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~isPartOf:"CFS working paper series"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~isPartOf:"Statistical Papers / Springer"
~subject:"Risikomaß"
~subject:"Share price"
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Search: subject:"Multivariate"
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Risikomaß
Share price
Theorie
42
Theory
42
Multivariate distribution
29
Multivariate Verteilung
28
Multivariate analysis
25
Multivariate Analyse
22
Portfolio selection
22
Portfolio-Management
22
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21
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21
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Cluster analysis
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Mittnik, Stefan
4
Haas, Markus
3
Paolella, Marc S.
2
Allen, David
1
Bellini, Fabio
1
BenSaïda, Ahmed
1
Berens, Tobias
1
Bianchi, Michele Leonardo
1
Boubaker, Sabri
1
Chow, William W.
1
Chung, San-lin
1
Conrad, Christian
1
De Lira Salvatierra, Irving Arturo
1
Doldi, A.
1
Fałdziński, Marcin
1
Feinstein, Zachary
1
Feng, Y.
1
Fiszeder, Piotr
1
Fouque, Jean-Pierre
1
Frittelli, Marco
1
Fung, Michael Ka-yiu
1
Hasim, Haslifah Mohamad
1
Hautsch, Nikolaus
1
Holý, Vladimír
1
Hung, Chi-hsiou
1
Hung, I-Chung
1
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1
Härdle, Wolfgang
1
Karanasos, Menelaos
1
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1
Kyj, Lada M.
1
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1
Lien, Da-hsiang Donald
1
Liu, Francis
1
Liu, Xiaoquan
1
Lizieri, Colin
1
Lu, Meng-Jou
1
Mercuri, Lorenzo
1
Minami, Mihoko
1
Molnár, Peter
1
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CFS working paper series
Journal of empirical finance
Quantitative finance
Statistical Papers / Springer
Energy economics
32
Insurance / Mathematics & economics
30
Journal of banking & finance
28
Finance research letters
23
The North American journal of economics and finance : a journal of financial economics studies
23
Economic modelling
22
Applied economics
21
International review of financial analysis
21
Journal of risk and financial management : JRFM
17
Risks : open access journal
15
SFB 649 discussion paper
15
International review of economics & finance : IREF
14
Research in international business and finance
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11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of risk
11
The European journal of finance
11
European journal of operational research : EJOR
10
Review of quantitative finance and accounting
10
Applied economics letters
9
Discussion paper / Tinbergen Institute
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of forecasting
9
Journal of international financial markets, institutions & money
9
International journal of forecasting
8
Journal of econometrics
8
Pacific-Basin finance journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economics letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International Journal of Financial Studies : open access journal
6
Scandinavian actuarial journal
6
Cogent economics & finance
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Emerging markets, finance and trade : EMFT
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
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ECONIS (ZBW)
26
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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
Multivariate
systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
3
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:
4
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:
5
Forward-looking portfolio selection with
multivariate
non-Gaussian models
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1645-1661
Persistent link: https://www.econbiz.de/10012295628
Saved in:
6
A supermartingale relation for
multivariate
risk measures
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 1971-1990
Persistent link: https://www.econbiz.de/10012262932
Saved in:
7
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
8
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
9
The shifting dependence dynamics between the G7 stock markets
BenSaïda, Ahmed
;
Boubaker, Sabri
;
Nguyen, Duc Khuong
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 801-812
Persistent link: https://www.econbiz.de/10011907944
Saved in:
10
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
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