//--> //--> //-->
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:"Computational economics"
~isPartOf:"Swiss Finance Institute Research Paper"
~person:"Karmous, Aida"
~subject:"Volatilität"
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_exact:"Mehrdimensionale Verteilung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Capital income
1
Co-jumps
1
Copulas model
1
Dynamic factor model
1
Estimation
1
Forecasting model
1
Kapitaleinkommen
1
Leverage
1
Long memory
1
Multivariate Verteilung
1
Multivariate distribution
1
Multivariate stochastic volatility
1
Portfolio optimization
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Schätzung
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Karmous, Aida
Belkacem, Lotfi
1
Boubaker, Heni
1
Chang, Kuang-Liang
1
Goel, Anubha
1
Hoesli, Martin
1
Kim, See-Woo
1
Ma, Yong-Ki
1
Mehra, Aparna
1
Müller, Fernanda Maria
1
Necula, Ciprian
1
Reka, Kustrim
1
Righi, Marcelo Brutti
1
more ...
less ...
Published in...
All
Computational economics
Swiss Finance Institute Research Paper
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->