Details about Krenar Avdulaj

Access statistics for papers by Krenar Avdulaj.

Last updated 2022-05-08. Update your information in the RePEc Author Service.

Short-id: pav32

Working Papers

2015

1. Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data
   Papers, arXiv.org View citations (33)
   Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2015) View citations (35)
   See also Journal Article in Energy Economics (2015)

2013

2. Can we still benefit from international diversification? The case of the Czech and German stock markets
   Papers, arXiv.org View citations (5)
   See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2013)

2011

3. 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)

Journal Articles

2017

1. A semiparametric nonlinear quantile regression model for financial returns
   Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (1), 81-97 View citations (3)

2015

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 (38)
   See also Working Paper (2015)

2013

3. 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 (5)
   See also Working Paper (2013)

2012

4. The Extreme Value Theory and Copulas as a Tool to Measure Market Risk
   Bulletin of the Czech Econometric Society, 2012, 19, (29)