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Multivariate Verteilung
29
Multivariate distribution
29
ARCH model
18
ARCH-Modell
18
Theorie
18
Theory
18
Volatility
17
Volatilität
17
Börsenkurs
13
Share price
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13
Portfolio selection
12
Portfolio-Management
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Aktienmarkt
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Welt
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Cryptocurrency
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Financial crisis
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Finanzkrise
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Time series analysis
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Zeitreihenanalyse
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Multivariate analysis
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English
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De Luca, Giovanni
2
Gozgor, Giray
2
Guesmi, Khaled
2
Jin, Xiaoye
2
Lahiani, Amine
2
Lau, Chi Keung
2
Ning, Cathy Q.
2
Rivieccio, Giorgia
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Tiwari, Aviral Kumar
2
Wirjanto, Tony S.
2
Abakah, Emmanuel Joel Aikins
1
Abid, Ilyes
1
Ahn, Yongkil
1
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Bedoui, Rihab
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Bekiros, Stelios
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Finance research letters
Insurance / Mathematics & economics
157
Journal of econometrics
125
European journal of operational research : EJOR
112
Journal of Multivariate Analysis
110
Energy economics
104
Applied economics
93
MPRA Paper
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economic modelling
71
Discussion paper / Tinbergen Institute
70
International journal of forecasting
62
Journal of banking & finance
62
International journal of production research
60
Risks : open access journal
60
Annals of the Institute of Statistical Mathematics
57
Econometric reviews
54
Economics letters
54
Psychometrika
51
International review of financial analysis
50
The North American journal of economics and finance : a journal of financial economics studies
50
SFB 649 discussion paper
49
Working paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Journal of risk and financial management : JRFM
47
IZA Discussion Papers
42
Journal of forecasting
42
Computational Statistics & Data Analysis
41
Journal of the American Statistical Association : JASA
41
Statistics & Probability Letters
41
SFB 649 Discussion Paper
38
International journal of economics and financial issues : IJEFI
37
Research in international business and finance
37
Working Paper
36
Applied economics letters
35
Computational economics
35
Europäische Hochschulschriften / 5
35
Tinbergen Institute Discussion Paper
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of empirical finance
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ECONIS (ZBW)
57
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57
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1
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan
;
Pappert, Sven
;
Ziel, Florian
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
Saved in:
2
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
3
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
4
Coherent measure of portfolio risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
Saved in:
5
Cryptocurrency portfolio optimization with
multivariate
normal tempered stable processes and Foster-Hart risk
Kurosaki, Tetsuo
;
Kim, Young Shin
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014576824
Saved in:
6
Copula approach to market volatility and technology stocks dependence
Rašiová, Barbara
;
Árendáš, Peter
- In:
Finance research letters
52
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014472041
Saved in:
7
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
8
Subsample analysis of stock market : cryptocurrency returns tail dependence : acopula approach for the tails
Boukef Jlassi, Nabila
;
Jeribi, Ahmed
;
Lahiani, Amine
; …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014582463
Saved in:
9
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
10
Asymmetric tail dependence in cryptocurrency markets : a Model-free approach
Ahn, Yongkil
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013553804
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