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source:"econis"
~isPartOf:"Agricultural finance review"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
Risikomaß
260
Risk measure
260
Theorie
113
Theory
113
Portfolio selection
108
Portfolio-Management
108
Risikomanagement
74
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74
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64
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64
Statistical distribution
43
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43
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Multivariate distribution
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Weiß, Gregor
2
Alcock, Jamie
1
Berger, Theo
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Boubaker, Heni
1
Brailsford, Timothy J.
1
Brechmann, Eike
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Ceretta, Paulo Sergio
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Chen, Xiang
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Czado, Claudia
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D'Antoni, Jeremy M.
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Fang, Yi
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Hammoudeh, Shawkat
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Hoang, Thi Hong Van
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Agricultural finance review
International review of financial analysis
Journal of banking & finance
Insurance / Mathematics & economics
22
Energy economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
12
Risks : open access journal
11
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
10
Economic modelling
9
Journal of risk
7
Finance research letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Computational economics
5
European journal of operational research : EJOR
5
Pacific-Basin finance journal
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International Journal of Financial Studies : open access journal
4
International journal of forecasting
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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Applied economics letters
3
Economics letters
3
Financial innovation : FIN
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Journal of mathematical finance
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Quantitative finance and economics
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Reihe Quantitative Ökonomie : Ökon
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Review of quantitative finance and accounting
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Risk management : a journal of risk, crisis and disaster
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Astin bulletin : the journal of the International Actuarial Association
2
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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1
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
2
Systemic risk of commodity markets : a dynamic factor copula approach
Ouyang, Ruolan
;
Chen, Xiang
;
Fang, Yi
;
Zhao, Yang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013431229
Saved in:
3
Systemic risk contribution of banks and non-bank financial institutions across frequencies : the Australian experience
Rahman, Md Lutfur
;
Troster, Victor
;
Uddin, Mohammed …
- In:
International review of financial analysis
79
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013350007
Saved in:
4
We don't need no fancy hedges! Or do we?
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013375398
Saved in:
5
Is Bitcoin a better portfolio diversifier than gold? : a copula and sectoral analysis for China
Pho, Kim-Hung
;
Ly, Sel
;
Lu, Richard
;
Hoang, Thi Hong Van
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
Saved in:
6
Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula
Lee, Yong Woong
;
Yang, Kisung
- In:
International review of financial analysis
66
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012208950
Saved in:
7
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
8
Diversifying systemic risk in agriculture
Feng, Xiaoguang
;
Hayes, Dermot James
- In:
Agricultural finance review
76
(
2016
)
4
,
pp. 512-531
Persistent link: https://www.econbiz.de/10011699128
Saved in:
9
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
10
Geographical diversification in wheat farming : a copula-based CVaR framework
Larsen, Ryan
;
Leatham, David J.
;
Sukcharoen, Kunlapath
- In:
Agricultural finance review
75
(
2015
)
3
,
pp. 368-384
Persistent link: https://www.econbiz.de/10011341937
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