world stock index Latest Research Papers

Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures

International Journal of Finance & Economics ◽

10.1002/ijfe.2009 ◽

2020 ◽

Author(s):

Enrique Molina‐Muñoz ◽

Andrés Mora‐Valencia ◽

Javier Perote

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Expected Shortfall ◽

Stock Index ◽

World Stock Index

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THE INFLUENCE OF WORLD STOCK INDEX, BI RATE AND FED RATE THROUGH IHSG ON EXCHANGE RATES IN INDONESIA FOR THE PERIOD OF 2006-2015

Russian Journal of Agricultural and Socio-Economic Sciences ◽

10.18551/rjoas.2019-09.23 ◽

2019 ◽

Vol 93 (9) ◽

pp. 216-226

Author(s):

R.I. Kamaruddin ◽

I.A.N. Saskara

Keyword(s):

Exchange Rates ◽

Stock Index ◽

World Stock Index

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Estimating the diffusion coefficient function for a diversified world stock index

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2011.10.004 ◽

2012 ◽

Vol 56 (6) ◽

pp. 1333-1349 ◽

Cited By ~ 12

Author(s):

Katja Ignatieva ◽

Eckhard Platen

Keyword(s):

Diffusion Coefficient ◽

Stock Index ◽

Coefficient Function ◽

World Stock Index ◽

Diversified World Stock Index

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Wavelet Transform Modulus Maxima Approach for World Stock Index Multifractal Analysis

Information Technology and Management Science ◽

10.2478/v10313-012-0016-5 ◽

2012 ◽

Vol 15 (1) ◽

Cited By ~ 3

Author(s):

Andrejs Puckovs ◽

Andrejs Matvejevs

Keyword(s):

Wavelet Transform ◽

Multifractal Analysis ◽

Stock Index ◽

Wavelet Transform Modulus Maxima ◽

Modulus Maxima ◽

World Stock Index

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Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversified World Stock Index

Journal of Statistical Theory and Practice ◽

10.1080/15598608.2011.10412039 ◽

2011 ◽

Vol 5 (3) ◽

pp. 425-452 ◽

Cited By ~ 6

Author(s):

Katja Ignatieva ◽

Eckhard Platen ◽

Renata Rendek

Keyword(s):

Stock Index ◽

World Stock Index ◽

Diversified World Stock Index

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Estimating the Diffusion Coefficient Function for a Diversified World Stock Index

SSRN Electronic Journal ◽

10.2139/ssrn.2157779 ◽

2011 ◽

Author(s):

Katja Ignatieva ◽

Eckhard Platen

Keyword(s):

Diffusion Coefficient ◽

Stock Index ◽

Coefficient Function ◽

World Stock Index ◽

Diversified World Stock Index

Download Full-text

Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversifed World Stock Index

SSRN Electronic Journal ◽

10.2139/ssrn.2170183 ◽

2010 ◽

Author(s):

Katja Ignatieva ◽

Eckhard Platen ◽

Renatak Rendek

Keyword(s):

Stock Index ◽

World Stock Index

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Empirical behavior of a world stock index from intra-day to monthly time scales

The European Physical Journal B ◽

10.1140/epjb/e2009-00341-x ◽

2009 ◽

Vol 71 (4) ◽

pp. 511-522 ◽

Cited By ~ 1

Author(s):

W. Breymann ◽

D. R. Lüthi ◽

E. Platen

Keyword(s):

Time Scales ◽

Stock Index ◽

World Stock Index

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Empirical Behavior of a World Stock Index from Intra-Day to Monthly Time Scales

SSRN Electronic Journal ◽

10.2139/ssrn.2173022 ◽

2009 ◽

Author(s):

Wolfgang Breymann ◽

David Lüthi ◽

Eckhard Platen

Keyword(s):

Time Scales ◽

Stock Index ◽

World Stock Index

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Approximating the growth optimal portfolio with a diversified world stock index

The Journal of Risk Finance ◽

10.1108/15265940610716115 ◽

2006 ◽

Vol 7 (5) ◽

pp. 559-574 ◽

Cited By ~ 14

Author(s):

Truc Le ◽

Eckhard Platen

Keyword(s):

Optimal Portfolio ◽

Stock Index ◽

Growth Optimal Portfolio ◽

World Stock Index ◽

Diversified World Stock Index

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world stock index
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures

THE INFLUENCE OF WORLD STOCK INDEX, BI RATE AND FED RATE THROUGH IHSG ON EXCHANGE RATES IN INDONESIA FOR THE PERIOD OF 2006-2015

Estimating the diffusion coefficient function for a diversified world stock index

Wavelet Transform Modulus Maxima Approach for World Stock Index Multifractal Analysis

Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversified World Stock Index

Estimating the Diffusion Coefficient Function for a Diversified World Stock Index

Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversifed World Stock Index

Empirical behavior of a world stock index from intra-day to monthly time scales

Empirical Behavior of a World Stock Index from Intra-Day to Monthly Time Scales

Approximating the growth optimal portfolio with a diversified world stock index

Export Citation Format

world stock indexRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures

THE INFLUENCE OF WORLD STOCK INDEX, BI RATE AND FED RATE THROUGH IHSG ON EXCHANGE RATES IN INDONESIA FOR THE PERIOD OF 2006-2015

Estimating the diffusion coefficient function for a diversified world stock index

Wavelet Transform Modulus Maxima Approach for World Stock Index Multifractal Analysis

Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversified World Stock Index

Estimating the Diffusion Coefficient Function for a Diversified World Stock Index

Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversifed World Stock Index

Empirical behavior of a world stock index from intra-day to monthly time scales

Empirical Behavior of a World Stock Index from Intra-Day to Monthly Time Scales

Approximating the growth optimal portfolio with a diversified world stock index

world stock index
Recently Published Documents