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type:"article"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~person:"Kim, Tae-hwan"
~person:"Rivieccio, Giorgia"
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Search: subject_exact:"Estimation theory"
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Estimation theory
6
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6
Multivariate Verteilung
3
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Copula function
2
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2
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2
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Kim, Tae-hwan
Rivieccio, Giorgia
Hyndman, Rob J.
4
Armstrong, Jon Scott
3
De Luca, Giovanni
3
Kapetanios, George
3
Panagiotelis, Anastasios
3
Shi, Yanlin
3
Tao, Hong
3
Taylor, James W.
3
Teräsvirta, Timo
3
Ardia, David
2
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2
Auer, Benjamin R.
2
Baillie, Richard
2
Chaleampong Kongcharoen
2
Chevillon, Guillaume
2
Chiu, Wan-Yi
2
Clements, Adam
2
Cubadda, Gianluca
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Gallo, Giampiero M.
2
González-Rivera, Gloria
2
Harvey, Andrew C.
2
Hendry, David F.
2
Kim, Yunmi
2
Knüppel, Malte
2
Kock, Anders Bredahl
2
Kourentzes, Nikolaos
2
Lahiri, Kajal
2
Liu, Bidong
2
Lucas, André
2
Lütkepohl, Helmut
2
Madan, Dilip B.
2
Miller, Don M.
2
Oryshchenko, Vitaliy
2
Park, Sung Y.
2
Poon, Aubrey
2
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Finance research letters
International journal of forecasting
Journal of econometrics
2
Applied economics letters
1
Financial markets and portfolio management
1
Journal of economic dynamics & control
1
The European journal of finance
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ECONIS (ZBW)
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1
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
2
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni
;
Guégan, Dominique
;
Rivieccio, Giorgia
- In:
Finance research letters
30
(
2019
),
pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
Saved in:
3
Copula function approaches for the analysis of serial and cross dependence in stock returns
Rivieccio, Giorgia
;
De Luca, Giovanni
- In:
Finance research letters
17
(
2016
),
pp. 55-61
Persistent link: https://www.econbiz.de/10011596218
Saved in:
4
The instability of the Pearson correlation coefficient in the presence of coincidental outliers
Kim, Yunmi
;
Kim, Tae-hwan
;
Ergün, Tolga
- In:
Finance research letters
13
(
2015
),
pp. 243-257
Persistent link: https://www.econbiz.de/10011552545
Saved in:
5
Robust estimation of covariance and its application to portfolio optimization
Huo, Lijuan
;
Kim, Tae-hwan
;
Kim, Yunmi
- In:
Finance research letters
9
(
2012
)
3
,
pp. 121-134
Persistent link: https://www.econbiz.de/10009628116
Saved in:
6
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
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