//--> //--> //-->
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:"Tinbergen Institute Discussion Paper"
~person:"Lucas, André"
~person:"Nunnenkamp, Peter"
~person:"Westerlund, Joakim"
~person:"Yamagata, Takashi"
~subject:"Zeitreihenanalyse"
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:"dependence"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Kopula (Mathematik)
2
dynamic dependence
2
Catastrophic insurance losses
1
Copula and dependence
1
Diversification
1
Katastrophe
1
Risikomodell
1
Skellam distribution
1
Statistische Verteilung
1
Student's t copula
1
Theorie
1
Versicherungsschaden
1
Welt
1
copula
1
correlation
1
dynamic discrete data
1
fractional integration
1
multivariate Student's t distribution
1
multivariate volatility
1
score driven models
1
time-varying copulas
1
time-varying dependence
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Working Paper
1
Language
All
English
1
Author
All
Lucas, André
Nunnenkamp, Peter
Westerlund, Joakim
Yamagata, Takashi
Blasques, Francisco
1
Creal, Drew
1
Diks, Cees
1
Koopman, Siem Jan
1
Lucas, Andre
1
Silde, Erkki
1
more ...
less ...
Published in...
All
Tinbergen Institute Discussion Paper
Discussion paper / Tinbergen Institute
9
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
IZA Discussion Papers
1
Journal of empirical finance
1
Journal of financial econometrics
1
Oxford bulletin of economics and statistics
1
more ...
less ...
Source
All
EconStor
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
representation as a time-varying heavy-tailed copula which is particularly useful if the interest focuses on
dependence
structures …
Persistent link: https://www.econbiz.de/10010325845
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->