//--> //--> //--> //-->
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"
~language:"eng"
~subject:"Portfolio selection"
~subject:"Statistical distribution"
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:"Multivariate Verteilung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Statistical distribution
Multivariate Verteilung
36
Multivariate distribution
36
Theorie
15
Theory
15
Aktienmarkt
9
Copulas
9
Estimation
9
Risikomaß
9
Risk measure
9
Schätzung
9
Stock market
9
Börsenkurs
8
Capital income
8
Copula
8
Kapitaleinkommen
8
Portfolio-Management
8
Share price
8
Volatility
8
Volatilität
8
ARCH model
7
ARCH-Modell
7
Financial crisis
7
Finanzkrise
7
Welt
7
World
7
Correlation
6
Korrelation
6
Statistische Verteilung
6
Time series analysis
6
Zeitreihenanalyse
6
Commodity derivative
5
Risk management
5
Rohstoffderivat
5
Causality analysis
4
China
4
Credit risk
4
International financial market
4
Internationaler Finanzmarkt
4
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
Author
All
Ahmed, Ali M.
1
Andrieş, Alin Marius
1
Bai, Manying
1
Berger, Theo
1
Bouri, Elie
1
Chen, Xiangjin B.
1
Diao, Xundi
1
Ghorbel, Ahmed
1
Han, Yingwei
1
Jung, Hojin
1
Kang, Sang Hoon
1
Kim, Jong-Min
1
Lourme, Alexandre
1
Maurer, Frantz
1
Mudry, Pierre-Antoine
1
Naifar, Nader
1
Ojea-Ferreiro, Javier
1
Paraschiv, Florentina
1
Reboredo, Juan Carlos
1
Roubaud, David
1
Silvapulle, Mervyn J.
1
Silvapulle, Paramsothy
1
Su, Xiaoshan
1
Tong, Bin
1
Trabelsi, Abdelwahed
1
Uddin, Mohammed Gazi Salah
1
Ugolini, Andrea
1
Wen, Xiaoqian
1
Wu, Chongfeng
1
Yoon, Seong-min
1
more ...
less ...
Published in...
All
Economic modelling
Insurance / Mathematics & economics
50
Applied economics
18
Risks : open access journal
18
Journal of banking & finance
17
The North American journal of economics and finance : a journal of financial economics studies
16
SFB 649 discussion paper
13
Energy economics
12
European journal of operational research : EJOR
12
International review of financial analysis
12
Journal of empirical finance
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Finance research letters
10
Journal of risk
10
Journal of risk and financial management : JRFM
9
Computational economics
8
Discussion paper / Tinbergen Institute
8
The European journal of finance
8
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Discussion paper / Center for Economic Research, Tilburg University
6
International journal of forecasting
6
International journal of theoretical and applied finance
6
Journal of econometrics
6
Quantitative finance
6
CentER Discussion Paper Series
5
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
5
International review of economics & finance : IREF
5
Pacific-Basin finance journal
5
Scandinavian actuarial journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of credit risk : published quarterly by Incisive Media
5
Agricultural finance review
4
Astin bulletin : the journal of the International Actuarial Association
4
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
Working papers on finance
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Applied economics letters
3
Discussion paper
3
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Stress-testing for portfolios of commodity futures
Paraschiv, Florentina
;
Mudry, Pierre-Antoine
;
Andrieş, …
- In:
Economic modelling
50
(
2015
),
pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
Saved in:
9
Modeling asymmetric and dynamic dependence of overnight and daytime returns : an empirical evidence from China banking sector
Tong, Bin
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Economic modelling
51
(
2015
),
pp. 366-382
Persistent link: https://www.econbiz.de/10011476058
Saved in:
10
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->