The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments (Q5014216)
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scientific article; zbMATH DE number 7436802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments |
scientific article; zbMATH DE number 7436802 |
Statements
The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments (English)
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1 December 2021
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foreign investments
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dependence structure
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TVAC model
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value-at-risk
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expected shortfall
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