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Search: subject:"copula model"
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Multivariate Verteilung
46
Multivariate distribution
46
Copula model
21
Theorie
19
Theory
19
ARCH model
14
ARCH-Modell
14
Volatility
13
Volatilität
13
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12
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12
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Naguib, Costanza
5
Dorn, Franziska
4
Kneib, Thomas
4
Manner, Hans
3
Maxand, Simone
3
Naeem, Muhammad
3
Wied, Dominik
3
Ahmed, Sheraz
2
Aloui, Chaker
2
Gagliardini, Patrick
2
Herbertsson, Alexander
2
Ji, Hao
2
Mensah, Jones Odei
2
Messaoud, Samia Ben
2
Muhammad, Naeem
2
Mustafa, Faisal
2
Premaratne, Gamini
2
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2
Selmi, Refk
2
Smith, Michael S.
2
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2
Tachibana, Minoru
2
Tian, Maoxi
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Calabrese, Raffaella
1
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1
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1
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1
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1
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Nationalekonomiska institutionen, Handelshögskolan
2
EconWPA
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Energy economics
4
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3
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2
International Journal of Theoretical and Applied Finance (IJTAF)
2
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2
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2
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AStA Advances in Statistical Analysis
1
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1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
Asian Economic and Financial Review
1
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1
Cogent Economics & Finance
1
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Czech Journal of Economics and Finance (Finance a uver)
1
Dynamic Econometric Models
1
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1
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Financial Markets and Portfolio Management
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1
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1
International Journal of Organizational and Collective Intelligence (IJOCI)
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International economic journal
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International journal of forecasting
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International journal of strategic property management
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ECONIS (ZBW)
53
RePEc
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EconStor
4
Other ZBW resources
1
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31
Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate : a wavelet-based vine-copula approach
Dai, Xingyu
;
Wang, Qunwei
;
Zha, Donglan
;
Zhou, Dequn
- In:
Energy economics
88
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012516743
Saved in:
32
Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Zhou, Xinmiao
;
Qian, Huanhuan
;
Pérez Rodríguez, Jorge V.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012654918
Saved in:
33
Time-varying dependence in European equity markets : a contagion and investor sentiment driven analysis
Niţoi, Mihai
;
Pochea, Maria Miruna
- In:
Economic modelling
86
(
2020
),
pp. 133-147
Persistent link: https://www.econbiz.de/10012415531
Saved in:
34
Flight-to-quality in the stock-bond return relation : a regime-switching copula approach
Tachibana, Minoru
- In:
Financial markets and portfolio management
34
(
2020
)
4
,
pp. 429-470
Persistent link: https://www.econbiz.de/10012309920
Saved in:
35
Do China's non-financial firms affect systemic risk?
Zhu, Bo
;
Mao, Huafu
;
Huang, Yuan
;
Lin, Renda
;
Niu, Feng
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
12
,
pp. 2711-2731
Persistent link: https://www.econbiz.de/10012312674
Saved in:
36
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
37
Managing volumetric risk of long-term power purchase agreements
Tranberg, Bo
;
Hansen, Rasmus Thrane
;
Catania, Leopoldo
- In:
Energy economics
85
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012506104
Saved in:
38
Integrated measurement of liquidity risk and market risk of company bonds based on the optimal
Copula
model
Lin, Saiyan
;
Chen, Rongda
;
Lv, Zhihong
;
Zhou, Tianqing
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012202884
Saved in:
39
Testing for structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 324-345
Persistent link: https://www.econbiz.de/10012145023
Saved in:
40
Dynamics in the co-movement of economic growth and stock return : comparison between the United States and China
Jiang, Yu
- In:
Economic research
32
(
2019
)
1,2
,
pp. 1965-1976
Persistent link: https://www.econbiz.de/10012435294
Saved in:
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