Details about Krenar Avdulaj
Access statistics for papers by Krenar Avdulaj.
Last updated 2018-05-17. Update your information in the RePEc Author Service.
Jump to Journal Articles
- Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data
Papers, arXiv.org View citations (26)
Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2015) View citations (27)
See also Journal Article in Energy Economics (2015)
- Can we still benefit from international diversification? The case of the Czech and German stock markets
Papers, arXiv.org View citations (4)
See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2013)
- The Extreme Value Theory as a Tool to Measure Market Risk
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)
- A semiparametric nonlinear quantile regression model for financial returns
Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (1), 81-97 View citations (2)
- Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data
Energy Economics, 2015, 51, (C), 31-44 View citations (23)
See also Working Paper (2015)
- Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets
Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (5), 425-442 View citations (4)
See also Working Paper (2013)
- The Extreme Value Theory and Copulas as a Tool to Measure Market Risk
Bulletin of the Czech Econometric Society, 2012, 19, (29)
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.