//--> //--> //-->
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:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~isPartOf:"Statistics & Probability Letters"
~subject:"Copulas"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Copulas
Theorie
49
Theory
49
Multivariate analysis
33
Multivariate Analyse
30
Multivariate distribution
30
Multivariate Verteilung
29
Time series analysis
21
Zeitreihenanalyse
21
ARCH model
20
ARCH-Modell
20
Volatility
20
Volatilität
20
Cluster analysis
15
Clusteranalyse
15
Capital income
14
Kapitaleinkommen
14
Börsenkurs
13
Correlation
13
Estimation
13
Schätzung
13
Share price
13
Korrelation
12
Portfolio selection
11
Portfolio-Management
11
Statistical distribution
11
Statistische Verteilung
11
Copula
9
Estimation theory
9
Regional cluster
9
Regionales Cluster
9
Risikomaß
9
Risk measure
9
Schätztheorie
9
Forecasting model
8
Prognoseverfahren
8
USA
8
United States
8
Multivariate GARCH
7
Statistical test
7
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Undetermined
1
Author
All
Prokhorov, Artem
3
Anatolyev, Stanislav
1
Behboodian, Javad
1
Conlon, Thomas
1
Cotter, John
1
Crook, Jonathan N.
1
Dolati, Ali
1
Hao, Bowen
1
Khabibullin, Renat
1
Kovalenko, Illia
1
Matsypura, Dmytro
1
Moreira, Fernando
1
Neo, Emily
1
Post, Thierry
1
Qian, Hailong
1
Ruenzi, Stefan
1
Weigert, Florian
1
Úbeda-Flores, Manuel
1
more ...
less ...
Published in...
All
Economics letters
Journal of empirical finance
Statistical Papers / Springer
Statistics & Probability Letters
Economic modelling
9
Energy economics
9
European journal of operational research : EJOR
6
Journal of banking & finance
5
Finance research letters
4
Insurance / Mathematics & economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Quantitative finance
4
Agricultural finance review
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Working papers on finance
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Computational economics
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Emerging markets review
2
International review of financial analysis
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Journal of risk
2
Journal of risk and financial management : JRFM
2
Pacific-Basin finance journal
2
Quaderni del Dipartimento
2
Review of quantitative finance and accounting
2
Robustness in econometrics
2
Agricultural Finance Review
1
Annals of economics and statistics
1
Asian journal of economics and banking : AJEB
1
Cogent business & management
1
Computational Management Science : CMS
1
Computing in Economics and Finance 2006
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper
1
Discussion paper / Tinbergen Institute
1
ECARES working paper
1
EURO Journal on decision processes
1
Econometric Society 2004 Australasian Meetings
1
Economic systems
1
Economics Letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
RePEc
1
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
2
An algorithm for constructing high dimensional distributions from distributions of lower dimension
Anatolyev, Stanislav
;
Khabibullin, Renat
;
Prokhorov, Artem
- In:
Economics letters
123
(
2014
)
3
,
pp. 257-261
Persistent link: https://www.econbiz.de/10010400222
Saved in:
3
Moment redundancy test with application to efficiency-improving copulas
Hao, Bowen
;
Prokhorov, Artem
;
Qian, Hailong
- In:
Economics letters
171
(
2018
),
pp. 29-33
Persistent link: https://www.econbiz.de/10012021844
Saved in:
4
Momentum and crash sensitivity
Ruenzi, Stefan
;
Weigert, Florian
- In:
Economics letters
165
(
2018
),
pp. 77-81
Persistent link: https://www.econbiz.de/10011973844
Saved in:
5
Estimation of hierarchical Archimedean copulas as a shortest path problem
Matsypura, Dmytro
;
Neo, Emily
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 131-134
Persistent link: https://www.econbiz.de/10011620207
Saved in:
6
Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.
;
Moreira, Fernando
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
Saved in:
7
A
multivariate
version of Gini's rank association coefficient
Behboodian, Javad
;
Dolati, Ali
;
Úbeda-Flores, Manuel
- In:
Statistical Papers
48
(
2007
)
2
,
pp. 295-304
Persistent link: https://www.econbiz.de/10008533781
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->