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source:"econis"
~isPartOf:"Applied economics letters"
~subject:"Börsenkurs"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Börsenkurs
Multivariate Verteilung
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Agiakloglou, Christos N.
1
Ardia, David
1
Bloutsos, Konstantinos
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1
Choe, Geon Ho
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Applied economics letters
The North American journal of economics and finance : a journal of financial economics studies
24
Energy economics
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Insurance / Mathematics & economics
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Applied economics
17
Journal of banking & finance
16
International review of financial analysis
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SFB 649 discussion paper
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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European journal of operational research : EJOR
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International journal of finance & economics : IJFE
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Journal of forecasting
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Review of quantitative finance and accounting
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The European journal of finance
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Emerging markets review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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Journal of international money and finance
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Reihe Quantitative Ökonomie : Ökon
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Dependence structure and risk spillover among nonferrous metal futures : a vine copula approach
Ouyang, Ruolan
;
Ma, Jinming
;
Xiao, Xiaoxia
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1253-1260
Persistent link: https://www.econbiz.de/10014303863
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2
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
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3
Worldwide equity risk prediction
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
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4
Marginal or copula : which one is critical?
Choi, Pilsun
;
Min, Insik
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
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5
On the evaluation of marginal expected shortfall
Caporin, Massimiliano
;
Santucci de Magistris, Paolo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10009412621
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6
Comparing estimates of risk between markets and telecommunications institutions in Europe
Agiakloglou, Christos N.
;
Bloutsos, Konstantinos
- In:
Applied economics letters
18
(
2011
)
4/6
,
pp. 575-579
Persistent link: https://www.econbiz.de/10009233519
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