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  1. McNeil, Alexander J. [Author]; Frey, Rüdiger [Author]; Embrechts, Paul [Author]

    Quantitative risk management : concepts, techniques and tools

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    Princeton, NJ [u.a.]: Princeton Univ. Press, 2005

    Published in: Princeton series in finance

  2. Zhang, Mianmian [Author]; Zhu, Bing [Author]; Li, Ziyuan [Author]; Jin, Siyuan [Author]; Xia, Yong [Author]

    Relationships among return and liquidity of cryptocurrencies

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    2024

    Published in: Financial innovation ; 10(2024), Artikel-ID 3, Seite 1-30

  3. 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

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    2020

    Published in: Entrepreneurial business and economics review ; 8(2020), 4 vom: Dez., Seite 7-27

  4. 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

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    2023

    Published in: Iranian journal of finance ; 7(2023), 1, Seite 1-20

  5. Alqaralleh, Huthaifa [Author]; Canepa, Alessandra [Author]

    Evidence of stock market contagion during the COVID-19 pandemic : a wavelet-copula-GARCH approach

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    2021

    Published in: Journal of risk and financial management ; 14(2021), 7 vom: Juli, Artikel-ID 329, Seite 1-18

  6. Alqaralleh, Huthaifa [Author]; Canepa, Alessandra [Author]; Zanetti Chini, Emilio [Author]

    Financial contagion during the Covid-19 pandemic : a wavelet-copula-GARCH approach

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    Torino (Italy): Università degli studi di Torino, Department of Economics and Statistics “Cognetti de Martiis”, [2021]

    Published in: Working paper series ; 2021,10

  7. Tinkl, Fabian [Author]; Reichert, Katja [Author]

    Dynamic copula-based Markov chains at work: Theory, testing and performance in modeling daily stock returns

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    Nürnberg: Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW), 2011

  8. 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

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    Pavia: Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ), 2009