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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"
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Search: subject_exact:"Testverteilung"
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Finanzmarkt
Multivariate distribution
Statistical distribution
93
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93
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Option pricing theory
31
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Chang, Kuang-Liang
2
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Albulescu, Claudiu Tiberiu
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Arai, Takuji
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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
40
Risks : open access journal
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Applied economics
12
SFB 649 discussion paper
11
International review of financial analysis
10
Discussion paper / Tinbergen Institute
8
Journal of banking & finance
7
Journal of econometrics
7
Discussion paper / Center for Economic Research, Tilburg University
6
Economic modelling
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European journal of operational research : EJOR
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Astin bulletin : the journal of the International Actuarial Association
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CentER Discussion Paper Series
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Computational economics
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Finance research letters
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International review of economics & finance : IREF
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Journal of empirical finance
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Scandinavian actuarial journal
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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CFS working paper series
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
4
International journal of forecasting
4
Journal of applied econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk
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Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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The European journal of finance
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The journal of credit risk : published quarterly by Incisive Media
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Energy economics
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Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Swiss Finance Institute Research Paper
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The econometrics journal
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ECONIS (ZBW)
19
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Information flow dependence in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
Saved in:
9
Change-point analysis of asset price bubbles with power-law hazard function
Lynch, Christopher
;
Mestel, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153466
Saved in:
10
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
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