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~isPartOf:"Review of quantitative finance and accounting"
~subject:"Estimation"
~subject:"Risk measure"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
~type_genre:"Working Paper"
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Search: subject_exact:"Copulafunktion"
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Estimation
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Multivariate Verteilung
8
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8
ARCH model
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3
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Chen, Cathy Yi-Hsuan
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Chiou, Wan-jiun Paul
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Feng, Jichuang
1
Hsu, Chun-pin
1
Huang, Chin-wen
1
Härdle, Wolfgang
1
Joseph, Nathan Lael
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Lee, Cheng F.
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Li, Jianping
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1
Mollah, Sabur
1
Vo, Thi Thuy Anh
1
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1
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1
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Review of quantitative finance and accounting
Insurance / Mathematics & economics
25
The North American journal of economics and finance : a journal of financial economics studies
21
Energy economics
20
Economic modelling
18
Applied economics
17
International review of financial analysis
14
Journal of banking & finance
14
Risks : open access journal
13
SFB 649 discussion paper
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of risk
11
Journal of risk and financial management : JRFM
11
Computational economics
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European journal of operational research : EJOR
8
Finance research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
International review of economics & finance : IREF
6
Pacific-Basin finance journal
6
The European journal of finance
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
International Journal of Financial Studies : open access journal
5
International journal of forecasting
5
Journal of econometrics
5
Journal of empirical finance
5
Agricultural finance review
4
Applied economics letters
4
Economics letters
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
Quantitative finance
4
Research in international business and finance
4
Astin bulletin : the journal of the International Actuarial Association
3
Discussion paper
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Discussion paper / Tinbergen Institute
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance a úvěr
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Financial innovation : FIN
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1
Volatility and asymmetric dependence in Central and East European stock markets
Joseph, Nathan Lael
;
Vo, Thi Thuy Anh
;
Mobarek, Asma
; …
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1241-1303
Persistent link: https://www.econbiz.de/10012304151
Saved in:
2
Copula-based factor model for credit risk analysis
Lu, Meng-Jou
;
Chen, Cathy Yi-Hsuan
;
Härdle, Wolfgang
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 949-971
Persistent link: https://www.econbiz.de/10011797579
Saved in:
3
On the aggregation of credit, market and operational risks
Li, Jianping
;
Zhu, Xiaoqian
;
Lee, Cheng F.
;
Wu, Dengsheng
; …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
Saved in:
4
Copula-GARCH versus dynamic conditional correlation : an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor
- In:
Review of quantitative finance and accounting
41
(
2013
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10009774463
Saved in:
5
Effectiveness of copula-extreme value theory in estimating value-at-risk : empirical evidence from Asian emerging markets
Hsu, Chun-pin
;
Huang, Chin-wen
;
Chiou, Wan-jiun Paul
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 447-468
Persistent link: https://www.econbiz.de/10009690403
Saved in:
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