//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Study of the Tail Dependence S...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
China
20
Theorie
15
Theory
15
Portfolio selection
8
Portfolio-Management
8
Risikomanagement
7
Risikomaß
7
Risk management
7
Risk measure
7
Estimation
6
Estimation theory
6
Group decision-making
6
Gruppenentscheidung
6
Risiko
6
Risk
6
Schätztheorie
6
Schätzung
6
Volatility
6
Volatilität
6
Ausreißer
5
Correlation
5
Export
5
Korrelation
5
Outliers
5
Statistical distribution
5
Statistische Verteilung
5
Time series analysis
5
Virtual currency
5
Virtuelle Währung
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Anleihe
4
Auction
4
Auction theory
4
Auktion
4
Auktionstheorie
4
Bank
4
Bond
4
Decision
4
more ...
less ...
Online availability
All
Undetermined
45
Free
26
CC license
2
Type of publication
All
Article
69
Book / Working Paper
24
Other
1
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Aufsatz im Buch
5
Book section
5
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
research-article
2
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
Undetermined
45
Author
All
Wu, Jian
38
Zhang, Zhengjun
29
Zhao, Yong
24
Feng, Wenjun
4
Linton, Oliver
4
Lu, Xunfa
4
Ma, Zhong
4
Wang, Lili
4
Jing, Xin
3
Laurenceson, James
3
Nguyen, Tho
3
Rao, Congjun
3
Sun, Mingliang
3
Yu, Liangmin
3
Zhao Yong
3
Apergēs, Nikolaos
2
Cao, Mingshuo
2
Cui, Qiurong
2
Deng, Haiqin
2
Gai, Tiantian
2
Guo, Kun
2
He, Pengchao
2
Hu, Tao
2
Jiang, Cheng
2
Kang, Xiao
2
Liang, Changyong
2
Lindhjem, Henrik
2
Liu, Xiaojie
2
Liu, Yujia
2
Ma, Shihua
2
Ma, Yong
2
Mao, Yujiao
2
Pei, Z. J.
2
Peng, Xiaobao
2
Sheng, Kang
2
Simmelink, Kelli
2
Skjelvik, John Magne
2
Song, Guojun
2
Sun, Xuekun
2
Todorov, Viktor
2
more ...
less ...
Institution
All
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
1
International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
Published in...
All
Journal of econometrics
9
Group decision and negotiation
5
Energy economics
3
Finance research letters
3
East Asia Economic Research Group discussion paper
2
Electronic commerce research and applications
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Finance : revue de l'Association Française de Finance
2
International journal of manufacturing technology and management
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The green fiscal mechanism and reform for low carbon development : East Asia and Europe
2
Applied economics
1
CIRJE F-Series
1
China & world economy
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Chinese management studies
1
Computational economics
1
Corporate social responsibility and environmental management
1
Econometric analysis of financial and economic time series
1
Econometric analysis of financial and economic time series ; part B
1
Economic modelling
1
Economic research
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Environmental pricing : studies in policy choices and interactions
1
Financial innovation : FIN
1
Frontiers of business research in China : selected publications from Chinese universities
1
Green fiscal reform for a sustainable future : reform, innovation and renewable energy
1
Industrial Management & Data Systems
1
Industrial Robot: An International Journal
1
Insurance / Mathematics & economics
1
International Journal of Emerging Markets
1
International Journal of Grid and High Performance Computing (IJGHPC)
1
International Transactions in Operational Research
1
International journal of production research
1
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
1
Journal of banking & finance
1
Journal of business ethics : JBE
1
Journal of economics
1
Journal of innovation & knowledge : JIK
1
Journal of international money and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
83
Other ZBW resources
5
OLC EcoSci
3
BASE
2
RePEc
1
Showing
1
-
10
of
94
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new class of tail-dependent time-series models and its applications in financial time series
Zhang, Zhengjun
-
2006
Persistent link: https://www.econbiz.de/10003350123
Saved in:
2
Consistency in MCGDM problems with intuitionistic fuzzy preference relations based on an exponential score function
Wu, Jian
- In:
Group decision and negotiation
25
(
2016
)
2
,
pp. 399-420
Persistent link: https://www.econbiz.de/10011447983
Saved in:
3
Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng
;
Shi, Peng
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
Saved in:
4
A generalized beta copula with applications in modeling multivariate long-tailed data
Yang, Xipei
;
Frees, Edward W.
;
Zhang, Zhengjun
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10009241946
Saved in:
5
Stock market interactions driven by large declines
Ma, Yong
;
Zhang, Weiguo
;
Zhang, Zhengjun
;
Xu, Weidong
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 159-171
Persistent link: https://www.econbiz.de/10010485770
Saved in:
6
Extreme co-movements and extreme impacts in high frequency data in finance
Zhang, Zhengjun
;
Shinki, Kazuhiko
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1399-1415
Persistent link: https://www.econbiz.de/10003461168
Saved in:
7
Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong
;
Zhang, Zhengjun
;
Zhang, Weiguo
;
Xu, Weidong
- In:
Computational economics
45
(
2015
)
4
,
pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
Saved in:
8
Informed trading in the Bitcoin market
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Finance research letters
26
(
2018
),
pp. 63-70
Persistent link: https://www.econbiz.de/10012005541
Saved in:
9
Max-linear competing factor models
Cui, Qiurong
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10011894393
Saved in:
10
Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun
;
Zhu, Bin
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->