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person:"Weihs, Claus"
~accessRights:"restricted"
~person:"Asai, Manabu"
~person:"Furman, Edward"
~person:"Kapetanios, George"
~subject:"Business cycle"
~subject:"Theorie"
~subject:"USA"
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Multivariate Analyse
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Weihs, Claus
Asai, Manabu
Furman, Edward
Kapetanios, George
Backhaus, Klaus
7
Erichson, Bernd
7
Weiber, Rolf
7
Ledoit, Olivier
5
Wolf, Michael
5
De Nard, Gianluca
4
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4
Landsman, Zinoviy
4
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4
Weiber, Thomas
4
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3
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3
Carriero, Andrea
3
Engle, Robert F.
3
Hruschka, Harald
3
Kuß, Alfred
3
Luisi, Maurizio
3
Mukherjee, Indrajit
3
Plinke, Wulff
3
Shushi, Tomer
3
Tebaldi, Claudio
3
Vernic, Raluca
3
Alai, Daniel H.
2
Bekiros, Stelios
2
Bianchi, Michele Leonardo
2
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2
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Cai, Xiaoming
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Chen, Langnan
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2
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2
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2
Denuit, Michel
2
Favero, Carlo A.
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Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
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2
Multiple risk factor dependence structures : copulas and related properties
Su, Jianxi
;
Furman, Edward
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 109-121
Persistent link: https://www.econbiz.de/10011712411
Saved in:
3
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
4
A form of multivariate pareto distribution with applications to financial risk measurement
Su, Jianxi
;
Furman, Edward
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 331-357
Persistent link: https://www.econbiz.de/10011671067
Saved in:
5
Structural analysis with multivariate autoregressive index models
Carreiro, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
Persistent link: https://www.econbiz.de/10011391928
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