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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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
Risikomanagement
14
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14
Risiko
12
Risk
12
Time series analysis
12
China
11
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11
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11
Welt
11
World
11
Statistical distribution
10
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English
12
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Accioly, Victor Bello
1
Adam, Anokye M.
1
Albulescu, Claudiu Tiberiu
1
Aubin, Christian
1
Cerrato, Mario
1
Crosby, John
1
Goyeau, Daniel
1
Han, Xuyuan
1
Jung, Hojin
1
Khan, Yousaf Ali
1
Kim, Jong-Min
1
Kim, Minjoo
1
Lim, Christine
1
Liu, Zhenya
1
Mansouri, Fayçal
1
Masala, Giovanni
1
Mendes, Beatriz Vaz de Melo
1
Mensah, Prince Osei
1
Mokni, Khaled
1
Nefzi, Nourhaine
1
Nguyen, Cuong
1
Nguyen, Tristan
1
Tiwari, Aviral Kumar
1
Wang, Shixuan
1
Wu, Yuan
1
Xie, Wenjun
1
Zhao, Yang
1
Zhu, Liang
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EuroMed journal of management : EMJM
1
International journal of economics and finance
1
International review of financial analysis
1
Investment management and financial innovations
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of multinational financial management
1
Journal of quantitative economics
1
Risks : open access journal
1
The energy journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
12
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1
Copula-based assessment of co-movement and tail
dependence
structure
among major trading foreign currencies in Ghana
Mensah, Prince Osei
;
Adam, Anokye M.
- In:
Risks : open access journal
8
(
2020
)
2/55
,
pp. 1-20
This paper examines the joint movement and tail
dependence
structure
between the pair of foreign exchange rates (EUR …
Persistent link: https://www.econbiz.de/10012292894
Saved in:
2
Modeling dependent structure among micro-economics variables through COPAR (1)-model in Pakistan
Khan, Yousaf Ali
- In:
Journal of quantitative economics
20
(
2022
)
1
,
pp. 257-279
Persistent link: https://www.econbiz.de/10013167499
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
Modelling tail
dependence
structure
between carry trade and BRICS markets : copula approach
Nefzi, Nourhaine
- In:
EuroMed journal of management : EMJM
3
(
2019
)
1
,
pp. 2-24
Persistent link: https://www.econbiz.de/10012250902
Saved in:
5
Extreme co-movements and dependencies among major international exchange rates : a copula approach
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 56-69
Persistent link: https://www.econbiz.de/10012034997
Saved in:
6
Dependence
structure
between oil prices, exchange rates, and interest rates
Kim, Jong-Min
;
Jung, Hojin
- In:
The energy journal
39
(
2018
)
2
,
pp. 259-280
Persistent link: https://www.econbiz.de/10011825635
Saved in:
7
Dynamic
dependence
structure
between energy markets and the Italian stock index
Masala, Giovanni
- In:
Investment management and financial innovations
15
(
2018
)
2
,
pp. 60-67
Persistent link: https://www.econbiz.de/10012055096
Saved in:
8
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:
9
Analysis of tourism demand serial
dependence
structure
for forecasting
Zhu, Liang
;
Lim, Christine
;
Xie, Wenjun
;
Wu, Yuan
- In:
Tourism economics : the business and finance of tourism …
23
(
2017
)
7
,
pp. 1419-1436
Persistent link: https://www.econbiz.de/10011772653
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
Saved in:
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