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Tail risk connectedness between US industries
International Journal of Finance and Economics, 2021Linh H Nguyen +2 more
exaly
Tail risk contagion between international financial markets during COVID-19 pandemic
International Review of Financial Analysis, 2021exaly
Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach
Resources Policy, 2021Zhenhua Liu +2 more
exaly
Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement
Journal of the American Statistical Association, 2021exaly