Results 211 to 219 of about 147,836 (219)

Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement

Journal of the American Statistical Association, 2021
exaly  

Left-tail risk in China

Pacific-Basin Finance Journal, 2020
Xinfeng Ruan, Fang Zhen, Jin E Zhang
exaly  

Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures

Insurance: Mathematics and Economics, 2017
Tiantian Mao, Jun Cai
exaly  

Tail Risk of Multivariate Regular Variation

Methodology and Computing in Applied Probability, 2010
Harry Joe, Li Haijun
exaly  

Tail risk in energy portfolios

Energy Economics, 2014
Manuel Moreno, Juan Ignacio Pena
exaly  

Tail Risk Concerns Everywhere

Management Science, 2019
Zhaogang Song, George Gao, Xiaomeng Lu
exaly  

Asymmetric tail risk spillover and co-movement between climate risk and the international energy market

Energy Economics
David Adeabah, Thu Phuong Pham
exaly  

Geopolitical uncertainty and firm tail risk: Evidence from energy-focused economies

Energy Economics
Vu Trinh, Ngan Duong Cao
exaly  

Currency tail risk measurement and spillovers: An improved TENET approach

Finance Research Letters
Shi He, Huijuan Yu, Zihao Luo
exaly