//--> //--> //-->
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
~person:"Pyrlik, Vladimir"
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:"Gaussian copula"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
2
Gaussian copula
2
Kapitaleinkommen
2
Multivariate Verteilung
2
Multivariate distribution
2
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
t copula
2
High dimensionality
1
Large covariance matrices
1
Portfolio allocation
1
Shrinkage
1
Time series analysis
1
Zeitreihenanalyse
1
high dimensionality
1
large covariance matrices,shrinkage
1
portfolio allocation
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Pyrlik, Vladimir
Du, Xiaodong
4
Feng, Hongli
4
Li, Hui
4
Smith, Michael S.
4
Hennessy, David A.
3
Anatolyev, Stanislav
2
Benešová, Petra
2
Chen, Xiaohong
2
Cousin, Areski
2
Crépey, Stéphane
2
Danaher, Peter J.
2
Eckert, Christine
2
Fan, Yanqin
2
Fathi, Abid
2
Hohberger, Jan
2
Ilalan, Deniz
2
Nader, Naifar
2
Park, Sungho
2
Proksch, Dorian
2
Pérez, Andrea
2
Ringle, Christian M.
2
Shi, Peng
2
Teplý, Petr
2
ALBA, JOSEPH D.
1
Abid, Fathi
1
Ahn, Jae Youn
1
Alba, Joseph D.
1
Arora, Gaurav
1
Avramidis, Athanassios N.
1
Azamighaimasi, Arsalan
1
Balakrishna, B S
1
Becker, Jan-Michael
1
Brorsen, B. Wade
1
Buzková, Petra
1
CRÉPEY, S.
1
Chang, Victor
1
Cherny, Alexander
1
Ching, Wai Ki
1
Crépey, S.
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
1
Working paper series / CERGE-EI
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Shrinkage for Gaussian and t copulas in ultra-high dimensions
Anatolyev, Stanislav
;
Pyrlik, Vladimir
-
2021
Persistent link: https://www.econbiz.de/10012618269
Saved in:
2
Copula shrinkage and portfolio allocation in ultra-high dimensions
Anatolyev, Stanislav
;
Pyrlik, Vladimir
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013539522
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->