Pages that link to "Item:Q3153691"
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The following pages link to Improving financial risk assessment through dependency (Q3153691):
Displaying 8 items.
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999) (← links)
- Joint threshold exceedances of stock index returns in bull and bear preriods (Q1762908) (← links)
- Extreme Financial Risks (Q3379404) (← links)
- Asymmetric extreme interdependence in emerging equity markets (Q3410962) (← links)
- (Q4660865) (← links)
- Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) (Q5247934) (← links)
- Measuring dependence in a set of asset returns (Q6054326) (← links)