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Search: subject_exact:"Multivariate distribution"
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Multivariate distribution
2,410
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2,400
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1,167
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458
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457
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447
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206
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205
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195
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194
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190
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182
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173
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169
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Okhrin, Ostap
50
Smith, Michael S.
21
Tiwari, Aviral Kumar
21
Härdle, Wolfgang
20
Reboredo, Juan Carlos
19
Einmahl, John H. J.
17
Manner, Hans
17
Patton, Andrew J.
17
Prokhorov, Artem
17
Segers, Johan
17
Songsak Sriboonchitta
17
Kim, Jong-Min
16
Okhrin, Yarema
16
Cherubini, Umberto
15
Hammoudeh, Shawkat
15
Lucas, André
15
Zimmer, David M.
15
Anatolyev, Stanislav
14
Weiß, Gregor
14
Czado, Claudia
13
Fischer, Matthias
13
Hamori, Shigeyuki
13
Koopman, Siem Jan
13
Chen, Xiaohong
12
Fantazzini, Dean
12
Nguyen, Duc Khuong
12
Romagnoli, Silvia
12
Ghorbel, Ahmed
11
Heinen, Andréas
11
Ning, Cathy Q.
11
Trivedi, Pravin K.
11
Weigert, Florian
11
Allen, David E.
10
Bouri, Elie
10
Embrechts, Paul
10
Oh, Dong Hwan
10
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10
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10
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10
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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International Monetary Fund
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1
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
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Insurance / Mathematics & economics
96
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59
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40
Risks : open access journal
39
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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
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ECONIS (ZBW)
2,410
RePEc
39
USB Cologne (EcoSocSci)
10
EconStor
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2371
Performance-Messung und Copula-Funktionen : eine Synthese
Schulz, Martin T.
-
2008
Persistent link: https://www.econbiz.de/10003752816
Saved in:
2372
Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
(
contributor
);
Heinen, Andréas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003726991
Saved in:
2373
Fixed-income portfolio allocation including hedge fund strategies : a copula opinion pooling approach
Stein, Michael
;
Füss, Roland
;
Drobetz, Wolfgang
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 78-91
Persistent link: https://www.econbiz.de/10003848046
Saved in:
2374
Essays on realized volatility and jumps
Larson, Marcus
-
2008
Persistent link: https://www.econbiz.de/10003758871
Saved in:
2375
Nichtparametrische Inferenz für Copulas : quantitative Risikoanalysen für den deutschen Finanzmarkt
Dobric, Jadran
-
2008
Persistent link: https://www.econbiz.de/10004924803
Saved in:
2376
Lower tail dependence for Archimedean copulas : characterizations and pitfalls
Charpentier, Arthur
;
Segers, Johan
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 525-532
Persistent link: https://www.econbiz.de/10003755787
Saved in:
2377
Extreme Value Theory im Risikomanagement
Zeder, Markus
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002850947
Saved in:
2378
Essays on partial identification in econometrics and finance
Galichon, Alfred
-
2007
Persistent link: https://www.econbiz.de/10009691355
Saved in:
2379
The one-factor Gaussian copula applied to CDOs : just say NO (or, if you see a correlation smile, she is laughing at your "results")
Cifuentes, Arturo
;
Katsaros, Georgios
- In:
The journal of structured finance
13
(
2007/08
)
3
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003862373
Saved in:
2380
Testing for asset market linkages : a new approach based on time-varying copulas
Manner, Hans
;
Candelon, Bertrand
-
2007
Persistent link: https://www.econbiz.de/10003647683
Saved in:
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