//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CFS working paper series"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Journal of forecasting"
~subject:"Risikomaß"
~subject:"Risk measure"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Multivariate"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Risk measure
Theorie
84
Theory
84
Multivariate Verteilung
78
Multivariate distribution
78
Volatility
64
Volatilität
64
Multivariate analysis
60
Multivariate Analyse
59
Time series analysis
54
Zeitreihenanalyse
54
ARCH model
46
ARCH-Modell
46
Forecasting model
44
Oil price
44
Prognoseverfahren
44
Ölpreis
44
Welt
33
World
33
Börsenkurs
31
Estimation
31
Schätzung
31
Share price
31
Capital income
29
Kapitaleinkommen
29
Copula
26
Cluster analysis
22
Clusteranalyse
22
Correlation
21
Korrelation
21
Commodity derivative
19
Rohstoffderivat
19
Aktienmarkt
18
Stock market
18
Multivariate GARCH
17
Portfolio selection
17
Portfolio-Management
17
Estimation theory
15
Risikomanagement
15
more ...
less ...
Online availability
All
Undetermined
21
Free
5
Type of publication
All
Article
26
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
30
Author
All
Ji, Qiang
4
Mittnik, Stefan
4
Haas, Markus
3
Liu, Bing-Yue
3
Fan, Ying
2
Hammoudeh, Shawkat
2
Paolella, Marc S.
2
Shahzad, Syed Jawad Hussain
2
Al-Yahyaee, Khamis Hamed
1
Aloui, Riadh
1
Alshater, Muneer Maher
1
Awudu, Iddrisu
1
Ben Aïssa, Mohamed Safouane
1
Berger, Theo
1
Bouri, Elie
1
Cai, Jun
1
Dahl, Bruce L.
1
Danciulescu, Cristina
1
Gatfaoui, Hayette
1
González-Pedraz, Carlos
1
Gössling, Thalles Weber
1
Herwartz, Helmut
1
Hvolby, T.
1
Høg, E.
1
Ibragimov, Rustam Ju.
1
Jung, J.
1
Leatham, David J.
1
Li, Chenxing
1
Li, Handong
1
Li, Jian
1
Lian, Ziying
1
Maheu, John M.
1
Mensi, Walid
1
Moreno, Manuel
1
Müller, Fernanda Maria
1
Nehler, Henrik
1
Nguyen, Duc Khuong
1
Okhrin, Ostap
1
Olson, Eric
1
Peña Sánchez de Rivera, Juan Ignacio
1
more ...
less ...
Published in...
All
CFS working paper series
Economics letters
Energy economics
Journal of forecasting
Insurance / Mathematics & economics
30
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of banking & finance
17
Risks : open access journal
15
Applied economics
13
Economic modelling
13
SFB 649 discussion paper
13
Finance research letters
12
Journal of risk and financial management : JRFM
11
International review of financial analysis
9
Computational economics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of risk
8
Quantitative finance
8
European journal of operational research : EJOR
7
Journal of empirical finance
6
Pacific-Basin finance journal
6
International journal of forecasting
5
International review of economics & finance : IREF
5
Scandinavian actuarial journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The European journal of finance
5
Astin bulletin : the journal of the International Actuarial Association
4
International Journal of Financial Studies : open access journal
4
International journal of theoretical and applied finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
Agricultural finance review
3
Applied economics letters
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Financial innovation : FIN
3
Journal of econometrics
3
Journal of mathematical finance
3
Quantitative finance and economics
3
Reihe Quantitative Ökonomie : Ökon
3
Review of quantitative finance and accounting
3
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
5
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
6
The relationship between energy and equity markets : evidence from volatility impulse response functions
Olson, Eric
;
Vivian, Andrew J.
;
Wohar, Mark E.
- In:
Energy economics
43
(
2014
),
pp. 297-305
Persistent link: https://www.econbiz.de/10010504812
Saved in:
7
Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
8
Diversifying portfolios of U.S. stocks with crude oil and natural gas : a regime-dependent optimization with several risk measures
Gatfaoui, Hayette
- In:
Energy economics
80
(
2019
),
pp. 132-152
Persistent link: https://www.econbiz.de/10012172340
Saved in:
9
Momentum and crash sensitivity
Ruenzi, Stefan
;
Weigert, Florian
- In:
Economics letters
165
(
2018
),
pp. 77-81
Persistent link: https://www.econbiz.de/10011973844
Saved in:
10
Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Shahzad, Syed …
- In:
Energy economics
75
(
2018
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->