المؤلفون: Jerchern Lin

المصدر: Finanse i Prawo Finansowe, Pp 77-143 (2024)

مصطلحات موضوعية: tail risk, systematic risk, idiosyncratic risk, coskewness, cokurtosis, copula, tail dependence, etfs, closed-end funds, mutual funds, hedge funds, compensation, Public finance, K4430-4675, Banking, HG1501-3550

وصف الملف: electronic resource

Relation: https://czasopisma.uni.lodz.pl/fipf/article/view/24783; https://doaj.org/toc/2391-6478; https://doaj.org/toc/2353-5601

URL الوصول: https://doaj.org/article/01054c2bbd954b39b731f146887ee2b1

المؤلفون: Hedström, Axel, Uddin, Gazi Salah, Rahman, Md Lutfur, Sjö, Bo

المصدر: International journal of finance and economics. 29(1):581-608

مصطلحات موضوعية: banking sector, cross-quantilogram, systemic risk, tail dependence

وصف الملف: electronic

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-189078
https://liu.diva-portal.org/smash/get/diva2:1702538/FULLTEXT01.pdf

المؤلفون: Mensi, Walid, Hanif, Waqas, Bouri, Elie, Vo, Xuan Vinh

المصدر: International Journal of Emerging Markets, 2023, Vol. 19, Issue 11, pp. 4155-4185.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/IJOEM-12-2021-1799

المؤلفون: Ghosh, Bikramaditya, Gubareva, Mariya, Zulfiqar, Noshaba, Bossman, Ahmed

المصدر: China Finance Review International, 2023, Vol. 14, Issue 3, pp. 456-479.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/CFRI-03-2023-0057

المؤلفون: Agnieszka Lach

المصدر: Annals of the Polish Association of Agricultural and Agribusiness Economists, Vol XXVI, Iss 3, Pp 80-95 (2024)

مصطلحات موضوعية: bivariate models, commodity futures returns, copula, tail dependence, ARMA-GARCH model, Agricultural industries, HD9000-9495, Agriculture

وصف الملف: electronic resource

Relation: http://rnseria.com/gicid/01.3001.0054.7494; http://rnseria.com/gicid/pdf/01.3001.0054.7494; https://doaj.org/toc/2657-781X; https://doaj.org/toc/2657-7828

URL الوصول: https://doaj.org/article/03fcacc9a30142d3b55c4975db5f347b

المؤلفون: Raphaël Huser, Thomas Opitz, Jennifer L. Wadsworth

المصدر: Environmental Data Science, Vol 4 (2025)

مصطلحات موضوعية: artificial intelligence, block maxima, extreme-value theory, machine learning, peaks-over-threshold approach, spatial process, stochastic process, tail dependence, Environmental sciences, GE1-350, Electronic computers. Computer science, QA75.5-76.95

وصف الملف: electronic resource

Relation: https://www.cambridge.org/core/product/identifier/S2634460224000542/type/journal_article; https://doaj.org/toc/2634-4602

URL الوصول: https://doaj.org/article/d480b79e29b5458392c696e03d7de939

المؤلفون: Huthaifa Alqaralleh, Rim El Khoury, Muneer M. Alshater

المصدر: Cogent Economics & Finance, Vol 12, Iss 1 (2024)

مصطلحات موضوعية: Logistics, connectedness, tail-dependence, QVAR, portfolio diversification, Industry & Industrial Studies, Finance, HG1-9999, Economic theory. Demography, HB1-3840

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2332-2039

URL الوصول: https://doaj.org/article/13e1858e6c3448d7af3baa8902723107

المؤلفون: Yuqing Li, Jiangbo Gao, Jie Yin, Shaohong Wu

المصدر: Weather and Climate Extremes, Vol 45, Iss , Pp 100702- (2024)

مصطلحات موضوعية: Compound flood, Precipitation, Storm surge, Tail dependence, Synoptic patterns, Meteorology. Climatology, QC851-999

وصف الملف: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S221209472400063X; https://doaj.org/toc/2212-0947

URL الوصول: https://doaj.org/article/e303e1d8254e4aa5b0f3401207345322

المؤلفون: Sahamkhadam, Maziar, Stephan, Andreas, 1968

المصدر: Journal of Forecasting. 42(8):2139-2166

مصطلحات موضوعية: asymmetric tail dependence, COVID-19 crisis, financial crisis, portfolio optimization, value-at-risk back-testing, vine copula, Economy, Ekonomi

وصف الملف: electronic

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-123109
https://doi.org/10.1002/for.3009
https://lnu.diva-portal.org/smash/get/diva2:1779500/FULLTEXT01.pdf

المؤلفون: Uddin, Gazi Salah, Sahamkhadam, Maziar, Yahya, Muhammad, Tang, Ou

المصدر: International journal of finance and economics. 28(4):3611-3636

مصطلحات موضوعية: energy sector, oil and gas firms, portfolio optimization, renewables, tail dependence, vinecopulas, Business administration, Företagsekonomi

وصف الملف: electronic

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-110930
https://doi.org/10.1002/ijfe.2610
https://lnu.diva-portal.org/smash/get/diva2:1646492/FULLTEXT01.pdf

