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~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~subject:"Copulas"
~subject:"Statistical distribution"
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Copulas
Statistical distribution
Theorie
59
Theory
59
Forecasting model
58
Prognoseverfahren
58
Time series analysis
52
Zeitreihenanalyse
52
Multivariate Verteilung
50
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50
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38
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38
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33
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33
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31
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31
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31
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17
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16
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16
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14
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14
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14
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10
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10
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26
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González-Rivera, Gloria
2
Ojea-Ferreiro, Javier
2
Reboredo, Juan Carlos
2
Ahmed, Ali M.
1
Alexander, Carol
1
Berger, Theo
1
Bianchi, Michele Leonardo
1
Bouri, Elie
1
Brio, Esther B. del
1
Chang, Chi-Hung
1
Chen, Mei-Ping
1
Chen, Rongda
1
Clements, Michael P.
1
De Luca, Giovanni
1
Diao, Xundi
1
Fei, Fei
1
Fenech, Jean-Pierre
1
Fousekis, Panajiotis
1
Fresoli, Diego
1
Fuertes, Ana María
1
Ghorbel, Ahmed
1
Grigoriadis, Vasilis
1
Han, Yang
1
Jung, Hojin
1
Kalotychou, Elena
1
Kang, Sang Hoon
1
Kim, Jong-Min
1
Ko, Stanley Iat-Meng
1
Lee, Chien-chiang
1
Liu, Xiaochun
1
Lourme, Alexandre
1
Maneesoonthorn, Worapree
1
Maurer, Frantz
1
Meng, Xiaochun
1
Mu, Yu
1
Naifar, Nader
1
Park, Sung Y.
1
Pascual, Lorenzo
1
Perote, Javier
1
Rachev, Svetlozar T.
1
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Economic modelling
International journal of forecasting
Insurance / Mathematics & economics
66
Risks : open access journal
21
Journal of econometrics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
European journal of operational research : EJOR
18
Journal of banking & finance
17
Applied economics
14
Energy economics
13
Discussion paper / Tinbergen Institute
12
SFB 649 discussion paper
12
Discussion paper / Center for Economic Research, Tilburg University
11
Astin bulletin : the journal of the International Actuarial Association
10
ECARES working paper
10
Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
10
Scandinavian actuarial journal
9
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
8
Economics letters
8
International review of financial analysis
8
Journal of empirical finance
8
Journal of risk and financial management : JRFM
7
The European journal of finance
7
Econometric reviews
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of production research
6
International journal of theoretical and applied finance
6
International review of economics & finance : IREF
6
ASTIN bulletin : the journal of the International Actuarial Association
5
CentER Discussion Paper Series
5
Computational economics
5
Journal of risk
5
Review of derivatives research
5
Agricultural finance review
4
Discussion paper
4
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
4
Documents de recherche / ESSEC Centre de Recherche
4
Journal of financial econometrics
4
Journal of international money and finance
4
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ECONIS (ZBW)
26
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1
Static and dynamic models for
multivariate
distribution forecasts : proper scoring rule tests of factor-quantile versus
multivariate
GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
2
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:
3
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
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
Generalized autocontours : evaluation of
multivariate
density models
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
Saved in:
6
Applied mean-ETL optimization in using earnings forecasts
Shao, Barret Pengyuan
;
Rachev, Svetlozar T.
;
Mu, Yu
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 561-567
Persistent link: https://www.econbiz.de/10011474402
Saved in:
7
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
8
Multi-scale causality and extreme tail inter-dependence among housing prices
Kang, Sang Hoon
;
Uddin, Mohammed Gazi Salah
;
Ahmed, Ali M.
- In:
Economic modelling
70
(
2018
),
pp. 301-309
Persistent link: https://www.econbiz.de/10012027930
Saved in:
9
Inversion copulas from nonlinear state space models with an application to inflation forecasting
Smith, Michael S.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 389-407
Persistent link: https://www.econbiz.de/10012030987
Saved in:
10
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:
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