Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Last searches

Results for *

Displaying results 1 to 6 of 6.

  1. Modeling dependence structure and forecasting market risk with dynamic asymmetric copula
    Published: 2015
    Publisher:  Univ. of Glasgow, Adam Smith Business School, Glasgow

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Discussion paper series / University of Glasgow, Adam Smith Business School ; 2015,15
    Subjects: asymmetry; tail dependence; dependence dynamics; dynamic skewed t copulas; VaR and ES forecasting
    Scope: Online-Ressource (51 S.), graph. Darst.
  2. Cyclical dependence in market neutral hedge funds
    Author: Crego, Julio A.; Gálvez, Julio
    Published: 2021
    Publisher:  Banco de España, Madrid

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 470
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Documentos de trabajo / Banco de España, Eurosistema ; no. 2141
    Subjects: hedge funds; market neutrality; market timing; tail dependence; risk management
    Scope: 1 Online-Ressource (circa 92 Seiten), Illustrationen
  3. Extreme value statistics in semi-supervised models
    Author: Ahmed, Hanan; Einmahl, John H. J.; Chen Zhou
    Published: 2 March 2021
    Publisher:  CentER, Center for Economic Research, Tilburg

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 37
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Discussion paper / CentER, Center for Economic Research ; no. 2021, 007
    Subjects: Asymptotic normality; extreme value index; semi-supervised inference; tail dependence; variance reduction
    Scope: 1 Online-Ressource (circa 22 Seiten), Illustrationen
  4. Tail copula estimation for heteroscedastic extremes
    Author: Einmahl, John H. J.; Chen Zhou
    Published: 7 February 2024
    Publisher:  CentER, Tilburg University, [Tilburg]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 37
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Discussion paper / CentER ; no. 2024, 003
    Subjects: Extreme value statistics; functional limit theorems; non-identical distributions; tail empirical process; tail dependence
    Scope: 1 Online-Ressource (circa 28 Seiten), Illustrationen
  5. How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?
    Author: Bampinas, Georgios; Panagiōtidēs, Theodōros
    Published: [2024]
    Publisher:  Rimini Centre for Economic Analysis, [Waterloo, Ontario]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 714
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper series / Rimini Centre for Economic Analysis ; wp 24, 01
    Subjects: Bitcoin; Ethereum; cryptocurrency; stock market; tail dependence; local Gaussian partial correlation; pandemic uncertainty; geopolitical risk uncertainty
    Scope: 1 Online-Ressource (circa 43 Seiten), Illustrationen
  6. Crash risk in the Nordic stock market
    a cross-sectional analysis
    Author: Fjærvik, Thomas
    Published: [2023]
    Publisher:  Norwegian School of Economics, Bergen, Norway

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 49
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 11250/3065504
    Series: Discussion paper / Department of Business and Management Science ; FOR 2023, 5 (April 2023)
    Subjects: Finanzkrise; Risiko; Börsenkurs; Multivariate Verteilung; Schätzung; Nordeuropa; tail dependence
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen