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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~subject:"ARCH-Modell"
~subject:"Multivariate Verteilung"
~subject:"Share price"
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ARCH-Modell
Multivariate Verteilung
Share price
Theorie
81
Theory
81
Multivariate distribution
51
Cluster analysis
41
Clusteranalyse
41
Multivariate analysis
34
Multivariate Analyse
31
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28
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Liu, Xiaoquan
3
Navarro, Jorge
3
Weiß, Gregor
3
Wu, Shaomin
3
Ye, Wuyi
3
De Giuli, Maria Elena
2
Irresberger, Felix
2
Tarantola, Claudia
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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European journal of operational research : EJOR
Journal of empirical finance
Statistical Papers / Springer
Insurance / Mathematics & economics
95
Energy economics
78
Applied economics
56
Economic modelling
52
Journal of banking & finance
47
International review of financial analysis
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Journal of econometrics
44
Finance research letters
43
The North American journal of economics and finance : a journal of financial economics studies
42
Risks : open access journal
41
Discussion paper / Tinbergen Institute
36
Journal of risk and financial management : JRFM
33
Research in international business and finance
33
SFB 649 discussion paper
30
The European journal of finance
27
Econometric reviews
24
International review of economics & finance : IREF
23
Journal of risk
23
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22
International journal of forecasting
22
Applied economics letters
21
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21
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21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
International journal of theoretical and applied finance
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Discussion paper / Center for Economic Research, Tilburg University
15
Econometric theory
14
Econometrics : open access journal
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ECONIS (ZBW)
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1
A copula-based approach to modelling the failure process of items under two-dimensional warranty and applications
Wu, Shaomin
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 854-866
Persistent link: https://www.econbiz.de/10014456920
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
4
Dynamic relationship between Stock and Bond returns : A GAS MIDAS copula approach
Nguyen, Hoang
;
Javed, Farrukh
- In:
Journal of empirical finance
73
(
2023
),
pp. 272-292
Persistent link: https://www.econbiz.de/10014477029
Saved in:
5
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:
6
Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
7
Data-driven dynamic treatment planning for chronic diseases
Naumzik, Christof
;
Feuerriegel, Stefan
;
Nielsen, Anne …
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 853-867
Persistent link: https://www.econbiz.de/10013479335
Saved in:
8
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
9
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
10
Multivariate
dependence analysis via tree copula models : an application to one-year forward energy contracts
Bassetti, Federico
;
De Giuli, Maria Elena
;
Nicolino, Enrica
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1107-1121
Persistent link: https://www.econbiz.de/10011866878
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