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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
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Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng; Zhang, Zhengjun; Chen, Rong - In: Journal of econometrics 207 (2018) 2, pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
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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
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Editorial for the special issue on financial engineering and risk management for JoE
Linton, Oliver; Zhang, Zhengjun - In: Journal of econometrics 208 (2019) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10012139772
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Special issue on financial engineering and risk management
Zhang, Zhengjun (ed.); Linton, Oliver (ed.) - 2019
Persistent link: https://www.econbiz.de/10012140255
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Mark to market value at risk
Chen, Yu; Wang, Zhicheng; Zhang, Zhengjun - In: Journal of econometrics 208 (2019) 1, pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
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A group FMEA technique for LNG carriers risk evaluation with personalized individual semantics
Jin, Weidong; Cao, Mingshuo; Gai, Tiantian; Fang, Jing; … - In: Group decision and negotiation 33 (2024) 5, pp. 917-950
Persistent link: https://www.econbiz.de/10015186376