Skip to contents McNeil, Alexander J. [Author]; Frey, Rüdiger [Author]; Embrechts, Paul [Author] Quantitative risk management : concepts, techniques and tools Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Princeton, NJ [u.a.]: Princeton Univ. Press, 2005 Published in: Princeton series in finance Braun, Valentin [Author] Dynamic copulas for finance : an application to portfolio risk calculation - [1. Aufl.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Lohmar; Köln: Eul, 2011 Published in: Reihe Quantitative Ökonomie ; 16600 Leśkow, Jacek [Author]; Mokrzycka, Justyna [Author]; Krawiec, Kamil [Author] Modeling stock market indexes with copula functions Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Rzeszów: University of Information Technology and Management, 2011 Zhang, Mianmian [Author]; Zhu, Bing [Author]; Li, Ziyuan [Author]; Jin, Siyuan [Author]; Xia, Yong [Author] Relationships among return and liquidity of cryptocurrencies Articles View online Schließen > Access https://jfin-swufe.springeropen.com/counter/pdf/10.1186/s40854-023-00532-z.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: Financial innovation ; 10(2024), Artikel-ID 3, Seite 1-30 Luo, Zidan [Author]; WANG, Lei [Author] Does Digital Transformation Exacerbate Systemic Risk? An Empirical Test Based on Text Mining Books View online Schließen > Access https://ssrn.com/abstract=4480804 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Denkowska, Anna [Author]; Wanat, Stanisław [Author] Dependencies and systemic risk in the European insurance sector : new evidence based on Copula-DCC-GARCH model and selected clustering methods Articles View online Schließen > Access Full access (via DOI) https://eber.uek.krakow.pl/index.php/eber/article/view/716/628 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2020 Published in: Entrepreneurial business and economics review ; 8(2020), 4 vom: Dez., Seite 7-27 Osoolian, Mohammad [Author]; Hosseiny Esfidvajani, Seyed Ali [Author]; Ramezani, Masoome [Author] Investigating the importance of different companies of Tehran stock exchange using lower tail dependency based interaction network Articles View online Schließen > Access https://www.ijfifsa.ir/article_161666_bc6459cbeb92cc9e0e8c90c26b67b331.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Iranian journal of finance ; 7(2023), 1, Seite 1-20 Ahmed, Osama [Author] Assessing the current situation of the world wheat market leadership: Using the semi-parametric approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021 Alqaralleh, Huthaifa [Author]; Canepa, Alessandra [Author] Evidence of stock market contagion during the COVID-19 pandemic : a wavelet-copula-GARCH approach Articles View online Schließen > Access https://www.mdpi.com/1911-8074/14/7/329/pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Journal of risk and financial management ; 14(2021), 7 vom: Juli, Artikel-ID 329, Seite 1-18 Alqaralleh, Huthaifa [Author]; Canepa, Alessandra [Author]; Zanetti Chini, Emilio [Author] Financial contagion during the Covid-19 pandemic : a wavelet-copula-GARCH approach Books View online Schließen > Access https://www.est.unito.it/do/home.pl/Download?doc=/allegati/wp2021dip/wp_10_2021.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Torino (Italy): Università degli studi di Torino, Department of Economics and Statistics “Cognetti de Martiis”, [2021] Published in: Working paper series ; 2021,10 Bodnar, Taras [Author]; Hautsch, Nikolaus [Author] Copula-based dynamic conditional correlation multiplicative error processes Books View online Schließen > Links http://hdl.handle.net/10419/87704 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Goethe University Frankfurt, Center for Financial Studies (CFS), 2013 Tinkl, Fabian [Author]; Reichert, Katja [Author] Dynamic copula-based Markov chains at work: Theory, testing and performance in modeling daily stock returns Books View online Schließen > Links http://hdl.handle.net/10419/48666 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Nürnberg: Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW), 2011 Alqaralleh, Huthaifa [Author]; Canepa, Alessandra [Author] Evidence of stock market contagion during the COVID-19 pandemic: A wavelet-copula-GARCH approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021 Bianchi, Carluccio [Author]; Fantazzini, Dean [Author]; De Giuli, Maria Elena [Author]; Maggi, Mario [Author] Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study Books View online Schließen > Links http://hdl.handle.net/10419/95309 