Pages that link to "Item:Q3410962"
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The following pages link to Asymmetric extreme interdependence in emerging equity markets (Q3410962):
Displaying 14 items.
- A simple nonparametric test for structural change in joint tail probabilities (Q531413) (← links)
- Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets (Q836967) (← links)
- On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets (Q1619694) (← links)
- Asymmetry in tail dependence in equity portfolios (Q1659125) (← links)
- Joint threshold exceedances of stock index returns in bull and bear preriods (Q1762908) (← links)
- Normal tempered stable copula (Q2339016) (← links)
- Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
- Extreme interdependency of the high-frequency data in financial markets based on Gumbel copula fuction (Q2993024) (← links)
- Improving financial risk assessment through dependency (Q3153691) (← links)
- Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032) (← links)
- Oil price and FX-rates dependency (Q5001144) (← links)
- Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas (Q5001158) (← links)
- Dependence of Stock Returns in Bull and Bear Markets (Q5417592) (← links)
- Robust Fits for Copula Models (Q5436418) (← links)
