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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~subject:"Multivariate Verteilung"
~subject:"Share price"
~subject:"Time series analysis"
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Multivariate Verteilung
Share price
Time series analysis
Multivariate distribution
31
Theorie
30
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30
ARCH model
21
ARCH-Modell
21
Multivariate analysis
21
Capital income
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Jung, Hojin
2
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2
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2
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1
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1
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Applied economics letters
Journal of empirical finance
Statistical Papers / Springer
Insurance / Mathematics & economics
99
Energy economics
72
Journal of econometrics
60
Applied economics
50
Economic modelling
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
International journal of forecasting
44
Discussion paper / Tinbergen Institute
42
International review of financial analysis
42
Risks : open access journal
42
Journal of banking & finance
40
European journal of operational research : EJOR
37
Finance research letters
37
The North American journal of economics and finance : a journal of financial economics studies
37
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31
SFB 649 discussion paper
29
Journal of forecasting
28
The European journal of finance
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Economics letters
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International review of economics & finance : IREF
23
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Research in international business and finance
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Econometric reviews
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
International journal of theoretical and applied finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Discussion paper / Center for Economic Research, Tilburg University
16
Journal of international financial markets, institutions & money
16
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Econometrics : open access journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
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1
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:
2
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:
3
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:
4
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:
5
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
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 revisit to size anomalies in U.S. bank stock returns by panel copula
Kim, Jong-Min
;
Jung, Hojin
;
Yang, Brian
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 750-754
Persistent link: https://www.econbiz.de/10013171048
Saved in:
8
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:
9
Multivariate
models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
Saved in:
10
Financial derivatives and default dependence : a time-varying copula approach
Zhang, Xuan
;
Liu, Ding
;
Zhao, Yang
;
Zhang, Zhekai
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 958-963
Persistent link: https://www.econbiz.de/10012589711
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