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~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~subject:"Statistical distribution"
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Search: subject:"Multivariate"
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Statistical distribution
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
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31
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31
Volatilität
31
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19
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Risikomaß
18
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18
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18
Aktienmarkt
17
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17
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16
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16
Börsenkurs
14
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14
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14
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Cluster analysis
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10
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10
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González-Rivera, Gloria
2
Ahmed, Ali M.
1
Alexander, Carol
1
Berger, Theo
1
Bianchi, Michele Leonardo
1
Brio, Esther B. del
1
Chen, Rongda
1
Clements, Michael P.
1
De Luca, Giovanni
1
Diao, Xundi
1
Fei, Fei
1
Fresoli, Diego
1
Fuertes, Ana María
1
Han, Yang
1
Jung, Hojin
1
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1
Kang, Sang Hoon
1
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1
Ko, Stanley Iat-Meng
1
Liu, Xiaochun
1
Lourme, Alexandre
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
Rivieccio, Giorgia
1
Ruiz, Esther
1
Shao, Barret Pengyuan
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Smith, Jeremy
1
Sun, Yingying
1
Tong, Bin
1
Uddin, Mohammed Gazi Salah
1
Wu, Chongfeng
1
Yoldas, Emre
1
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1
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Economic modelling
International journal of forecasting
Insurance / Mathematics & economics
65
Risks : open access journal
21
Journal of econometrics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Applied economics
14
European journal of operational research : EJOR
13
Journal of banking & finance
13
Astin bulletin : the journal of the International Actuarial Association
10
Scandinavian actuarial journal
9
The North American journal of economics and finance : a journal of financial economics studies
9
The European journal of finance
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Econometric reviews
6
Finance research letters
6
International journal of production research
6
International journal of theoretical and applied finance
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of empirical finance
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Economics letters
5
Energy economics
5
Journal of risk and financial management : JRFM
5
Computational economics
4
Journal of financial econometrics
4
Journal of risk
4
Review of derivatives research
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of credit risk : published quarterly by Incisive Media
4
Econometric theory
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of applied econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Applied economics letters
2
Econometrics : open access journal
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial innovation : FIN
2
International journal of financial engineering
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ECONIS (ZBW)
18
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1
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10
of
18
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date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
6
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:
7
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:
8
Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
9
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
10
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
Saved in:
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