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ArticleApplication of Copula function in financial risk analysis

Xiwen Zhang2019

Article2019

Application of Copula function in financial risk analysis

Xiwen Zhang · Hui Qin Jiang

45 citations·0/0 files stored·Computers & Electrical Engineering

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Financial Risk and Volatility Modeling Risk and Portfolio Optimization Probability and Risk Models

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References

2016Measuring Economic Policy Uncertainty*2015Understanding mobile banking: The unified theory of acceptance and use of technology combined with cultural moderators 2002Dependence Structures for Multivariate High-Frequency Data in Finance 2016Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method 2003Dependence structures for multivariate high-frequency data in finance 2015Downside and upside risk spillovers between exchange rates and stock prices 2007The Euro and European financial market dependence 2007Nonparametric estimation of copula functions for dependence modelling

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2023Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios 2022Dependence structure across equity sectors: Evidence from vine copulas

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Year2019

Typearticle

Published2019-06-28

VenueComputers & Electrical Engineering

ISSN-L0045-7906

Languageen

Citations45

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.compeleceng.2019.06.011

openalex_workW2954728697

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