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~subject:"Kointegration"
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Search: subject_exact:"Copulafunktion"
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Kointegration
Multivariate Verteilung
2,400
Multivariate distribution
2,400
Theorie
1,156
Theory
1,156
Risikomaß
458
Risk measure
457
Statistical distribution
442
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442
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423
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423
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360
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Welt
193
World
193
Multivariate Analyse
182
Multivariate analysis
180
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Financial crisis
173
Nichtparametrisches Verfahren
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copula
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Rossi, Eduardo
6
Santucci de Magistris, Paolo
4
Chen, Xiaohong
2
Ghorbel, Ahmed
2
Ignatieva, Katja
2
Platen, Eckhard
2
Pérez Rodríguez, Jorge V.
2
Spazzini, Filippo
2
Wang, Bo
2
Xiao, Zhijie
2
Abdelradi, Fadi
1
Ahmed, Osama
1
Al-Yahyaee, Khamis Hamed
1
Aloui, Riadh
1
Baek, Chung
1
Ben Aïssa, Mohamed Safouane
1
Bin Kamal, Javed
1
Botha, I.
1
Boukaber, Adel
1
Brayek, Angham Ben
1
Bu, Ruijun
1
Chang, Yu-hsien
1
Chen, Qiang
1
Chkir, Imed Eddine
1
Chung, Huimin
1
Das, Santanu
1
Doman, Małgorzata
1
Doman, Ryszard
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Faff, Robert W.
1
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1
Gozgor, Giray
1
Guesmi, Khaled
1
Guo, Ranran
1
Hamma, Wajdi
1
Hammoudeh, Shawkat
1
Haque, A. K. Enamul
1
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The North American journal of economics and finance : a journal of financial economics studies
3
American journal of finance and accounting
2
Applied economics
2
Energy economics
2
Quaderni del Dipartimento di Economia Politica
2
Review of quantitative finance and accounting
2
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International journal of business and emerging markets : IJBEM
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International journal of food and beverage manufacturing and business models : an official publication of the Information Resources Management Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Portuguese economic journal
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
1
Research in international business and finance
1
SFB 649 discussion paper
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The journal of developing areas
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Tourism management : research, policies, practice
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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ECONIS (ZBW)
36
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1
Copula-based trading of cointegrated cryptocurrency pairs
Tadi, Masood
;
Witzany, Jiří
-
2023
Persistent link: https://www.econbiz.de/10014301307
Saved in:
2
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
3
What affects the relationship between oil prices and the U.S. stock market? : a mixed-data sampling copula approach
Gong, Yuting
;
Bu, Ruijun
;
Chen, Qiang
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 253-277
Persistent link: https://www.econbiz.de/10013187978
Saved in:
4
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
5
Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX
Mensi, Walid
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
; …
-
2019
Persistent link: https://www.econbiz.de/10012144916
Saved in:
6
A model of dynamic tail dependence between crude oil prices and exchange rates
Guo, Ranran
;
Ye, Wuyi
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013188337
Saved in:
7
Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries
Chkir, Imed Eddine
;
Guesmi, Khaled
;
Brayek, Angham Ben
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012581526
Saved in:
8
The relationship between oil and financial markets in emerging economies : the significant role of Kazakhstan as the oil exporting country
Li, Haiping
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430798
Saved in:
9
Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Zhou, Xinmiao
;
Qian, Huanhuan
;
Pérez Rodríguez, Jorge V.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012654918
Saved in:
10
Volatility and asymmetric dependence in Central and East European stock markets
Joseph, Nathan Lael
;
Vo, Thi Thuy Anh
;
Mobarek, Asma
; …
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1241-1303
Persistent link: https://www.econbiz.de/10012304151
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