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~person:"Avdulaj, Krenar"
~person:"Blazsek, Szabolcs"
~source:"econis"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
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Multivariate Verteilung
6
Multivariate distribution
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dynamic conditional score (DCS) models
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Avdulaj, Krenar
Blazsek, Szabolcs
Sahamkhadam, Maziar
6
Tiwari, Aviral Kumar
6
Berger, Theo
5
Ghorbel, Ahmed
5
Hernandez, Jose Arreola
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Mba, Jules Clement
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Reboredo, Juan Carlos
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Hammoudeh, Shawkat
4
Karmakar, Madhusudan
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Romagnoli, Silvia
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Stephan, Andreas
4
Ayala, Astrid
3
Barbi, Massimiliano
3
Bedoui, Rihab
3
Di Clemente, Annalisa
3
Han, Yingwei
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Hoang, Thi Hong Van
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Koumba, Ur
3
Nguyen, Duc Khuong
3
Paul, Samit
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Shahzad, Syed Jawad Hussain
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Weiß, Gregor
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Ababio, Kofi A.
2
Allen, David
2
Aloui, Chaker
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Barunik, Jozef
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Belkacem, Lotfi
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Choe, Geon Ho
2
Cossette, Hélène
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Dorn, Jochen
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Applied economics
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Finance a úvěr
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
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1
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
Saved in:
2
Score-driven copula models for portfolios of two risky assets
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
The European journal of finance
24
(
2018
)
18
,
pp. 1861-1884
Persistent link: https://www.econbiz.de/10012259236
Saved in:
3
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
Saved in:
4
Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Energy economics
51
(
2015
),
pp. 31-44
Persistent link: https://www.econbiz.de/10011564203
Saved in:
5
Can we still benefit from international diversification? : the case of the Czech and German stock markets
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Finance a úvěr
63
(
2013
)
5
,
pp. 425-442
Persistent link: https://www.econbiz.de/10010244836
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