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~subject:"Risikomanagement"
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Risikomanagement
Multivariate Verteilung
84
Multivariate distribution
84
dependence structure
64
Dependence structure
63
Stock market
38
Theorie
37
Theory
37
ARCH model
35
ARCH-Modell
35
Aktienmarkt
35
Capital income
33
Kapitaleinkommen
33
copula
23
Risikomaß
22
Risk measure
21
Portfolio selection
19
Portfolio-Management
19
Börsenkurs
17
Share price
17
Exchange rate
15
Oil price
15
Risk management
15
Schätzung
15
Wechselkurs
15
Copula
14
Estimation
14
Financial crisis
14
Finanzkrise
14
Ölpreis
14
Risiko
12
Risk
12
Time series analysis
12
Zeitreihenanalyse
12
China
11
USA
11
United States
11
Welt
11
World
11
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10
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English
14
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Arab, Mounira Ben
2
Kim, Minjoo
2
Mejdoub, Hanène
2
Zhao, Yang
2
Bernhard, Carole
1
Bhatti, Muhammad Ishaq
1
Cerrato, Mario
1
Crosby, John
1
Ghorbel, Ahmed
1
Hammoudeh, Shawkat
1
Han, Xia
1
Hernandez, Jose Arreola
1
Janabi, Mazin A. M. al
1
Jiang, Xiao
1
Karmakar, Madhusudan
1
Lee, Eun-joo
1
Lee, Seung-Hwan
1
Li, Hemei
1
Liang, Zhibin
1
Lianzeng, Zhang
1
Liu, He
1
Liu, Zhenya
1
Mansouri, Fayçal
1
Mokni, Khaled
1
Nguyen, Cuong
1
Nguyen, Duc Khuong
1
Reboredo, Juan Carlos
1
Shim, Jeungbo
1
Song, Pengcheng
1
Trabelsi, Abdelwahed
1
Wang, Ruodu
1
Wang, Shixuan
1
Yang, Junhong
1
Yuen, Kam Chuen
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Applied economics
2
Scandinavian actuarial journal
2
Insurance / Mathematics & economics
1
International journal of computational economics and econometrics
1
International journal of finance & economics : IJFE
1
International journal of managerial and financial accounting
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Quantitative finance
1
Research in international business and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
14
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1
Vines climbing higher : risk management for commodity futures markets using a regular vine copula approach
Li, Hemei
;
Liu, Zhenya
;
Wang, Shixuan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2438-2457
Persistent link: https://www.econbiz.de/10013184895
Saved in:
2
The
dependence
structure
between equity and foreign exchange markets and tail risk forecasts of foreign investments
Kim, Minjoo
;
Yang, Junhong
;
Song, Pengcheng
;
Zhao, Yang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 815-835
Persistent link: https://www.econbiz.de/10012500192
Saved in:
3
On a discrete-time risk model with time-dependent claims and impulsive dividend payments
Lianzeng, Zhang
;
Liu, He
- In:
Scandinavian actuarial journal
2020
(
2020
)
8
,
pp. 736-753
Persistent link: https://www.econbiz.de/10012313732
Saved in:
4
Insurance risk capital and risk aggregation : bivariate copula approach
Mejdoub, Hanène
;
Arab, Mounira Ben
- In:
International journal of computational economics and …
9
(
2019
)
3
,
pp. 202-218
Persistent link: https://www.econbiz.de/10012115324
Saved in:
5
Impact of dependence modeling of non-life insurance risks on capital requirement : D-Vine copula approach
Mejdoub, Hanène
;
Arab, Mounira Ben
- In:
Research in international business and finance
45
(
2018
),
pp. 208-218
Persistent link: https://www.econbiz.de/10011983230
Saved in:
6
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-
dependence
structure
Han, Xia
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
(
2018
)
10
,
pp. 863-889
Persistent link: https://www.econbiz.de/10011939763
Saved in:
7
Relation between higher order comoments and
dependence
structure
of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
Saved in:
8
Dependence
structure
and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
9
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
10
Conditional dependence between international stock markets : a long memory GARCH-copula model approach
Mokni, Khaled
;
Mansouri, Fayçal
- In:
Journal of multinational financial management
42/43
(
2017
),
pp. 116-131
Persistent link: https://www.econbiz.de/10011927907
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