//--> //--> //--> //-->
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_exact:"Multivariate Verteilung"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate distribution
Multivariate Verteilung
2,407
Theorie
1,161
Theory
1,161
Risikomaß
458
Risk measure
457
Statistical distribution
444
Statistische Verteilung
444
Portfolio selection
426
Portfolio-Management
426
Capital income
361
Kapitaleinkommen
361
Zeitreihenanalyse
355
Time series analysis
352
Estimation
312
Schätzung
311
ARCH model
306
ARCH-Modell
306
Volatility
293
Volatilität
293
Risikomanagement
291
Copula
285
Risk management
282
Aktienmarkt
227
Estimation theory
227
Schätztheorie
227
Stock market
226
Börsenkurs
207
Share price
207
Kreditrisiko
206
Credit risk
202
Welt
194
World
194
Multivariate Analyse
185
Multivariate analysis
180
Finanzkrise
175
Financial crisis
173
Nichtparametrisches Verfahren
163
Nonparametric statistics
162
copula
160
more ...
less ...
Online availability
All
Undetermined
870
Free
815
Type of publication
All
Article
1,572
Book / Working Paper
832
Type of publication (narrower categories)
All
Article in journal
1,475
Aufsatz in Zeitschrift
1,475
Graue Literatur
398
Non-commercial literature
398
Arbeitspapier
382
Working Paper
382
Aufsatz im Buch
92
Book section
92
Hochschulschrift
69
Thesis
52
Collection of articles of several authors
14
Sammelwerk
14
Collection of articles written by one author
11
Conference paper
11
Konferenzbeitrag
11
Sammlung
11
Aufsatzsammlung
4
Conference proceedings
3
Konferenzschrift
3
Mikroform
3
Amtsdruckschrift
2
Government document
2
Lehrbuch
2
Systematic review
2
Textbook
2
Übersichtsarbeit
2
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Rezension
1
more ...
less ...
Language
All
English
2,375
German
30
French
1
Author
All
Okhrin, Ostap
38
Smith, Michael S.
21
Tiwari, Aviral Kumar
21
Reboredo, Juan Carlos
19
Härdle, Wolfgang
18
Einmahl, John H. J.
17
Manner, Hans
17
Patton, Andrew J.
17
Segers, Johan
17
Songsak Sriboonchitta
17
Kim, Jong-Min
16
Hammoudeh, Shawkat
15
Lucas, André
15
Zimmer, David M.
15
Prokhorov, Artem
14
Weiß, Gregor
14
Czado, Claudia
13
Fischer, Matthias
13
Hamori, Shigeyuki
13
Koopman, Siem Jan
13
Anatolyev, Stanislav
12
Chen, Xiaohong
12
Nguyen, Duc Khuong
12
Cherubini, Umberto
11
Fantazzini, Dean
11
Ghorbel, Ahmed
11
Heinen, Andréas
11
Ning, Cathy Q.
11
Okhrin, Yarema
11
Romagnoli, Silvia
11
Trivedi, Pravin K.
11
Weigert, Florian
11
Allen, David E.
10
Bouri, Elie
10
Embrechts, Paul
10
Oh, Dong Hwan
10
Shi, Peng
10
Uddin, Mohammed Gazi Salah
10
Wied, Dominik
10
Zhao, Yang
10
more ...
less ...
Institution
All
National Bureau of Economic Research
3
Bergische Universität Wuppertal
2
Center for Economic Research <Tilburg>
2
Friedrich-Schiller-Universität Jena
1
International Center for Financial Asset Management and Engineering
1
International Monetary Fund
1
Springer International Publishing
1
Thailand Econometric Society
1
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
1
University of California Davis / Department of Economics
1
Universität Bremen
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
95
Energy economics
58
Risks : open access journal
42
Applied economics
40
Economic modelling
37
European journal of operational research : EJOR
34
International review of financial analysis
33
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of banking & finance
31
Finance research letters
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Journal of econometrics
27
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
24
Discussion paper / Tinbergen Institute
22
Journal of risk
22
The European journal of finance
22
Research in international business and finance
17
International journal of theoretical and applied finance
16
Journal of empirical finance
16
Applied economics letters
15
Computational economics
15
Discussion paper / Center for Economic Research, Tilburg University
15
International review of economics & finance : IREF
15
Econometric reviews
13
Economics letters
13
International journal of forecasting
13
Journal of international financial markets, institutions & money
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Scandinavian actuarial journal
11
Discussion paper
10
Quantitative finance
10
Robustness in econometrics
10
Astin bulletin : the journal of the International Actuarial Association
9
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
Econometric theory
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
more ...
less ...
Source
All
ECONIS (ZBW)
2,404
Showing
2,391
-
2,400
of
2,404
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
2391
Messung von Marktrisiken unter Verwendung von Copulafunktionen : eine empirische Studie für den Schweizer Aktienmarkt
Glauser, Manrico
-
2003
Persistent link: https://www.econbiz.de/10002397745
Saved in:
2392
Modelling sample selection using Archimedean copulas
Smith, Murray D.
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001781046
Saved in:
2393
Using copulae to bound the Value-at-Risk for functions of dependent risks
Embrechts, Paul
;
Höing, Andrea
;
Juri, Alessandro
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10001762730
Saved in:
2394
Goodness of fit tests for copulas
Fermanian, Jean-David
-
2003
Persistent link: https://www.econbiz.de/10001812439
Saved in:
2395
Pricing and hedging credit derivatives with copulas
Cherubini, Umberto
;
Luciano, Elisa
- In:
Economic notes : economic review of Banca Monte dei …
32
(
2003
)
2
,
pp. 219-241
Persistent link: https://www.econbiz.de/10001790788
Saved in:
2396
Copulas and the distribution of cash flows with mixed signs
Goovaerts, Marc J.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916856
Saved in:
2397
Credit risk modelling and estimation via elliptical copulae
Schmidt, Rafael
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 267-289)
.
2003
Persistent link: https://www.econbiz.de/10002002400
Saved in:
2398
Modelling dependence with copulas and applications to risk management
Embrechts, Paul
;
Lindskog, Filip
;
McNeil, Alexander J.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 329-384)
.
2003
Persistent link: https://www.econbiz.de/10001882115
Saved in:
2399
An analysis of performance measures using copulae
Hwang, Soosung
;
Salmon, Mark
- In:
Performance measurement in finance
,
(pp. 160-197)
.
2002
Persistent link: https://www.econbiz.de/10001718595
Saved in:
2400
Weak convergence of empirical copula processes
Fermanian, Jean-David
;
Radulovic, Dragan
;
Wegkamp, Marten H.
-
2002
Persistent link: https://www.econbiz.de/10001660114
Saved in:
First
Prev
232
233
234
235
236
237
238
239
240
241
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->