//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"International journal of forecasting"
~isPartOf:"Psychometrika"
~subject:"Portfolio selection"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
59
Theory
59
Forecasting model
58
Prognoseverfahren
58
Time series analysis
52
Zeitreihenanalyse
52
Multivariate Verteilung
50
Multivariate distribution
50
Multivariate Analyse
38
Multivariate analysis
38
ARCH model
33
ARCH-Modell
33
Estimation
31
Schätzung
31
Volatility
31
Volatilität
31
Portfolio-Management
19
Risikomaß
18
Risk measure
18
Statistical distribution
18
Statistische Verteilung
18
Aktienmarkt
17
Stock market
17
Capital income
16
Kapitaleinkommen
16
Börsenkurs
14
Correlation
14
Korrelation
14
Multivariate time series
14
Share price
14
Welt
14
World
14
Cluster analysis
12
Clusteranalyse
12
Copula
12
multivariate analysis
11
Copulas
10
Estimation theory
10
Financial crisis
10
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Clements, Adam
2
Su, Xiaoshan
2
Ahmad, Wasim
1
Al-Azzam, Moh'd
1
Andrieş, Alin Marius
1
Bai, Manying
1
Becker, Ralf
1
Berger, Theo
1
Bianchi, Michele Leonardo
1
Bouri, Elie
1
Charfeddine, Lanouar
1
Chen, Rongda
1
Chen, Xiangjin B.
1
De Luca, Giovanni
1
Doolan, M. B.
1
Drovandi, Christopher
1
Gatfaoui, Hayette
1
Ghorbel, Ahmed
1
Han, Yingwei
1
Hurn, Stan
1
Karmakar, Madhusudan
1
Li, Dan
1
Li, Yuhan
1
Lourme, Alexandre
1
Maurer, Frantz
1
Mimouni, Karim
1
Mudry, Pierre-Antoine
1
Nakajima, Jouchi
1
Ojea-Ferreiro, Javier
1
Paraschiv, Florentina
1
Paul, Samit
1
Reboredo, Juan Carlos
1
Rivieccio, Giorgia
1
Roubaud, David
1
Sadorsky, Perry A.
1
Sahamkhadam, Maziar
1
Sharma, Amit
1
Silvapulle, Mervyn J.
1
Silvapulle, Paramsothy
1
Stephan, Andreas
1
more ...
less ...
Published in...
All
Economic modelling
International journal of forecasting
Psychometrika
Insurance / Mathematics & economics
30
Journal of banking & finance
19
The North American journal of economics and finance : a journal of financial economics studies
18
Applied economics
16
European journal of operational research : EJOR
14
Quantitative finance
13
Finance research letters
12
Energy economics
10
Journal of risk and financial management : JRFM
10
International review of financial analysis
9
Journal of empirical finance
9
Risks : open access journal
9
Computational economics
8
Journal of risk
8
International review of economics & finance : IREF
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Financial markets and portfolio management
6
International journal of theoretical and applied finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
6
The European journal of finance
6
Working paper series / University of Zurich, Department of Economics
6
Financial innovation : FIN
5
International journal of finance & economics : IJFE
5
Journal of forecasting
5
Pacific-Basin finance journal
5
SFB 649 discussion paper
5
The journal of asset management
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of credit risk : published quarterly by Incisive Media
5
Discussion paper / Deutsche Bundesbank
4
Investment management and financial innovations
4
Reihe Quantitative Ökonomie : Ökon
4
Research in international business and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of futures markets
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Agricultural finance review
3
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
Saved in:
3
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
4
Do green bonds de-risk investment in low-carbon stocks?
Reboredo, Juan Carlos
;
Ugolini, Andrea
;
Ojea-Ferreiro, …
- In:
Economic modelling
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013347911
Saved in:
5
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
6
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
7
Portfolio optimization based on GARCH-EVT-Copula forecasting models
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 497-506
Persistent link: https://www.econbiz.de/10012031027
Saved in:
8
A novel nonlinear value-at-risk method for modeling risk of option portfolio with
multivariate
mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
9
Can energy commodity futures add to the value of carbon assets?
Wen, Xiaoqian
;
Bouri, Elie
;
Roubaud, David
- In:
Economic modelling
62
(
2017
),
pp. 194-206
Persistent link: https://www.econbiz.de/10011813408
Saved in:
10
Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre
;
Maurer, Frantz
- In:
Economic modelling
67
(
2017
),
pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->