//--> //--> //--> //-->
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:"Finance a úvěr"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~isPartOf:"Working paper series"
~subject:"Share price"
~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:"Multivariate"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Share price
Statistical distribution
Multivariate distribution
28
Multivariate Verteilung
27
Theorie
24
Theory
24
ARCH model
19
ARCH-Modell
19
Volatility
19
Volatilität
19
Capital income
17
Kapitaleinkommen
17
Multivariate analysis
17
Börsenkurs
15
Estimation
15
Schätzung
15
Time series analysis
15
Zeitreihenanalyse
15
Multivariate Analyse
14
Portfolio selection
13
Portfolio-Management
13
Cluster analysis
9
Clusteranalyse
9
Risikomaß
9
Risk measure
9
Statistische Verteilung
9
Correlation
8
Forecasting model
8
Prognoseverfahren
8
Korrelation
7
USA
6
United States
6
Aktienmarkt
5
CAPM
5
EU countries
5
EU-Staaten
5
Estimation theory
5
Markov chain
5
Markov-Kette
5
Multivariate GARCH
5
more ...
less ...
Online availability
All
Free
6
Undetermined
6
Type of publication
All
Article
17
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
23
Author
All
Avdulaj, Krenar
1
Barunik, Jozef
1
Beaulieu, Marie-Claude
1
Cantin, Loïc
1
Choroś-Tomczyk, Barbara
1
Chow, William W.
1
Chung, San-lin
1
Conrad, Christian
1
Czapkiewicz, Anna
1
De Lira Salvatierra, Irving Arturo
1
Dufour, Jean-Marie
1
Fałdziński, Marcin
1
Fiszeder, Piotr
1
Foschi, Rachele
1
Francq, Christian
1
Fung, Michael Ka-yiu
1
Garcia-Gomez, César
1
Grassi, Stefano
1
Gurgul, Henryk
1
Hlawatsch, Stefan
1
Hung, Chi-hsiou
1
Hung, I-Chung
1
Hung, Pi-Hsia
1
Härdle, Wolfgang
1
Janus, Paweł
1
Karanasos, Menelaos
1
Khalaf, Lynda
1
Koopman, Siem Jan
1
Krüger, Steffen
1
Lai, Yi-Hao
1
Liang, Shin-shun
1
Lien, Da-hsiang Donald
1
Lilla, Francesca
1
Liu, Xiaoquan
1
Lucas, André
1
Majdosz, Paweł
1
Mancini, Cecilia
1
Molnár, Peter
1
Oehme, Toni
1
Okhrin, Ostap
1
more ...
less ...
Published in...
All
Finance a úvěr
Journal of empirical finance
Statistical Papers / Springer
Working paper series
Insurance / Mathematics & economics
65
Journal of banking & finance
26
Journal of econometrics
23
Applied economics
22
Energy economics
22
Risks : open access journal
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Finance research letters
18
International review of financial analysis
18
Discussion paper / Tinbergen Institute
17
The North American journal of economics and finance : a journal of financial economics studies
17
Economic modelling
16
International review of economics & finance : IREF
16
European journal of operational research : EJOR
15
International journal of forecasting
14
SFB 649 discussion paper
14
Research in international business and finance
13
The European journal of finance
12
Discussion paper / Center for Economic Research, Tilburg University
11
Journal of risk and financial management : JRFM
11
Astin bulletin : the journal of the International Actuarial Association
10
Economics letters
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
ECARES working paper
9
Scandinavian actuarial journal
9
Applied economics letters
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Computational economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of risk
7
Review of quantitative finance and accounting
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
International journal of production research
6
International journal of theoretical and applied finance
6
Journal of financial econometrics
6
Journal of international financial markets, institutions & money
6
ASTIN bulletin : the journal of the International Actuarial Association
5
CFS working paper series
5
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The evolution of poverty in the EU-28 : a further look based on
multivariate
tail dependence
Garcia-Gomez, César
;
Pérez, Ana
;
Prieto Alaiz, Mercedes
-
2022
Persistent link: https://www.econbiz.de/10013184538
Saved in:
2
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:
3
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
4
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
5
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
6
Long memory dynamics for
multivariate
dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
7
Warnings about future jumps : properties of the exponential Hawkes model
Foschi, Rachele
;
Lilla, Francesca
;
Mancini, Cecilia
-
2020
Persistent link: https://www.econbiz.de/10012306820
Saved in:
8
Dependence structure of volatility and illiquidity on Vienna and Warsaw stock exchanges
Gurgul, Henryk
;
Syrek, Robert
- In:
Finance a úvěr
69
(
2019
)
3
,
pp. 198-221
Persistent link: https://www.econbiz.de/10012137438
Saved in:
9
New evidence on asymmetric return-volume dependence and extreme movements
Wang, Yi-Chiuan
;
Wu, Jyh-lin
;
Lai, Yi-Hao
- In:
Journal of empirical finance
45
(
2018
),
pp. 212-227
Persistent link: https://www.econbiz.de/10012102448
Saved in:
10
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen
;
Oehme, Toni
;
Rösch, Daniel
;
Scheule, …
- In:
Journal of empirical finance
47
(
2018
),
pp. 246-262
Persistent link: https://www.econbiz.de/10012103459
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->