//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion papers / Adam Smith Business School, University of Glasgow"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Psychological suffering owing...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
3
Multivariate distribution
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Forecasting model
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
Calibrated marginal default probability
1
Capital income
1
Credit risk
1
GAS-based GHST copula
1
Insolvency
1
Insolvenz
1
Kapitaleinkommen
1
Kreditrisiko
1
Portfolio selection
1
Portfolio-Management
1
Probability theory
1
Time series analysis
1
VAR model
1
VAR-Modell
1
VaR and ES forecasting
1
Value-at-Risk forecasting
1
Wahrscheinlichkeitsrechnung
1
Zeitreihenanalyse
1
asymmetric dependence
1
asymmetry
1
dependence dynamics
1
dynamic copulas
1
dynamic skewed t copulas
1
probability of conditional default
1
probability of joint default
1
tail dependence
1
tail risk
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Cerrato, Mario
3
Crosby, John
3
Kim, Minjoo
3
Zhao, Yang
3
Published in...
All
Discussion papers / Adam Smith Business School, University of Glasgow
Energy
12
Discussion Paper Series / Institute of Economic Research, Korea University
9
International review of financial analysis
9
International review of economics & finance : IREF
7
The journal of corporate finance : contracting, governance and organization
7
Computational Statistics & Data Analysis
5
Economic modelling
5
Pacific-Basin finance journal
5
Discussion paper / Center for Economic Research, Tilburg University
4
Finance research letters
4
Journal of international financial markets, institutions & money
4
CentER Discussion Paper Series
3
China agricultural economic review : publ. in association with the China Agricultural University
3
Applied Energy
2
Applied economics letters
2
Asia Pacific journal of marketing and logistics
2
Asian Agricultural Research
2
BOFIT Discussion Papers
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Economics letters
2
Electronic commerce research and applications
2
Emerging markets, finance and trade : EMFT
2
Energy economics
2
European Corporate Governance Institute (ECGI) - Finance Working Paper
2
European Financial Management
2
Health Economics
2
Health economics
2
IDB Working Paper Series
2
International Journal of Global Energy Issues
2
Journal of Corporate Finance
2
Nankai business review international
2
Natural resource modeling : the official journal of the Resource Modeling Association
2
Physica A: Statistical Mechanics and its Applications
2
Quantitative finance
2
Technological forecasting & social change : an international journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The Oxford handbook of corporate governance
2
Working Paper
2
Working Papers / Congressional Budget Office, United States Congress
2
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Correlated defaults of UK banks : dynamics and asymmetries
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2015
Persistent link: https://www.econbiz.de/10011413074
Saved in:
2
Modeling dependence structure and forecasting market risk with dynamic asymmetric copula
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2015
Persistent link: https://www.econbiz.de/10011325736
Saved in:
3
Modeling dependence structure and forecasting portfolio value-at-risk with dynamic copulas
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2014
Persistent link: https://www.econbiz.de/10010430003
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->