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Study of the Tail Dependence S...
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ECONIS (ZBW)
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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