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~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Statistical Papers / Springer"
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~subject:"Risikomaß"
~subject:"Time series analysis"
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Risikomaß
Time series analysis
Multivariate distribution
64
Multivariate Verteilung
63
Theorie
55
Theory
55
Multivariate analysis
46
Multivariate Analyse
43
Cluster analysis
41
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41
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33
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Kim, Jong-Min
4
Allen, David E.
3
Hwang, Sun Young
3
Singh, Abhay Kumar
3
Bagshaw, Michael L.
2
Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Hatemi-J, Abdulnasser
1
Hung, Jui-Cheng
1
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1
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1
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Applied economics letters
Applied economics
Statistical Papers / Springer
Working paper
Journal of econometrics
44
International journal of forecasting
42
Insurance / Mathematics & economics
39
Energy economics
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Discussion paper / Tinbergen Institute
32
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27
Risks : open access journal
27
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26
The North American journal of economics and finance : a journal of financial economics studies
22
Journal of banking & finance
21
SFB 649 discussion paper
21
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18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Finance research letters
17
International review of financial analysis
16
Journal of risk and financial management : JRFM
16
Journal of empirical finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Econometric reviews
12
Economics letters
12
European journal of operational research : EJOR
12
Quantitative finance
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ECARES working paper
11
Journal of risk
11
Econometrics : open access journal
9
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of the American Statistical Association : JASA
8
The econometrics journal
8
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
7
Econometric Institute research papers
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
KBI
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ECONIS (ZBW)
38
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1
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
2
Multivariate
stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
3
Finding hidden structure of sparse longitudinal data via functional eigenfunctions
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1142-1149
Persistent link: https://www.econbiz.de/10014558735
Saved in:
4
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:
5
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
Saved in:
6
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
7
Multivariate
filter estimation and ARDL model analysis of China's potential output
Dong, Qi
;
Liu, Xiangbo
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1327-1332
Persistent link: https://www.econbiz.de/10012135401
Saved in:
8
Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Tiwari, Aviral Kumar
;
Pathak, Rajesh
;
DasGupta, Ranjan
; …
- In:
Applied economics
53
(
2021
)
58
,
pp. 6770-6788
Persistent link: https://www.econbiz.de/10012697968
Saved in:
9
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:
10
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
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