• 122 Citations
  • 6 h-Index
20092021
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Fingerprint Dive into the research topics where Abhay Singh is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Mathematics

Credit Risk
Financial Crisis
Extremes
Extreme Value Theory
Conditional Value at Risk
Value at Risk
Transition Matrix
Credit Rating
Tail
Quantile Regression
Modeling
Copula
Generalized Autoregressive Conditional Heteroscedasticity
Industry
Economics
Tail Dependence
Estimation Theory
Financial Risk
Stock Market
Econometrics
Finance
Linear regression
Heteroskedasticity
Expected Shortfall
Extreme Quantiles
Regression Quantiles
Model
Univariate
Statistical Software
Research Methods
Data Visualization
Cleaning
Risk Measures
Market
Demonstrate
Series
Portfolio Theory
Statistical method
Financial Modeling
Regression Model
Statistical Modeling
Financial Markets
Fluctuations
Financial Time Series
Requirements
Regression
Hedging
Forecasting
Buffer
Methodology

Business & Economics

Global financial crisis
Quantile regression
Conditional value at risk
Modeling
Tail risk
Value at risk
News
Credit risk
Industry
Assets
Hedge funds
Sentiment
Investors
Ordinary least squares
Market index
Stock market
Asia
Return distribution
Quantile
Spillover
Buffer
Regression model
Currency
Market risk
Data envelopment analysis
Default risk
Regression analysis
Extreme value theory
South Africa
Volatility spillover
Short selling
Change point
Exchange rates
Risk measures
Factors
Capital adequacy
Equity markets
Commodities