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Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-c
1 个回复 - 287 次查看【作者(必填)】 22 【文题(必填)】 Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-copula approach【年份(必填)】 22 【全文链接或数据库名称(选填)】https://www.scienced ...2023-7-15 17:19 - internet.hzx - 求助成功区

The Effect of Dependence on European Market Risk. A Nonparametric Time Varying A
1 个回复 - 779 次查看【作者(必填)】 23 【文题(必填)】 The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonlin ...2022-3-2 11:35 - internet.hzx - 求助成功区

The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfol
1 个回复 - 678 次查看【作者(必填)】Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya Sekine 【文题(必填)】The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfo ...2021-8-29 10:11 - rawstone - 求助成功区

The Effect of Dependence on European Market Risk. A Nonparametric Time Varying A
6 个回复 - 805 次查看【作者(必填)】 23 【文题(必填)】 The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach 【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://amstat.tandfonl ...2021-6-2 21:40 - internet.hzx - 求助成功区

Dynamic return-volatility dependence and risk measure of CoVaR in the oil market
1 个回复 - 634 次查看【作者(必填)】 23 【文题(必填)】 Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model【年份(必填)】 23 【全文链接或数据库名称(选填)】 ...2021-6-17 03:34 - internet.hzx - 求助成功区

Systemic risk in European sovereign debt markets: A CoVaR-copula approach
1 个回复 - 670 次查看【作者(必填)】 2223 【文题(必填)】 Systemic risk in European sovereign debt markets: A CoVaR-copula approach【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/a ...2020-1-9 10:48 - internet.hzx - 求助成功区

Portfolio value-at-risk estimation in energy futures markets with time-varying c
2 个回复 - 400 次查看【作者(必填)】 23 【文题(必填)】 Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model【年份(必填)】 23 【全文链接或数据库名称(选填)】https://link.spri ...2019-5-8 19:14 - internet.hzx - 求助成功区

Dynamic return-volatility dependence and risk measure of CoVaR in the oil market
1 个回复 - 690 次查看【作者(必填)】 Bing-YueLiuabQiangJibcYingFand 【文题(必填)】 Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model【年份(必填)】 2017 ...2017-10-13 18:13 - internet.hzx - 求助成功区

How does the market variance risk premium vary over time? (JB&F, 2016)
0 个回复 - 942 次查看此篇论文发表在2016年Journal of Banking & Finance上。作者尝试多种途径来预测S＆P500市场差异风险溢价。作者发现trading activity模型有着较好的预测能力。 Abstract We explore whether the market varia ...2016-10-18 02:52 - DuShu16 - 金融学（理论版）

Time-varying risk premium: further evidence in agricultural futures markets
1 个回复 - 764 次查看【作者(必填)】 J. Franka* & P. Garciaa 【文题(必填)】Time-varying risk premium: further evidence in agricultural futures markets 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://www.tandf ...2016-1-3 20:42 - zx8387 - 求助成功区

Time-Varying Market Price of Risk and Investor Sentiment: Evidence from a Multiv
1 个回复 - 601 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】Time-Varying Market Price of Risk and Investor Sentiment: Evidence from a Multivariate GARCH ModelD W. Johnk, G Soyd ...2015-11-15 22:31 - 马甲甲 - 求助成功区

Portfolio Value-At-Risk Estimation In Energy Futures Markets With Time-Varying
5 个回复 - 1036 次查看【作者(必填)】Xun Fa Lu, Kin Keung Lai, Liang Liang 【文题(必填)】Portfolio Value-At-Risk Estimation In Energy Futures Markets With Time-Varying Copula-GARCH Model 【年份(必填)】2014 【全文链 ...2015-1-30 11:40 - lipj - 求助成功区

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