//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Statistical Papers / Springer"
~isPartOf:"Working paper"
~person:"Bastianin, Andrea"
~person:"Chang, Matthew C."
~person:"Romagnoli, Silvia"
~subject:"Risikomaß"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Multivariate"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Risk measure
3
Multivariate Verteilung
2
Multivariate distribution
2
Portfolio selection
2
Portfolio-Management
2
ARCH model
1
ARCH-Modell
1
Capital income
1
Copula functions
1
Diamant
1
Diamond
1
Diamonds
1
Edelmetall
1
Energiewirtschaft
1
Energy sector
1
Forecasting model
1
Kapitaleinkommen
1
Liquidity
1
Liquidität
1
Precious metal
1
Prognoseverfahren
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Value-at-risk
1
Welt
1
World
1
accuracy and efficiency
1
diversification
1
illiquidity
1
multivariate GARCH-t and GJR-GARCH-t models
1
precious metals
1
tail dependence
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Bastianin, Andrea
Chang, Matthew C.
Romagnoli, Silvia
Allen, David E.
2
Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Singh, Abhay Kumar
2
Tiwari, Aviral Kumar
2
Al-Yahyaee, Khamis Hamed
1
Barbi, Massimiliano
1
DasGupta, Ranjan
1
Díaz Hernández, Adán
1
Ergen, Ibrahim
1
Geman, Hélyette
1
Goodwin, Barry K.
1
Hung, Jui-Cheng
1
Janabi, Mazin A. M. al
1
Jang, Hyun Jin
1
Ji, Qiang
1
Karnakar, Madhusudan
1
Kumar, Satish
1
Lee, Eun-joo
1
Lee, Seung-Hwan
1
McAleer, Michael
1
Mensi, Walid
1
Moosavian, Seyyed Ali Zeytoon Nejad
1
Nguyen, Duc Khuong
1
Nolasco Jáuregui, Oralia
1
Pan, Xiao
1
Park, Sumin
1
Pathak, Rajesh
1
Powell, Robert
1
Quezada-Téllez, Luis Alberto
1
Raheem, I. D.
1
Reboredo, Juan Carlos
1
Sadorsky, Perry A.
1
Salazar Flores, Yuri
1
Sharma, Udayan
1
Shim, Jeungbo
1
Su, Jung-bin
1
more ...
less ...
Published in...
All
Applied economics
Statistical Papers / Springer
Working paper
FEEM Working Paper
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
2
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
3
Modelling asymmetric dependence using copula functions : an application to value-at-risk in the energy sector
Bastianin, Andrea
-
2009
the univariate, as well as at the
multivariate
level. When considering the dependence structure of the data I have found …
Persistent link: https://www.econbiz.de/10008810287
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->