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Search: subject_exact:"Multivariate distribution"
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Multivariate distribution
879
Multivariate Verteilung
870
Theorie
371
Theory
371
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222
Risk measure
222
Copula
183
Portfolio selection
180
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180
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170
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170
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158
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158
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149
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149
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148
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148
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138
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138
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128
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127
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123
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123
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120
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119
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107
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107
Welt
94
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94
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86
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84
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84
copula
75
Credit risk
73
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73
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69
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69
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68
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68
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59
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846
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869
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20
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827
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827
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28
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28
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Tiwari, Aviral Kumar
17
Kim, Jong-Min
15
Reboredo, Juan Carlos
12
Bouri, Elie
9
Hammoudeh, Shawkat
9
Prokhorov, Artem
9
Shahzad, Syed Jawad Hussain
9
Songsak Sriboonchitta
9
Uddin, Mohammed Gazi Salah
9
Chang, Kuang-Liang
8
Ji, Qiang
8
Jung, Hojin
8
Guesmi, Khaled
7
Ugolini, Andrea
7
Wied, Dominik
7
Hernandez, Jose Arreola
6
Lau, Chi Keung
6
Mensi, Walid
6
Nguyen, Duc Khuong
6
Okhrin, Ostap
6
Patton, Andrew J.
6
Serletis, Apostolos
6
Smith, Michael S.
6
Weiß, Gregor
6
Yoon, Seong-min
6
Amengual, Dante
5
Bedoui, Rihab
5
Berger, Theo
5
Candido, Osvaldo
5
De Luca, Giovanni
5
Fan, Yanqin
5
Manner, Hans
5
Roubaud, David
5
Sentana, Enrique
5
Tan, Ken Seng
5
Tian, Maoxi
5
Wang, Hao
5
Wu, Chih-Chiang
5
Yang, Jingping
5
Zhao, Yang
5
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2
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1
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1
Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
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Energy economics
47
Insurance / Mathematics & economics
40
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32
The North American journal of economics and finance : a journal of financial economics studies
31
Economic modelling
29
European journal of operational research : EJOR
25
Finance research letters
24
International review of financial analysis
24
Journal of econometrics
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Research in international business and finance
16
Computational economics
13
International journal of forecasting
13
Journal of risk
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Economics letters
10
Journal of empirical finance
10
Robustness in econometrics
10
The European journal of finance
10
Applied economics letters
9
Econometric reviews
9
Emerging markets, finance and trade : EMFT
9
International review of economics & finance : IREF
9
Journal of international financial markets, institutions & money
9
Quantitative finance
9
Scandinavian actuarial journal
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Pacific-Basin finance journal
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Financial markets and portfolio management
5
International journal of theoretical and applied finance
5
Journal of economic dynamics & control
5
Journal of financial econometrics
5
Journal of international money and finance
5
Review of quantitative finance and accounting
5
ASTIN bulletin : the journal of the International Actuarial Association
4
Astin bulletin : the journal of the International Actuarial Association
4
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ECONIS (ZBW)
873
RePEc
16
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1
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
2
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
3
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
4
Hedging performance analysis of energy markets : evidence from copula quantile regression
Ren, Xianling
;
Yu, Xinping
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 432-450
Persistent link: https://www.econbiz.de/10014475503
Saved in:
5
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
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6
Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets
Gupta, Pankaj Kumar
;
Mittal, Prabhat
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 56-71
Persistent link: https://www.econbiz.de/10014490993
Saved in:
7
Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao
;
Lo, Chien-Ling
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
Saved in:
8
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
9
Default dependence in the insurance and banking sectors : a copula approach
Zhang, Xuan
;
Kim, Minjoo
;
Yan, Cheng
;
Zhao, Yang
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014494724
Saved in:
10
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
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