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Search: subject:"dependence structure"
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Statistical distribution
Multivariate Verteilung
84
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84
dependence structure
64
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63
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38
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37
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37
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35
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ECONIS (ZBW)
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Time-varying dependence and currency tail risk during the Covid-19 pandemic
Gobbi, Fabio
;
Mulinacci, Sabrina
- In:
Studies in economics and finance
40
(
2023
)
5
,
pp. 839-858
Persistent link: https://www.econbiz.de/10014467159
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2
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco
;
Hambuckers, Julien
-
2020
Persistent link: https://www.econbiz.de/10012417238
Saved in:
3
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting
Han, Xuyuan
;
Liu, Zhenya
;
Wang, Shixuan
- In:
Journal of commodity markets
25
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013204443
Saved in:
4
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco
;
Hambuckers, Julien
- In:
The journal of operational risk
17
(
2022
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10014546257
Saved in:
5
Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
Hu, Xiang
;
Lianzeng, Zhang
;
Sun, Weiwei
- In:
Scandinavian actuarial journal
(
2018
)
5
,
pp. 412-425
Persistent link: https://www.econbiz.de/10011881460
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6
Does the probability of informed trading model fit empirical data?
Quan Gan
;
Wang Chun Wei
;
Johnstone, David
- In:
The financial review : the official publication of the …
52
(
2017
)
1
,
pp. 5-35
Persistent link: https://www.econbiz.de/10011656854
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7
Ordering Gini indexes of multivariate elliptical risks
Samanthi, Ranadeera Gamage Madhuka
;
Wei, Wei
; …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 84-91
Persistent link: https://www.econbiz.de/10011492473
Saved in:
8
Dynamic hedging in stock index futures via copula multiplicative error model
Chen, Wen-Chin
;
Liu, Kai-ping
;
Yang, Yung-lieh
;
Lai, Yi-hao
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 801-805
Persistent link: https://www.econbiz.de/10010416262
Saved in:
9
Modelling dependence in Latin American markets using copula functions
Canela, Miguel-Angel
;
Pedreira, Eduardo
- In:
Journal of emerging market finance
11
(
2012
)
3
,
pp. 231-270
Persistent link: https://www.econbiz.de/10010380792
Saved in:
10
On the
dependence
structure
of realized volatilities
Mendes, Beatriz Vaz de Melo
;
Accioly, Victor Bello
- In:
International review of financial analysis
22
(
2012
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010219700
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