Xiao, Yajun - In: Finance research letters 5 (2008) 3, pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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Evaluating density forecasts via the copula approach
Chen, Xiaohong; Fan, Yanqin - In: Finance research letters 1 (2004) 1, pp. 74-84
Persistent link: https://www.econbiz.de/10003307253