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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~subject:"Multivariate Verteilung"
~subject:"Share price"
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Multivariate Verteilung
Share price
Multivariate analysis
84
Multivariate Analyse
81
Theorie
81
Theory
81
Multivariate distribution
58
Time series analysis
57
Zeitreihenanalyse
57
Estimation theory
54
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Fan, Yanqin
3
Okhrin, Ostap
3
Patton, Andrew J.
3
Wied, Dominik
3
Bücher, Axel
2
Chen, Xiaohong
2
Jung, Hojin
2
Kim, Jong-Min
2
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2
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2
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2
Allen, David
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
Bu, Ruijun
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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Applied economics letters
Journal of econometrics
Journal of empirical finance
Statistical Papers / Springer
Insurance / Mathematics & economics
95
Energy economics
63
Applied economics
45
International review of financial analysis
40
Economic modelling
39
Journal of banking & finance
39
Risks : open access journal
39
The North American journal of economics and finance : a journal of financial economics studies
36
European journal of operational research : EJOR
35
Finance research letters
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Journal of risk and financial management : JRFM
29
SFB 649 discussion paper
28
Discussion paper / Tinbergen Institute
26
The European journal of finance
26
Journal of risk
23
Research in international business and finance
23
International review of economics & finance : IREF
21
Economics letters
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
International journal of theoretical and applied finance
16
Journal of international financial markets, institutions & money
16
Computational economics
15
Discussion paper / Center for Economic Research, Tilburg University
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International journal of forecasting
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Econometric reviews
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Review of quantitative finance and accounting
12
Scandinavian actuarial journal
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The journal of futures markets
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ECONIS (ZBW)
70
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1
Stationary vine copula models for
multivariate
time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
2
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
3
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
4
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
5
Dynamic relationship between Stock and Bond returns : A GAS MIDAS copula approach
Nguyen, Hoang
;
Javed, Farrukh
- In:
Journal of empirical finance
73
(
2023
),
pp. 272-292
Persistent link: https://www.econbiz.de/10014477029
Saved in:
6
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
7
Vector copulas
Fan, Yanqin
;
Henry, Marc
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 128-150
Persistent link: https://www.econbiz.de/10014364686
Saved in:
8
Identification and estimation of triangular models with a binary treatment
Pereda-Fernández, Santiago
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 585-623
Persistent link: https://www.econbiz.de/10014434353
Saved in:
9
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:
10
Climate derivatives strategies as an alternative to set up guaranteed prices for agricultural producers in México
Cruz-Aké, Salvador
;
García-Ruiz, Reyna Susana
; …
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 302-318
Persistent link: https://www.econbiz.de/10013553404
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