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~person:"Manner, Hans"
~person:"Zimmer, David M."
~subject:"Copula"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"Mehrdimensionale Verteilung"
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Manner, Hans
Zimmer, David M.
Okhrin, Ostap
38
Tiwari, Aviral Kumar
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Smith, Michael S.
21
Reboredo, Juan Carlos
19
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10
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ECONIS (ZBW)
32
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1
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
2
Stock market returns and oil price shocks : a CoVaR analysis based on dynamic vine copula models
Kielmann, Julia
;
Manner, Hans
;
Min, Aleksey
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
4
,
pp. 1543-1574
Persistent link: https://www.econbiz.de/10013197238
Saved in:
3
Model and moment selection in factor copula models
Duan, Fang
;
Manner, Hans
;
Wied, Dominik
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012878186
Saved in:
4
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
-
2021
Persistent link: https://www.econbiz.de/10012819659
Saved in:
5
A monitoring procedure for detecting structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 171-192
Persistent link: https://www.econbiz.de/10012657681
Saved in:
6
Stock market returns and oil price shocks : a CoVaR analysis based on dynamic vine copula models
Kielmann, Julia
;
Manner, Hans
;
Min, Aleksey
-
2021
Persistent link: https://www.econbiz.de/10012503368
Saved in:
7
Testing for structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 324-345
Persistent link: https://www.econbiz.de/10012145023
Saved in:
8
Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae
Manner, Hans
;
Fard, Farzad Alavi
;
Pourkhanali, Armin
; …
- In:
Energy economics
78
(
2019
),
pp. 143-164
Persistent link: https://www.econbiz.de/10012159908
Saved in:
9
The accuracy of self-reported smoking among blacks
Zimmer, David M.
- In:
The review of black political economy : analyzing …
45
(
2018
)
2
,
pp. 166-180
Persistent link: https://www.econbiz.de/10012118278
Saved in:
10
Modeling and forecasting multivariate electricity price spikes
Manner, Hans
;
Türk, Dennis
;
Eichler, Michael
- In:
Energy economics
60
(
2016
),
pp. 255-265
Persistent link: https://www.econbiz.de/10011699897
Saved in:
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