//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Finanzmarkt"
~subject:"Multivariate distribution"
~subject:"Schätzung"
~subject:"Volatility"
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:"Testverteilung"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Finanzmarkt
Multivariate distribution
Schätzung
Volatility
Statistical distribution
93
Statistische Verteilung
93
Theorie
37
Theory
37
Option pricing theory
31
Optionspreistheorie
31
Volatilität
25
Capital income
22
Kapitaleinkommen
22
Stochastic process
22
Stochastischer Prozess
22
Portfolio selection
19
Portfolio-Management
19
Risikomaß
14
Risk measure
14
Estimation
13
Multivariate Verteilung
13
ARCH model
12
ARCH-Modell
12
Börsenkurs
12
Share price
12
Derivat
10
Derivative
10
Financial market
9
Risiko
9
Risk
9
Forecasting model
8
Prognoseverfahren
8
Tail dependence
7
Time series analysis
7
Zeitreihenanalyse
7
Aktienindex
6
Black-Scholes model
6
Black-Scholes-Modell
6
CAPM
6
Option pricing
6
more ...
less ...
Online availability
All
Undetermined
32
Type of publication
All
Article
51
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Conference paper
1
Konferenzbeitrag
1
Language
All
English
51
Author
All
Benth, Fred Espen
2
Bouchaud, Jean-Philippe
2
Chang, Kuang-Liang
2
Adewuyi, Adeolu O.
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Alves, Isabel Fraga
1
Arai, Takuji
1
Ayadi, Mohamed
1
Barbachan, José Santiago Fajardo
1
Basnarkov, Lasko
1
Bedendo, Mascia
1
Belomestny, Denis
1
Bianconi, Marcelo
1
Brigo, Damiano
1
Cai, Yuzhi
1
Cai, Zhe
1
Cao, Xu
1
Chicheportiche, Rémy
1
Costa, Andre
1
Crépey, S.
1
Cui, Zhenyu
1
D'Addona, Stefano
1
Dao, Tung-Lam
1
Dong, Xiyong
1
Freire, Gustavo
1
Gligor, Mircea
1
Groth, Martin
1
Guo, Ranran
1
Gupta, Rangan
1
Göncü, Ahmet
1
Hammoudeh, Shawkat
1
Han, Xixuan
1
Hellmich, Martin
1
Hodges, Stewart D.
1
Horváth, Roman
1
Härdle, Wolfgang
1
Ivanov, Roman V.
1
Jeanblanc, Monique
1
Jung, Hojin
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
58
Insurance / Mathematics & economics
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Applied economics
33
Risks : open access journal
27
Discussion paper / Tinbergen Institute
26
Finance research letters
24
Journal of banking & finance
24
International journal of forecasting
22
International review of financial analysis
22
Economic modelling
21
Quantitative finance
19
Economics letters
17
Journal of empirical finance
17
The European journal of finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
The journal of futures markets
16
Working paper
16
Computational economics
15
SFB 649 discussion paper
15
International review of economics & finance : IREF
14
Journal of risk and financial management : JRFM
14
Energy economics
13
Research paper series / Swiss Finance Institute
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
Applied economics letters
11
Discussion paper / Center for Economic Research, Tilburg University
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
European journal of operational research : EJOR
11
Journal of international financial markets, institutions & money
11
Econometric reviews
10
Journal of applied econometrics
10
Journal of financial economics
10
Swiss Finance Institute Research Paper
10
Discussion papers / CEPR
9
Econometrics : open access journal
9
Finance and economics discussion series
9
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
2
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
3
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
4
Tail risk and investors' concerns : evidence from Brazil
Freire, Gustavo
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013187641
Saved in:
5
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
6
A model of dynamic tail dependence between crude oil prices and exchange rates
Guo, Ranran
;
Ye, Wuyi
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013188337
Saved in:
7
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
8
Asymmetric dependence structures for regional stock markets : an unconditional quantile regression approach
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656873
Saved in:
9
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
10
A quantile-copula approach to dependence between financial assets
Kim, Jong-Min
;
Tabacu, Lucia
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->