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Pavia: Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ), 2009 Paolella, Marc S. [Author]; Polak, Pawel [Author] ALRIGHT : asymmetric LaRge-Scale (I)GARCH with hetero-tails Books View online Schließen > Access https://ssrn.com/abstract=1628146 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Genève: Swiss Finance Inst., 2010 Published in: Swiss Finance Institute: Research paper series ; 2010,27 Tian, Maoxi [Author]; M. Alshater, Muneer [Author]; Yoon, Seong-Min [Author] Dynamic Risk Spillovers from Oil to Stock Markets : Fresh Evidence from GARCH Copula Quantile Regression-Based CoVar Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4385108 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Beckers, Benjamin [Author]; Herwartz, Helmut [Author]; Seidel, Moritz [Author] Forecasting the risk of speculative assets by means of copula distributions Books View online Schließen > Links http://hdl.handle.net/10419/71115 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Deutsches Institut für Wirtschaftsforschung (DIW), 2013 Bodnar, Taras [Author]; Hautsch, Nikolaus [Author] Copula-based dynamic conditional correlation multiplicative error processes Books View online Schließen > Links http://hdl.handle.net/10419/79582 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2012 Fülle, Markus J. [Author]; Herwartz, Helmut [Author] A Multivariate Markov-Switching GARCH Model with Copula-Distributed Innovations Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3947734 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Mokrzycka, Justyna [Author] Bayesian comparison of bivariate copula-GARCH and MGARCH models Articles View online Schließen > Access http://www.cejeme.eu/publishedarticles/2019-11-03-636898938647656250-9288.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2019 Published in: Central European journal of economic modelling and econometrics ; 11(2019), 1, Seite 47-71
McNeil, Alexander J. [Author]; Frey, Rüdiger [Author]; Embrechts, Paul [Author] Quantitative risk management : concepts, techniques and tools Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Princeton, NJ [u.a.]: Princeton Univ. Press, 2005 Published in: Princeton series in finance
Braun, Valentin [Author] Dynamic copulas for finance : an application to portfolio risk calculation - [1. Aufl.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Lohmar; Köln: Eul, 2011 Published in: Reihe Quantitative Ökonomie ; 16600
Leśkow, Jacek [Author]; Mokrzycka, Justyna [Author]; Krawiec, Kamil [Author] Modeling stock market indexes with copula functions Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Rzeszów: University of Information Technology and Management, 2011
Zhang, Mianmian [Author]; Zhu, Bing [Author]; Li, Ziyuan [Author]; Jin, Siyuan [Author]; Xia, Yong [Author] Relationships among return and liquidity of cryptocurrencies Articles View online Schließen > Access https://jfin-swufe.springeropen.com/counter/pdf/10.1186/s40854-023-00532-z.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: Financial innovation ; 10(2024), Artikel-ID 3, Seite 1-30
> Access https://jfin-swufe.springeropen.com/counter/pdf/10.1186/s40854-023-00532-z.pdf Full access (via DOI) Show more show less
Luo, Zidan [Author]; WANG, Lei [Author] Does Digital Transformation Exacerbate Systemic Risk? An Empirical Test Based on Text Mining Books View online Schließen > Access https://ssrn.com/abstract=4480804 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Denkowska, Anna [Author]; Wanat, Stanisław [Author] Dependencies and systemic risk in the European insurance sector : new evidence based on Copula-DCC-GARCH model and selected clustering methods Articles View online Schließen > Access Full access (via DOI) https://eber.uek.krakow.pl/index.php/eber/article/view/716/628 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2020 Published in: Entrepreneurial business and economics review ; 8(2020), 4 vom: Dez., Seite 7-27
> Access Full access (via DOI) https://eber.uek.krakow.pl/index.php/eber/article/view/716/628 Show more show less
Osoolian, Mohammad [Author]; Hosseiny Esfidvajani, Seyed Ali [Author]; Ramezani, Masoome [Author] Investigating the importance of different companies of Tehran stock exchange using lower tail dependency based interaction network Articles View online Schließen > Access https://www.ijfifsa.ir/article_161666_bc6459cbeb92cc9e0e8c90c26b67b331.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Iranian journal of finance ; 7(2023), 1, Seite 1-20
