//--> //--> //-->
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:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~person:"Ye, Wuyi"
~subject:"Korrelation"
~subject:"Schätzung"
~subject:"Share price"
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
Korrelation
Schätzung
Share price
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Copula
1
Data thinning
1
Dynamic dependence
1
Estimation
1
Handelsvolumen der Börse
1
High-frequency transaction data
1
Intraday Value-at-Risk
1
Multivariate Verteilung
1
Multivariate distribution
1
Risikomaß
1
Risk measure
1
Securities trading
1
Theorie
1
Theory
1
Time series analysis
1
Trading volume
1
Volatility
1
Volatilität
1
Wertpapierhandel
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Ye, Wuyi
Allen, David
1
Anatolyev, Stanislav
1
Brooks, Robert
1
Chow, William W.
1
Chung, San-lin
1
Conrad, Christian
1
Dark, Jonathan
1
De Lira Salvatierra, Irving Arturo
1
De Nard, Gianluca
1
Enders, Walter
1
Fałdziński, Marcin
1
Fiszeder, Piotr
1
Fung, Michael Ka-yiu
1
Gospodinov, Nikolaj
1
Hung, Chi-hsiou
1
Hung, I-Chung
1
Hung, Pi-Hsia
1
Jamali, Ibrahim
1
Janus, Paweł
1
Karanasos, Menelaos
1
Koopman, Siem Jan
1
Liang, Shin-shun
1
Lien, Da-hsiang Donald
1
Liu, Xiaochun
1
Liu, Xiaoquan
1
Lizieri, Colin
1
Lucas, André
1
Molnár, Peter
1
Patton, Andrew J.
1
Satchell, Stephen
1
Taamouti, Abderrahim
1
Teterin, Pavel
1
Vanden, Joel M.
1
Wang, Keli
1
Wu, Chih-chiang
1
Yeh, Chung-ying
1
Zeng, Ning
1
Zhao, Zhao
1
more ...
less ...
Published in...
All
Journal of empirical finance
Statistical Papers / Springer
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->