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~person:"Cerrato, Mario"
~person:"Valdesogo, Alfonso"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"World"
~type_genre:"Book section"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Mehrdimensionale Verteilung"
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Kapitaleinkommen
Portfolio-Management
World
Multivariate Verteilung
7
Multivariate distribution
7
Risikomaß
6
Risk measure
6
Capital income
4
Theorie
4
Theory
4
ARCH model
3
ARCH-Modell
3
Estimation
3
International financial market
3
Internationaler Finanzmarkt
3
Multivariate Analyse
3
Multivariate analysis
3
Risikomanagement
3
Risk management
3
Schätzung
3
Welt
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2
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2
Statistical distribution
2
Statistische Verteilung
2
CAPM
1
Calibrated marginal default probability
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Credit risk
1
GAS-based GHST copula
1
Insolvency
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Insolvenz
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Kreditrisiko
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Portfolio selection
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Probability theory
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Time series analysis
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VAR model
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VAR-Modell
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Graue Literatur
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Cerrato, Mario
Valdesogo, Alfonso
Okhrin, Ostap
9
Härdle, Wolfgang
5
Songsak Sriboonchitta
5
Weigert, Florian
5
Allen, David E.
4
Amengual, Dante
4
Anatolyev, Stanislav
4
Fischer, Matthias
4
Ning, Cathy Q.
4
Okhrin, Yarema
4
Sentana, Enrique
4
Chollete, Loran
3
Gospodinov, Nikolaj
3
Herbertsson, Alexander
3
Krauss, Christopher
3
Lucas, André
3
McAleer, Michael
3
Powell, Robert
3
Singh, Abhay Kumar
3
Stübinger, Johannes
3
Tian, Zhanyuan
3
Wirjanto, Tony S.
3
Woraphon Yamaka
3
Ashraf, Mohammad A.
2
Bouezmarni, Taoufik
2
Caillault, Cyril
2
Chabi-Yo, Fousseni
2
Chatchai Khiewngamdee
2
Chollete, Lorán
2
Crosby, John
2
Delatte, Anne-Laure
2
Fengler, Matthias R.
2
Fortin, Ines
2
Heinen, Andreas
2
Heinen, Andréas
2
Hlawatsch, Stefan
2
Hlouskova, Jaroslava
2
Huggenberger, Markus
2
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Discussion papers / Adam Smith Business School, University of Glasgow
2
CORE discussion paper : DP
1
Discussion paper / Department of Business and Management Science
1
Discussion papers / UCL, Département des Sciences Economiques
1
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ECONIS (ZBW)
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1
Modeling dependence structure and forecasting market risk with dynamic asymmetric copula
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2015
Persistent link: https://www.econbiz.de/10011325736
Saved in:
2
Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
;
Heinen, Andréas
;
Valdesogo, Alfonso
-
2008
Persistent link: https://www.econbiz.de/10003702731
Saved in:
3
Modeling dependence structure and forecasting portfolio value-at-risk with dynamic copulas
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2014
Persistent link: https://www.econbiz.de/10010430003
Saved in:
4
Modelling international financial returns with a multivariate regime switching copula
Chollete, Lorán
(
contributor
);
Heinen, Andreas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003691359
Saved in:
5
Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
(
contributor
);
Heinen, Andréas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003726991
Saved in:
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