Estimation of Distribution Dependence Structures Using time-varying Copulas in R

Computational Economics - 2026

Editor: Springer

10.1007/s10614-025-11254-y View at source

• ISSN/ISBN 1572-9974

• Dialnet
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Assessing the structure dependence between the Spanish stock market and some international financial markets. A time-varying copula analysis.

REyF: Revista de Economía y Finanzas (p. 87-122) - 2023

Editor: Asociación de Cuadernos de Economía

10.32826/reyf.v1i1.342 View at source

• ISSN/ISBN 2952-3923

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Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT)

Risk Management - 1/1/2023

Editor: Palgrave Macmillan

10.1057/s41283-022-00106-w View at source

• ISSN 14603799
• ISSN/ISBN 1743-4637

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• iMarina

A comparison of market risk measures from a twofold perspective: accurate and loss function

ACRN Journal of Finance and Risk Perspectives (p. 79-104) - 2022

Editor: ACRN Oxford Ltd.

10.35944/jofrp.2022.11.1.005 View at source

• ISSN/ISBN 2305-7394

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A cryptocurrency empirical study focused on evaluating their distribution functions

International Review of Economics and Finance (p. 387-407) - 1/05/2022

Editor: Elsevier Inc.

10.1016/j.iref.2022.02.021 View at source

• ISSN/ISBN 1059-0560

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Efficiency in cryptocurrency markets: new evidence

Eurasian Economic Review (p. 403-431) - 1/09/2021

Editor: Springer Science and Business Media Deutschland GmbH

10.1007/s40822-021-00182-5 View at source

• ISSN/ISBN 2147-429X

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Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying

Research in International Business and Finance - 1/1/2020

Editor: Elsevier Ltd

10.1016/j.ribaf.2020.101300 View at source

• ISSN 02755319
• ISSN/ISBN 0275-5319

• Dialnet
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• iMarina

Assessing the importance of the choice threshold in quantifying market risk under the POT method (EVT)

Documentos de Trabajo (ICAE) (p. 1-29) - 2018

Editor: Instituto Complutense de Análisis Económico

• ISSN/ISBN 2341-2356

• Dialnet
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A review of the state of the art in quantifying operational risk

Journal of Operational Risk (p. 89-129) - 1/1/2018

Editor: Incisive Media Ltd.

10.21314/jop.2018.214 View at source

• ISSN 17446740
• ISSN/ISBN 1755-2710

• Dialnet
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• iMarina

An application of extreme value theory in estimating liquidity risk

European Research on Management and Business Economics (p. 157-164) - 2017

Editor: Asociación Española de Dirección y Economía de la Empresa (AEDEM)

10.1016/j.iedeen.2017.05.001 View at source

• ISSN/ISBN 2444-8834

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