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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~isPartOf:"Statistical Papers / Springer"
~subject:"Multivariate Verteilung"
~subject:"Share price"
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Search: subject:"Multivariate"
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Multivariate Verteilung
Share price
Theorie
50
Theory
50
Multivariate distribution
43
Multivariate analysis
28
Multivariate Analyse
25
ARCH model
24
ARCH-Modell
24
Portfolio selection
24
Portfolio-Management
24
Capital income
22
Kapitaleinkommen
22
Time series analysis
22
Volatility
22
Volatilität
22
Zeitreihenanalyse
22
Börsenkurs
17
Estimation
17
Risikomaß
17
Risk measure
17
Schätzung
17
Cluster analysis
15
Clusteranalyse
15
Aktienmarkt
10
Markov chain
10
Markov-Kette
10
Stock market
10
Correlation
9
Forecasting model
9
Prognoseverfahren
9
Korrelation
8
Statistical distribution
8
Statistische Verteilung
8
Stochastic process
8
Stochastischer Prozess
8
Copulas
7
Derivat
7
Derivative
7
Risikomanagement
7
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51
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51
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English
51
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Kim, Jong-Min
3
Zhao, Yang
3
Härdle, Wolfgang
2
Jung, Hojin
2
Okhrin, Ostap
2
Allen, David
1
Anatolyev, Stanislav
1
Arakelian, Veni
1
Bellini, Fabio
1
BenSaïda, Ahmed
1
Bernardi, Mauro
1
Boubaker, Sabri
1
Catania, Leopoldo
1
Cerrato, Mario
1
Chang, Kuang-Liang
1
Chen, Wen-Chin
1
Choe, Geon Ho
1
Choi, Pilsun
1
Choi, So Eun
1
Choroś-Tomczyk, Barbara
1
Chow, William W.
1
Chu, Xiaojun
1
Chung, San-lin
1
Collins, Luke
1
Conlon, Thomas
1
Conrad, Christian
1
Cotter, John
1
Crook, Jonathan N.
1
Crosby, John
1
Cruz-Aké, Salvador
1
Dajcman, Silvo
1
De Lira Salvatierra, Irving Arturo
1
Dellaportas, Petros
1
Fałdziński, Marcin
1
Fiszeder, Piotr
1
Fung, Michael Ka-yiu
1
García-Ruiz, Reyna Susana
1
Goodwin, Barry K.
1
Gospodinov, Nikolaj
1
Hasim, Haslifah Mohamad
1
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Applied economics letters
Journal of empirical finance
Quantitative finance
Statistical Papers / Springer
Insurance / Mathematics & economics
95
Energy economics
64
Applied economics
46
Risks : open access journal
42
Economic modelling
40
International review of financial analysis
40
Journal of banking & finance
39
Finance research letters
36
The North American journal of economics and finance : a journal of financial economics studies
36
European journal of operational research : EJOR
35
Journal of econometrics
32
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
The European journal of finance
28
Discussion paper / Tinbergen Institute
26
Journal of risk
23
Research in international business and finance
23
International review of economics & finance : IREF
21
Computational economics
18
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 forecasting
16
International journal of theoretical and applied finance
16
Journal of international financial markets, institutions & money
16
Discussion paper / Center for Economic Research, Tilburg University
15
Econometric reviews
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
12
Review of quantitative finance and accounting
12
Scandinavian actuarial journal
12
Econometrics : open access journal
11
The journal of futures markets
11
Discussion paper
10
Pacific-Basin finance journal
10
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ECONIS (ZBW)
51
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1
Vulnerability-CoVaR : investigating the crypto-market
Waltz, Martin
;
Singh, Abhay Kumar
;
Okhrin, Ostap
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1731-1745
Persistent link: https://www.econbiz.de/10013367943
Saved in:
2
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:
3
On joint marginal expected shortfall and associated contribution risk measures
Pu, Tong
;
Zhang, Yifei
;
Zhang, Yiying
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 889-908
Persistent link: https://www.econbiz.de/10015050804
Saved in:
4
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:
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
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
7
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:
8
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
9
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
Saved in:
10
The impacts of COVID-19 on the dependence structure of the stock market
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics letters
30
(
2023
)
4
,
pp. 510-515
Persistent link: https://www.econbiz.de/10013553675
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