关注
Krenar Avdulaj
Krenar Avdulaj
IES FSV Charles University and UTIA AV CR v.v.i. Academy of Sciences of the CR
在 utia.cas.cz 的电子邮件经过验证
标题
引用次数
引用次数
年份
Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data
K Avdulaj, J Barunik
Energy Economics 51, 31-44, 2015
982015
Can we still benefit from international diversification? the case of the Czech and German stock markets
K Avdulaj, J Barunik
arXiv preprint arXiv:1308.6120, 2013
162013
The extreme value theory as a tool to measure market risk
K Avdulaj
IES Working Paper, 2011
112011
A semiparametric nonlinear quantile regression model for financial returns
K Avdulaj, J Barunik
Studies in Nonlinear Dynamics & Econometrics 21 (1), 81-97, 2017
42017
Value-at-risk based extreme value theory method and copulas: empirical evidence from Central Europe
K Avdulaj
Univerzita Karlova, Fakulta sociálních věd, 2010
32010
On Tail Dependence and Multifractality
K Avdulaj, L Kristoufek
Mathematics 8 (10), 1767, 2020
12020
The Extreme Value Theory and Copulas as a Tool to Measure Market Risk
K Avdulaj
Bulletin of the Czech Econometric Society 19, 2012
12012
Are benefits from oil gone? New evidence from and high frequency data
K Avdulaj, B Jozef
2015
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