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~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Reihe Quantitative Ökonomie : Ökon"
~subject:"Portfolio selection"
~subject:"Theory"
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Multivariate Verteilung
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Pacific-Basin finance journal
Reihe Quantitative Ökonomie : Ökon
Insurance / Mathematics & economics
68
Risks : open access journal
29
Applied economics
23
European journal of operational research : EJOR
23
SFB 649 discussion paper
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International review of financial analysis
20
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
15
The European journal of finance
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Discussion paper / Tinbergen Institute
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of econometrics
13
Journal of empirical finance
13
Journal of risk and financial management : JRFM
13
International journal of forecasting
12
International journal of theoretical and applied finance
11
Journal of risk
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Scandinavian actuarial journal
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Computational economics
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Econometric theory
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Discussion paper / Center for Economic Research, Tilburg University
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
7
IWQW discussion paper series
7
Quantitative finance
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Working papers on finance
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ASTIN bulletin : the journal of the International Actuarial Association
5
Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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1
Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao
;
Lo, Chien-Ling
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
Saved in:
2
Extreme linkages between foreign exchange and general financial markets
Wu, Chih-Chiang
;
Chen, Wei Peng
;
Korsakul, Nattawadee
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013209544
Saved in:
3
Time-varying asymmetric tail dependence of international equities markets
Zhou, Chunyang
;
Qin, Xiao
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013332425
Saved in:
4
Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application
Ur Rehman, Mobeen
;
Asghar, Nadia
;
Kang, Sang Hoon
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012494418
Saved in:
5
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
6
Estimating multifactor portfolio credit risk : a variance reduction approach
Hsieh, Ming-Hua
;
Lee, Yi-Hsi
;
Shyu, So-De
;
Chiu, Yu-Fen
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012170623
Saved in:
7
Portfoliooptimierung bei Ansteckungseffekten zwischen Banken : ein copulatheoretischer Ansatz
Ifrim, Sandra Gabriela
-
2014
-
1. Aufl
Persistent link: https://www.econbiz.de/10010248918
Saved in:
8
Analyzing and modeling multivariate association : statistical measures and pair-copula constructions
Schnieders, Julius
-
2013
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013360883
Saved in:
9
Contributions to static and time-varying copula-based modeling of multivariate association : with applications to financial time-series
Ruppert, Martin
-
2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009511787
Saved in:
10
On copula density estimation and measures of multivariate association
Blumentritt, Thomas
-
2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013360906
Saved in:
1
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