//--> //--> //--> //-->
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
~subject:"Multivariate distribution"
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
Multivariate distribution
Gaussian copula
43
Multivariate Verteilung
28
Theorie
19
Theory
19
Gaussian Copula
13
CDO
9
Portfolio selection
9
Portfolio-Management
9
Statistical distribution
9
Statistische Verteilung
9
Credit risk
8
Stochastic process
8
Stochastischer Prozess
8
Kreditrisiko
7
Asset-Backed Securities
6
Credit derivative
6
Derivat
6
Derivative
6
Kreditderivat
6
Asset-backed securities
5
Simulation
5
Verbriefung
5
t copula
5
valuation
5
Capital income
4
Forecasting model
4
Kapitaleinkommen
4
Monte Carlo simulation
4
Prognoseverfahren
4
Risikomaß
4
Risk management
4
Risk measure
4
Securitization
4
Stochastic Recovery
4
Time series analysis
4
Zeitreihenanalyse
4
crop insurance
4
systemic risk
4
Copula
3
more ...
less ...
Online availability
All
Undetermined
15
Free
6
Type of publication
All
Article
25
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
28
Author
All
Anatolyev, Stanislav
2
Du, Xiaodong
2
Eckert, Christine
2
Feng, Hongli
2
Hennessy, David A.
2
Hohberger, Jan
2
Pyrlik, Vladimir
2
Shi, Peng
2
Smith, Michael S.
2
Ahn, Jae Youn
1
Arora, Gaurav
1
Avramidis, Athanassios N.
1
Chang, Victor
1
Ching, Wai Ki
1
Cousin, Areski
1
Crépey, S.
1
Crépey, Stéphane
1
Dao Thi Thanh Binh
1
Faris, Hamza
1
Feng, Xiaoping
1
Franses, Philip Hans
1
Furman, Edward
1
Gao, Xin
1
Gu, Jia-wen
1
Hull, John
1
Ilalan, Deniz
1
Jeanblanc, Monique
1
Jun, Duk Bin
1
Jung, Hojin
1
Kan, Yu Hang
1
Kim, Chul
1
Kim, Jong-Min
1
Kim, See-Woo
1
Klein, Nadja
1
Kuznetsov, Alexey
1
Latifa, Aitoutouhen
1
Le Tuan Anh
1
Lee, Gee
1
Lee, Woojoo
1
Ma, Yong-Ki
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
INFORMS journal on computing : JOC
2
International journal of theoretical and applied finance
2
American journal of agricultural economics
1
Applied economics letters
1
Computational economics
1
Econometric Institute research papers
1
Financial markets and asset pricing
1
IMA journal of management mathematics
1
International journal of business process integration and management : IJBPIM
1
International journal of economics, finance and management sciences : IJEFM
1
International journal of financial engineering
1
International journal of financial research
1
Investment management and financial innovations
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometric methods
1
Journal of economic dynamics & control
1
Journal of management
1
Quantitative marketing and economics : QME
1
Review of derivatives research
1
Scandinavian actuarial journal
1
Working paper / Center for Agricultural and Rural Development
1
Working paper series / CERGE-EI
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Addressing endogeneity without instrumental variables : an evaluation of the
Gaussian
Copula
approach for management research
Eckert, Christine
;
Hohberger, Jan
- In:
Journal of management
49
(
2023
)
4
,
pp. 1460-1495
Persistent link: https://www.econbiz.de/10014246300
Saved in:
2
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
3
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
4
Gaussian
Copula
regression in the presence of thresholds
Eckert, Christine
;
Hohberger, Jan
;
Franses, Philip Hans
-
2022
Persistent link: https://www.econbiz.de/10012879125
Saved in:
5
Shrinkage for Gaussian and t copulas in ultra-high dimensions
Anatolyev, Stanislav
;
Pyrlik, Vladimir
-
2021
Persistent link: https://www.econbiz.de/10012618269
Saved in:
6
Accounting for endogeneity in regression models using copulas : a step-by-step guide for empirical studies
Papadopoulos, Alecos
- In:
Journal of econometric methods
11
(
2022
)
1
,
pp. 127-154
Persistent link: https://www.econbiz.de/10013161672
Saved in:
7
Copula-based direct utility models for correlated choice alternatives
Kim, Chul
;
Jun, Duk Bin
;
Park, Sungho
- In:
Quantitative marketing and economics : QME
20
(
2022
)
1
,
pp. 69-99
Persistent link: https://www.econbiz.de/10013190785
Saved in:
8
A revisit to size anomalies in U.S. bank stock returns by panel copula
Kim, Jong-Min
;
Jung, Hojin
;
Yang, Brian
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 750-754
Persistent link: https://www.econbiz.de/10013171048
Saved in:
9
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:
10
Knowledge learning of insurance risks using dependence models
Zhao, Zifeng
;
Shi, Peng
;
Feng, Xiaoping
- In:
INFORMS journal on computing : JOC
33
(
2021
)
3
,
pp. 1177-1196
Persistent link: https://www.econbiz.de/10012631667
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->