The following pages link to Extreme Financial Risks (Q3379404):
Displaying 50 items.
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
- Strategic asset allocation with switching dependence (Q470426) (← links)
- Dynamic bifurcations on financial markets (Q508296) (← links)
- Heavy-tailed distribution of cyber-risks (Q614593) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- New constructions of diagonal patchwork copulas (Q730929) (← links)
- Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
- Semiparametric bivariate Archimedean copulas (Q901593) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Physics of risk and uncertainty in quantum decision making (Q977773) (← links)
- On the construction of copulas and quasi-copulas with given diagonal sections (Q998258) (← links)
- Global loss diversification in the insurance sector (Q1023104) (← links)
- Nonlinear filtering with correlated Lévy noise characterized by copulas (Q1654334) (← links)
- Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326) (← links)
- Risk externalities: when financial imperfections are not the problem, but part of the solution (Q1669112) (← links)
- Joint threshold exceedances of stock index returns in bull and bear preriods (Q1762908) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (Q1994045) (← links)
- Introduction to extreme value theory: applications to risk analysis and management (Q2001261) (← links)
- Tail dependence and heavy tailedness in extreme risks (Q2038251) (← links)
- Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) (← links)
- Crisis and risk dependencies (Q2253371) (← links)
- Normal tempered stable copula (Q2339016) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- Finite-size effect and the components of multifractality in financial volatility (Q2393233) (← links)
- Clustering of financial time series in risky scenarios (Q2418377) (← links)
- On the Haezendonck-Goovaerts risk measure for extreme risks (Q2427827) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Copulas: Tales and facts (with discussion) (Q2463697) (← links)
- Measuring large comovements in financial markets (Q2873533) (← links)
- The joint distribution of stock returns is not elliptical (Q2892977) (← links)
- Mathematical Risk Analysis (Q2919635) (← links)
- MATHEMATICAL STRUCTURE OF QUANTUM DECISION THEORY (Q3063618) (← links)
- Improving financial risk assessment through dependency (Q3153691) (← links)
- Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations (Q3302689) (← links)
- Rectangular Patchwork for Bivariate Copulas and Tail Dependence (Q3396355) (← links)
- Asymmetric extreme interdependence in emerging equity markets (Q3410962) (← links)
- Intelligent finance—an emerging direction (Q3437381) (← links)
- A multivariate Lévy process model with linear correlation (Q3645200) (← links)
- PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
- Testing the Gaussian copula hypothesis for financial assets dependences (Q4647266) (← links)
- RESPONSE FUNCTIONS TO CRITICAL SHOCKS IN SOCIAL SCIENCES: AN EMPIRICAL AND NUMERICAL STUDY (Q4669683) (← links)
- Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework (Q4911226) (← links)
- Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032) (← links)
- Testing for Positive Quadrant Dependence (Q5055465) (← links)
- Evolutionary patterns of onshore and offshore Renminbi exchange rates with convexity–concavity indicators (Q5068096) (← links)
- An adaptive dynamical model of default contagion (Q5092640) (← links)
- Testing for lower tail dependence in extreme value models (Q5107473) (← links)
- A Compendium of Copulas (Q5162881) (← links)
