-
Archives
- April 2024
- March 2024
- February 2024
- January 2024
- December 2023
- November 2023
- October 2023
- August 2023
- July 2023
- June 2023
- May 2023
- April 2023
- March 2023
- February 2023
- January 2023
- December 2022
- November 2022
- October 2022
- September 2022
- August 2022
- July 2022
- June 2022
- May 2022
- April 2022
- March 2022
- February 2022
- January 2022
- December 2021
- November 2021
- October 2021
- September 2021
- August 2021
- July 2021
- June 2021
- May 2021
- April 2021
- March 2021
- February 2021
- January 2021
- December 2020
- November 2020
- October 2020
- September 2020
- August 2020
- June 2020
- May 2020
- February 2020
- January 2020
- December 2019
- October 2019
- January 2019
- June 2018
- February 2018
- January 2018
- July 2017
- February 2017
- January 2017
- November 2016
- October 2016
- September 2016
- July 2016
- June 2016
- May 2016
- March 2016
- January 2016
- December 2015
- November 2015
- September 2015
- July 2015
- June 2015
- May 2015
- April 2015
- March 2015
- February 2015
- January 2015
- December 2014
- November 2014
- October 2014
- September 2014
- July 2014
- June 2014
- May 2014
- April 2014
- March 2014
- February 2014
- January 2014
- December 2013
- November 2013
- October 2013
- September 2013
- June 2013
- May 2013
- April 2013
- March 2013
- February 2013
- January 2013
- December 2012
- November 2012
- October 2012
- September 2012
- August 2012
- July 2012
- May 2012
Monthly Archives: November 2023
Extreme returns and tail modelling of the CSI 300 index for the Chinese equity market
Extreme returns and tail modelling of the CSI 300 index for the Chinese equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of the … Continue reading
Posted in Contributors, Financial techniques
Tagged CSI 300 index, EVT, Extreme returns, Extreme risk, Tail modelling
Leave a comment
Extreme returns and tail modelling of the Nikkei 225 index for the Japanese equity market
Extreme returns and tail modelling of the Nikkei 225 index for the Japanese equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of the … Continue reading
Posted in Contributors, Financial techniques
Tagged EVT, Extreme returns, Extreme risk, Nikkei 225 index, Tail modelling
Leave a comment
Extreme returns and tail modelling of the FTSE 100 index for the UK equity market
Extreme returns and tail modelling of the FTSE 100 index for the UK equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of the … Continue reading
Posted in Contributors, Financial techniques
Tagged EVT, Extreme returns, Extreme risk, FTSE 100 index, Tail modelling
Leave a comment
Copula
Copula In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) presents copula, a statistical tool that is commonly used to model dependency of random variables. Linear correlation In the world stacked with various … Continue reading
Extreme returns and tail modelling of the EURO STOXX 50 index for the European equity market
Extreme returns and tail modelling of the EURO STOXX 50 index for the European equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of … Continue reading