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~isPartOf:"CFS working paper series"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Finanzmarkt"
~subject:"Portfolio-Management"
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Search: subject_exact:"Testverteilung"
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Finanzmarkt
Portfolio-Management
Statistical distribution
102
Statistische Verteilung
102
Theorie
44
Theory
44
Option pricing theory
32
Optionspreistheorie
32
Volatility
28
Volatilität
28
Capital income
24
Kapitaleinkommen
24
Stochastic process
23
Stochastischer Prozess
23
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19
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English
30
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Hautsch, Nikolaus
2
Kim, Young Shin
2
Malec, Peter
2
Schienle, Melanie
2
Alves, Isabel Fraga
1
Andersen, J. V.
1
Arai, Takuji
1
Auer, Benjamin R.
1
Ayadi, Mohamed
1
Baxter, Martin
1
Benth, Fred Espen
1
Brigo, Damiano
1
Cao, Xu
1
Chang, Kuang-Liang
1
Chetalova, Desislava
1
Costa, Andre
1
Eom, Cheoljun
1
Guhr, Thomas
1
Hammoudeh, Shawkat
1
Hvistendahl Karlsen, Kenneth
1
Jung, Hojin
1
Kaizoji, Taisei
1
Kamdem, Jules Sadefo
1
Kim, Jong-Min
1
Kim, Sung Ik
1
Krzesinski, Anthony E.
1
Lazrak, Skander
1
Li, Jia
1
Liu, Xing
1
Livan, Giacomo
1
Lynch, Christopher
1
Mestel, Benjamin
1
Michaelsen, Markus
1
Mittnik, Stefan
1
Mo, Guoli
1
Möller, Philipp M.
1
Pallavicini, Andrea
1
Paolella, Marc S.
1
Quatto, Piero
1
Ramakrishnan, Maya
1
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CFS working paper series
International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
40
Journal of banking & finance
22
European journal of operational research : EJOR
13
Risks : open access journal
13
Quantitative finance
12
Discussion paper / Tinbergen Institute
11
Finance research letters
11
International review of financial analysis
11
Journal of econometrics
11
Research paper series / Swiss Finance Institute
11
The journal of asset management
11
Applied economics
10
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10
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8
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8
Journal of risk and financial management : JRFM
8
Finance and stochastics
7
International review of economics & finance : IREF
7
Journal of financial econometrics
7
Swiss Finance Institute Research Paper
7
The journal of credit risk : published quarterly by Incisive Media
7
International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of mathematical finance
6
SFB 649 discussion paper
6
The European journal of finance
6
Computational economics
5
Journal of economic dynamics & control
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Working papers / TSE : WP
5
Annals of finance
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Astin bulletin : the journal of the International Actuarial Association
4
Cambridge working papers in economics
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
IMF working paper
4
Journal of financial economics
4
Journal of forecasting
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ECONIS (ZBW)
30
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1
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
2
Limitations of portfolio diversification through fat tails of the return Distributions : some empirical evidence
Eom, Cheoljun
;
Kaizoji, Taisei
;
Livan, Giacomo
;
Scalas, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821302
Saved in:
3
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
4
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
5
Fractal statistical measure and portfolio model optimization under power-law distribution
Wu, Xu
;
Zhang, Linlin
;
Li, Jia
;
Yan, Ruzhen
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186577
Saved in:
6
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
7
A quantile-copula approach to dependence between financial assets
Kim, Jong-Min
;
Tabacu, Lucia
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
Saved in:
8
Information flow dependence in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
Saved in:
9
Do idiosyncratic skewness and kurtosis really matter?
Ayadi, Mohamed
;
Cao, Xu
;
Lazrak, Skander
;
Wang, Yan
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012203105
Saved in:
10
Change-point analysis of asset price bubbles with power-law hazard function
Lynch, Christopher
;
Mestel, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153466
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