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An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
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Analyzing dynamic dependencies in time series
Birr, Stefan David - 2017
Persistent link: https://www.econbiz.de/10012659401
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Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Hanif, Waqas; Hernandez, Jose Arreola; Sadorsky, Perry A.; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012659565
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A quantile-copula approach to dependence between financial assets
Kim, Jong-Min; Tabacu, Lucia; Jung, Hojin - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
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A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Jiang, Cuixia; Ding, Xiaoyi; Xu, Qifa; Tong, Yongbo - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
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The dependence between income inequality and carbon emissions : a distributional copula analysis
Dorn, Franziska; Maxand, Simone; Kneib, Thomas - 2021
income inequality and emissions by applying distributional copula models on an unbalanced panel data set of 154 countries …
Persistent link: https://www.econbiz.de/10012487787
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Multi-objective portfolio optimization under tempered stable Lévy distribution with Copula dependence
Gong, Xiao-Li; Xiong, Xiong - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012490240
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Redundancy in systems with heterogeneous dependent components
Navarro, Jorge; Fernández-Martínez, Pedro - In: European journal of operational research : EJOR 290 (2021) 2, pp. 766-778
Persistent link: https://www.econbiz.de/10012495254
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Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan; Patton, Andrew J. - 2021 - This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
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Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida; Boubaker, Heni; Belkacem, Lotfi - In: Computational economics 58 (2021) 2, pp. 461-482
Persistent link: https://www.econbiz.de/10012615046