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~isPartOf:"CFS working paper series"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Journal of forecasting"
~isPartOf:"Statistical Papers / Springer"
~subject:"Risikomaß"
~subject:"Risk measure"
~subject:"Theory"
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Search: subject:"Multivariate"
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Risikomaß
Risk measure
Theory
Theorie
84
Multivariate distribution
79
Multivariate Verteilung
78
Volatility
64
Volatilität
64
Multivariate analysis
63
Multivariate Analyse
59
Time series analysis
54
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54
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46
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46
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44
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44
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33
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19
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18
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18
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17
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17
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15
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99
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Ji, Qiang
4
Mittnik, Stefan
4
Haas, Markus
3
Liu, Bing-Yue
3
Prokhorov, Artem
3
Fan, Ying
2
Hammoudeh, Shawkat
2
Hautsch, Nikolaus
2
Herwartz, Helmut
2
Paolella, Marc S.
2
Shahzad, Syed Jawad Hussain
2
Virbickaitė, Audronė
2
Abay, Kibrom A.
1
Ahn, Dae-Yong
1
Al-Yahyaee, Khamis Hamed
1
Aloui, Riadh
1
Alshater, Muneer Maher
1
Amemiya, Yasuo
1
Amendola, Alessandra
1
Anatolyev, Stanislav
1
Asai, Manabu
1
Ausín, M. Concepción
1
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1
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1
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1
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1
Barbaglia, Luca
1
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1
Bedoui, Rihab
1
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1
Benth, Fred Espen
1
Berg, Tim Oliver
1
Berger, Theo
1
Bodnar, Taras
1
Bouri, Elie
1
Braiek, Sana
1
Cai, Jun
1
Candelon, Bertrand
1
Chevallier, Julien
1
Cifarelli, Giulio
1
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CFS working paper series
Economics letters
Energy economics
Journal of forecasting
Statistical Papers / Springer
Insurance / Mathematics & economics
118
European journal of operational research : EJOR
65
Journal of econometrics
52
Risks : open access journal
46
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
SFB 649 discussion paper
40
Applied economics
39
International journal of forecasting
38
Discussion paper / Tinbergen Institute
35
International journal of production research
35
Econometric reviews
29
Economic modelling
29
Journal of banking & finance
29
International review of financial analysis
26
The North American journal of economics and finance : a journal of financial economics studies
25
Finance research letters
23
Reihe Quantitative Ökonomie : Ökon
23
Computational economics
22
Journal of empirical finance
22
Journal of risk and financial management : JRFM
21
Quantitative finance
21
International journal of theoretical and applied finance
20
Journal of the American Statistical Association : JASA
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Europäische Hochschulschriften / 5
19
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Discussion paper / Center for Economic Research, Tilburg University
18
Scandinavian actuarial journal
17
The European journal of finance
17
Acta Universitatis Lodziensis / Folia oeconomica
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
SpringerLink / Bücher
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Working paper
15
Applied economics letters
14
ECARES working paper
14
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ECONIS (ZBW)
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1
From point forecasts to
multivariate
probabilistic forecasts : the Schaake shuffle for day-ahead electricity price forecasting
Grothe, Oliver
;
Kächele, Fabian
;
Krüger, Fabian
- In:
Energy economics
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014283270
Saved in:
2
A
multivariate
GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
3
Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
Saved in:
4
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
5
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
6
A state-dependent linear recurrent formula with application to time series with structural breaks
Rahmani, Donya
;
Fay, Damien
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10012796267
Saved in:
7
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
Saved in:
8
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang
;
Virbickaitė, Audronė
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480067
Saved in:
9
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated
multivariate
GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
10
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
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