> Access https://www.ijfifsa.ir/article_161666_bc6459cbeb92cc9e0e8c90c26b67b331.pdf Full access (via DOI) Show more show less
Ahmed, Osama [Author] Assessing the current situation of the world wheat market leadership: Using the semi-parametric approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021
Alqaralleh, Huthaifa [Author]; Canepa, Alessandra [Author] Evidence of stock market contagion during the COVID-19 pandemic : a wavelet-copula-GARCH approach Articles View online Schließen > Access https://www.mdpi.com/1911-8074/14/7/329/pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Journal of risk and financial management ; 14(2021), 7 vom: Juli, Artikel-ID 329, Seite 1-18
Alqaralleh, Huthaifa [Author]; Canepa, Alessandra [Author]; Zanetti Chini, Emilio [Author] Financial contagion during the Covid-19 pandemic : a wavelet-copula-GARCH approach Books View online Schließen > Access https://www.est.unito.it/do/home.pl/Download?doc=/allegati/wp2021dip/wp_10_2021.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Torino (Italy): Università degli studi di Torino, Department of Economics and Statistics “Cognetti de Martiis”, [2021] Published in: Working paper series ; 2021,10
> Access https://www.est.unito.it/do/home.pl/Download?doc=/allegati/wp2021dip/wp_10_2021.pdf Show more show less
Bodnar, Taras [Author]; Hautsch, Nikolaus [Author] Copula-based dynamic conditional correlation multiplicative error processes Books View online Schließen > Links http://hdl.handle.net/10419/87704 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Goethe University Frankfurt, Center for Financial Studies (CFS), 2013
Tinkl, Fabian [Author]; Reichert, Katja [Author] Dynamic copula-based Markov chains at work: Theory, testing and performance in modeling daily stock returns Books View online Schließen > Links http://hdl.handle.net/10419/48666 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Nürnberg: Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW), 2011
Alqaralleh, Huthaifa [Author]; Canepa, Alessandra [Author] Evidence of stock market contagion during the COVID-19 pandemic: A wavelet-copula-GARCH approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021
Bianchi, Carluccio [Author]; Fantazzini, Dean [Author]; De Giuli, Maria Elena [Author]; Maggi, Mario [Author] Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study Books View online Schließen > Links http://hdl.handle.net/10419/95309 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Pavia: Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ), 2009
Paolella, Marc S. [Author]; Polak, Pawel [Author] ALRIGHT : asymmetric LaRge-Scale (I)GARCH with hetero-tails Books View online Schließen > Access https://ssrn.com/abstract=1628146 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Genève: Swiss Finance Inst., 2010 Published in: Swiss Finance Institute: Research paper series ; 2010,27
Tian, Maoxi [Author]; M. Alshater, Muneer [Author]; Yoon, Seong-Min [Author] Dynamic Risk Spillovers from Oil to Stock Markets : Fresh Evidence from GARCH Copula Quantile Regression-Based CoVar Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4385108 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Beckers, Benjamin [Author]; Herwartz, Helmut [Author]; Seidel, Moritz [Author] Forecasting the risk of speculative assets by means of copula distributions Books View online Schließen > Links http://hdl.handle.net/10419/71115 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Deutsches Institut für Wirtschaftsforschung (DIW), 2013
Bodnar, Taras [Author]; Hautsch, Nikolaus [Author] Copula-based dynamic conditional correlation multiplicative error processes Books View online Schließen > Links http://hdl.handle.net/10419/79582 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2012
Fülle, Markus J. [Author]; Herwartz, Helmut [Author] A Multivariate Markov-Switching GARCH Model with Copula-Distributed Innovations Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3947734 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Mokrzycka, Justyna [Author] Bayesian comparison of bivariate copula-GARCH and MGARCH models Articles View online Schließen > Access http://www.cejeme.eu/publishedarticles/2019-11-03-636898938647656250-9288.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2019 Published in: Central European journal of economic modelling and econometrics ; 11(2019), 1, Seite 47-71
> Access http://www.cejeme.eu/publishedarticles/2019-11-03-636898938647656250-9288.pdf Full access (via DOI) Show more show less
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