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~subject:"Outliers"
~subject:"Portfolio selection"
~subject:"Statistical distribution"
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Search: subject_exact:"Multivariate Verteilung"
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Outliers
Portfolio selection
Statistical distribution
Multivariate Verteilung
41
Multivariate distribution
41
Capital income
15
Kapitaleinkommen
15
Theorie
15
Theory
15
Portfolio-Management
14
Risikomaß
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copula
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tail dependence
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Hernandez, Jose Arreola
3
Hammoudeh, Shawkat
2
Shahzad, Syed Jawad Hussain
2
Al-Yahyaee, Khamis Hamed
1
Allen, David E.
1
Almulhim, Tarifa
1
Aloui, Chaker
1
Angelo, Claudio F. de
1
Araichi, Sawssen
1
Ayala, Astrid
1
Barbi, Massimiliano
1
Bergmann, Daniel Reed
1
Blazsek, Szabolcs
1
Chang, Kuang-Liang
1
Contani, Eduardo Augusto do Rosário
1
De Jongh, Riaan
1
Ding, Xiaoyi
1
Díaz Hernández, Adán
1
Ergen, Ibrahim
1
Geman, Hélyette
1
Goodwin, Barry K.
1
Hanif, Waqas
1
Hoang, Thi Hong Van
1
Imai, Hiroyuki
1
Jammazi, Rania
1
Janabi, Mazin A. M. al
1
Jiang, Cuixia
1
Karnakar, Madhusudan
1
Kim, Jong-Min
1
Krauss, Christopher
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Liu, Yezheng
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Mensi, Walid
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Moosavian, Seyyed Ali Zeytoon Nejad
1
Nguyen, Duc Khuong
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Nolasco Jáuregui, Oralia
1
Powell, Robert
1
Qiu, Feng
1
Quezada-Téllez, Luis Alberto
1
Reboredo, Juan Carlos
1
Romagnoli, Silvia
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Applied economics
Insurance / Mathematics & economics
51
Risks : open access journal
21
Journal of banking & finance
18
The North American journal of economics and finance : a journal of financial economics studies
16
Economic modelling
13
International review of financial analysis
13
SFB 649 discussion paper
13
Energy economics
12
European journal of operational research : EJOR
12
Journal of empirical finance
12
Finance research letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of risk
11
Computational economics
9
Journal of risk and financial management : JRFM
9
Discussion paper / Tinbergen Institute
8
Quantitative finance
8
The European journal of finance
8
Discussion paper / Center for Economic Research, Tilburg University
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
International journal of forecasting
6
International journal of theoretical and applied finance
6
International review of economics & finance : IREF
6
Journal of econometrics
6
Pacific-Basin finance journal
6
CentER Discussion Paper Series
5
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
5
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
5
Scandinavian actuarial journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of credit risk : published quarterly by Incisive Media
5
Agricultural finance review
4
Astin bulletin : the journal of the International Actuarial Association
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Financial markets and portfolio management
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Quantitative finance and economics
4
Reihe Quantitative Ökonomie : Ökon
4
Research in international business and finance
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ECONIS (ZBW)
19
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1
Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations
Imai, Hiroyuki
;
Kim, Jong-Min
- In:
Applied economics
56
(
2024
)
47
,
pp. 5634-5649
Persistent link: https://www.econbiz.de/10015051126
Saved in:
2
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
3
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
4
Vine copulas and fuzzy inference to evaluate the solvency capital requirement of multivariate dependent risks
Araichi, Sawssen
;
Almulhim, Tarifa
- In:
Applied economics
53
(
2021
)
52
,
pp. 6058-6074
Persistent link: https://www.econbiz.de/10012650383
Saved in:
5
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
6
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:
7
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
8
Regional and copula estimation effects on EU and US energy equity portfolios
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Shahzad, Syed …
- In:
Applied economics
52
(
2020
)
49
,
pp. 5311-5342
Persistent link: https://www.econbiz.de/10012307235
Saved in:
9
Portfolio selection based on predictive joint return distribution
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Liu, Yezheng
- In:
Applied economics
51
(
2019
)
2
,
pp. 196-206
Persistent link: https://www.econbiz.de/10012160468
Saved in:
10
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Applied economics
51
(
2019
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
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