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~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"
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Search: subject_exact:"Testverteilung"
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Finanzmarkt
Multivariate distribution
Schätzung
Statistical distribution
93
Statistische Verteilung
93
Theorie
37
Theory
37
Option pricing theory
31
Optionspreistheorie
31
Volatility
25
Volatilität
25
Capital income
22
Kapitaleinkommen
22
Stochastic process
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Stochastischer Prozess
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Portfolio selection
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Portfolio-Management
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Time series analysis
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Aktienindex
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Chang, Kuang-Liang
2
Adewuyi, Adeolu O.
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Alves, Isabel Fraga
1
Arai, Takuji
1
Bedendo, Mascia
1
Belomestny, Denis
1
Bianconi, Marcelo
1
Bouchaud, Jean-Philippe
1
Brigo, Damiano
1
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1
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1
Chicheportiche, Rémy
1
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1
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1
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1
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1
Freire, Gustavo
1
Gligor, Mircea
1
Guo, Ranran
1
Gupta, Rangan
1
Hammoudeh, Shawkat
1
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1
Härdle, Wolfgang
1
Jeanblanc, Monique
1
Jung, Hojin
1
Kim, Jong-Min
1
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1
Kim, Young Shin
1
Kok Haur Ng
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Leonidov, Andrei
1
Li, Changhong
1
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1
Lynch, Christopher
1
Marinelli, Carlo
1
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1
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International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
50
Journal of econometrics
35
Applied economics
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Discussion paper / Tinbergen Institute
20
Risks : open access journal
20
International journal of forecasting
17
Journal of banking & finance
17
International review of financial analysis
16
Economic modelling
15
SFB 649 discussion paper
15
The European journal of finance
14
Economics letters
12
Finance research letters
12
International review of economics & finance : IREF
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The journal of futures markets
12
Journal of empirical finance
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Working paper
11
Applied economics letters
10
Discussion paper / Center for Economic Research, Tilburg University
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
European journal of operational research : EJOR
9
Journal of applied econometrics
9
Research paper series / Swiss Finance Institute
9
Computational economics
8
Energy economics
8
Journal of international financial markets, institutions & money
8
Swiss Finance Institute Research Paper
8
CESifo working papers
7
Discussion paper series / IZA
7
Discussion papers / CEPR
7
Econometric reviews
7
Finance and economics discussion series
7
Journal of forecasting
7
Journal of risk
7
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
30
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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
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:
8
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:
9
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:
10
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
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