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1
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
2
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
3
Risk aggregation with
copula
for banking industry
Yoshiba, Toshinao
-
2015
Persistent link: https://www.econbiz.de/10011375924
Saved in:
4
Dependent metaverse risk forecasts with heteroskedastic models and ensemble learning
Syuhada, Kreshna
;
Tjahjono, Venansius
;
Hakim, Arief
- In:
Risks : open access journal
11
(
2023
)
2
,
pp. 1-25
cryptocurrency investment strategies, portfolio
allocation
, and decision-making, particularly during extremely negative shocks. …
Persistent link: https://www.econbiz.de/10014234332
Saved in:
5
Remarks on a
copula
-based conditional value at risk for the portfolio problem
Molina Barreto, Andres Mauricio
;
Ishimura, Naoyuki
- In:
Intelligent systems in accounting, finance & management
30
(
2023
)
3
,
pp. 150-170
Persistent link: https://www.econbiz.de/10014375330
Saved in:
6
Asymmetries in risk spillovers between currency and stock markets : evidence from the CoVaR-
copula
approach
Wang, Yi-Chiuan
;
Lai, Yi-hao
;
Wu, Jyh-lin
- In:
Review of quantitative finance and accounting
63
(
2024
)
3
,
pp. 1083-1119
Persistent link: https://www.econbiz.de/10015178475
Saved in:
7
Stochastic orders and distortion risk contribution ratio measures
Zhang, Yiying
- In:
Insurance : mathematics and economics
118
(
2024
),
pp. 104-122
Persistent link: https://www.econbiz.de/10015067027
Saved in:
8
Regional air quality conformity in transportation networks with stochastic dependencies : a theoretical
Copula
-based model
Ng, ManWo
;
Lo, Hong K.
- In:
Networks and spatial economics : a journal of …
13
(
2013
)
4
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010226738
Saved in:
9
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
10
On the distribution of sums of random variables with
copula
-induced dependence
Gijbels, Irène
;
Herrmann, Klaus
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 27-44
Persistent link: https://www.econbiz.de/10010469189
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