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Pitselis, Georgios Credible risk measures with applications in actuarial sciences and finance. (English) Zbl 1371.91195 Insur. Math. Econ. 70, 373-386 (2016). MSC: 91G70 62P05 91B30 PDFBibTeX XMLCite \textit{G. Pitselis}, Insur. Math. Econ. 70, 373--386 (2016; Zbl 1371.91195) Full Text: DOI
Ye, Wuyi; Zhu, Yangguang; Wu, Yuehua; Miao, Baiqi Markov regime-switching quantile regression models and financial contagion detection. (English) Zbl 1348.62251 Insur. Math. Econ. 67, 21-26 (2016). MSC: 62P05 62M05 62P20 91G70 PDFBibTeX XMLCite \textit{W. Ye} et al., Insur. Math. Econ. 67, 21--26 (2016; Zbl 1348.62251) Full Text: DOI
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Hong, Yongmiao; Liu, Yanhui; Wang, Shouyang Granger causality in risk and detection of extreme risk spillover between financial markets. (English) Zbl 1429.62670 J. Econom. 150, No. 2, 271-287 (2009). MSC: 62P20 62M10 62P05 91G70 PDFBibTeX XMLCite \textit{Y. Hong} et al., J. Econom. 150, No. 2, 271--287 (2009; Zbl 1429.62670) Full Text: DOI