المؤلفون: Paramahansa Pramanik

المصدر: J, Vol 7, Iss 2, Pp 127-152 (2024)

مصطلحات موضوعية: conditional tail expectation, copula, tail dependence, tail behavior, Science

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2571-8800/7/2/8; https://doaj.org/toc/2571-8800

URL الوصول: https://doaj.org/article/675564a0e05a4d14806165ab622f40e3

المؤلفون: Mai Jan-Frederik

المصدر: Dependence Modeling, Vol 12, Iss 1, Pp 29-46 (2024)

مصطلحات موضوعية: exchangeable sequence, min-stable multivariate exponential, extreme-value copula, bernstein function, lévy subordinator, stable tail dependence function, supermodular order, 60g09, 60g70, 60e07, Science (General), Q1-390, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2300-2298

URL الوصول: https://doaj.org/article/89be13b6b3404641af6c34ab8a0cca8b

المؤلفون: Pinto Avalos, Francisco

المساهمون: Bowe, Michael, Hyde, Stuart

مصطلحات موضوعية: Financial contagion, Tail dependence, Exchange rate forecasting, Exchange rate price pressure, Financial advisory firms, Pension funds

URL الوصول: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.873910

المؤلفون: Sundusit Saekow, Phisanu Chiawkhun, Woraphon Yamaka, Nawapon Nakharutai, Parkpoom Phetpradap

المصدر: Mathematics, Vol 12, Iss 21, p 3350 (2024)

مصطلحات موضوعية: Bayesian model averaging, contagion, copula, tail dependence, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-7390/12/21/3350; https://doaj.org/toc/2227-7390

URL الوصول: https://doaj.org/article/e8ca96bd07b0489aaef7101f2bb8a86f

المؤلفون: Zehra Atik, Bülent Guloglu, Necla Ilter Kucukcolak

المصدر: Borsa Istanbul Review, Vol 23, Iss 5, Pp 1207-1234 (2023)

مصطلحات موضوعية: Contagion, Mean dependence, Nonlinear dependence, Spillovers, Tail dependence, Tail risk, Finance, HG1-9999

وصف الملف: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2214845023000844; https://doaj.org/toc/2214-8450

URL الوصول: https://doaj.org/article/90e2a08446eb4f149e434c7a04460c46

المؤلفون: Jaworski Piotr

المصدر: Dependence Modeling, Vol 11, Iss 1, Pp 96-120 (2023)

مصطلحات موضوعية: copulas, tail dependence function, kendall τ, spearman ρ, absolute continuity, 62h05, Science (General), Q1-390, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2300-2298

URL الوصول: https://doaj.org/article/6908c2c8a99e4ba2b0035971f2438d6d

المؤلفون: Ishfaq Ahmad, Touqeer Ahmad, Shafique Ur Rehman, Ibrahim Mufrah Almanjahie, Fatimah Alshahrani

المصدر: Heliyon, Vol 10, Iss 3, Pp e25422- (2024)

مصطلحات موضوعية: Drought, Copulas, SPI, Tail dependence, SDF curves, Science (General), Q1-390, Social sciences (General), H1-99

وصف الملف: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2405844024014531; https://doaj.org/toc/2405-8440

URL الوصول: https://doaj.org/article/204e354e259447fab28ba582d4424e6b

المؤلفون: Einmahl, John, Zhou, Chen

المصدر: Einmahl , J & Zhou , C 2024 , ' Tail copula estimation for heteroscedastic extremes ' , Econometrics and Statistics . https://doi.org/10.1016/j.ecosta.2024.09.004

مصطلحات موضوعية: extreme value statistics, functional limit theorems, non-identical distributions, tail empirical process, tail dependence

الاتاحة: https://research.tilburguniversity.edu/en/publications/258a669a-c339-4b06-be1e-5a06be98fb62
https://doi.org/10.1016/j.ecosta.2024.09.004

المؤلفون: Thabani Ndlovu, Delson Chikobvu

المصدر: Journal of Risk and Financial Management ; Volume 17 ; Issue 11 ; Pages: 504

مصطلحات موضوعية: Gaussian kernel, generalised Pareto distribution, Gumbel copula, tail dependence, diversification effects, value at risk, expected shortfall

وصف الملف: application/pdf

Relation: Financial Technology and Innovation; https://dx.doi.org/10.3390/jrfm17110504

الاتاحة: https://doi.org/10.3390/jrfm17110504

المؤلفون: Ahmed, Hanan, Einmahl, John, Zhou, Chen

المصدر: Ahmed , H , Einmahl , J & Zhou , C 2024 , ' Extreme value statistics in semi-supervised models ' , Journal of the American Statistical Association . https://doi.org/10.2139/ssrn.3795972 , https://doi.org/10.1080/01621459.2024.2333582

مصطلحات موضوعية: asymptotic normality, extreme value index, semi-supervised inference, tail dependence, variance reduction

الاتاحة: https://research.tilburguniversity.edu/en/publications/50530b9e-cf35-47bd-9297-461010bd2909
https://doi.org/10.2139/ssrn.3795972