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ARCH-Modell
Copulas
347
Multivariate Verteilung
268
Multivariate distribution
268
dependence
261
Dependence
254
Theorie
195
Theory
194
copulas
179
Portfolio selection
80
Portfolio-Management
80
Risikomaß
80
Risk measure
80
Zeitreihenanalyse
70
Time series analysis
68
Statistical distribution
66
Statistische Verteilung
66
Capital income
65
Kapitaleinkommen
65
Risk management
57
Volatility
56
Volatilität
56
Welt
53
Risikomanagement
52
Stock market
52
World
52
Aktienmarkt
51
Risk
48
Schätzung
48
Estimation
47
financial factors
47
Börsenkurs
44
Risiko
44
Share price
44
ARCH model
40
Copula
40
Financial crisis
37
Finanzkrise
37
Lieferantenmanagement
36
Supplier relationship management
36
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Undetermined
22
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9
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Article
38
Book / Working Paper
3
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Article in journal
38
Aufsatz in Zeitschrift
38
Working Paper
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
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English
41
Author
All
Ghorbel, Ahmed
2
Patton, Andrew J.
2
Righi, Marcelo Brutti
2
Ahmad, Nasir
1
Akinsomi, Omokolade
1
Bartram, Söhnke M.
1
Benlagha, Noureddine
1
Bin Kamal, Javed
1
Braun, Valentin
1
Bruhn, Pascal
1
Bucio-Pacheco, Christian
1
Ceretta, Paulo Sergio
1
Chang, Kuang-Liang
1
Chen, Xiaohong
1
Chiou, Wan-jiun Paul
1
Dajcman, Silvo
1
Dajčman, Silvo
1
De Lira Salvatierra, Irving Arturo
1
Dijk, Dick van
1
Ellouze, Siwar
1
Ernst, Dietmar
1
Ferrer, Román
1
Gichuhi, Antony W.
1
Gonçalves, Sílvia
1
Graziano, Clara
1
Gurgul, Henryk
1
Hackethal, Andreas
1
Hafner, Christian M.
1
Hamma, Wajdi
1
Haque, A. K. Enamul
1
Hasim, Haslifah Mohamad
1
He, Kaijian
1
Herwartz, Helmut
1
Houidi, Fatma
1
Hounyo, Ulrich
1
Hsu, Chun-pin
1
Huang, Chin-wen
1
Jammazi, Rania
1
Jarboui, Anis
1
Lau, Chi Keung
1
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Applied economics letters
2
International review of financial analysis
2
Journal of risk
2
Review of quantitative finance and accounting
2
American journal of finance and accounting
1
Applied economics
1
Computational economics
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Econometrics : open access journal
1
Economic modelling
1
Emerging markets review
1
Finance a úvěr
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of Islamic and Middle Eastern finance and management
1
International journal of bonds and derivatives
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of mathematical finance
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk and financial management : JRFM
1
KDI School of Pub Policy & Management Paper
1
Maritime business review
1
Multinational finance journal
1
Open economies review
1
Research in international business and finance
1
Revista Brasileira de Finanças : RBFin
1
The North American journal of economics and finance : a journal of financial economics studies
1
The empirical economics letters : a monthly international journal of economics
1
The journal of developing areas
1
The journal of real estate finance and economics
1
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
1
cemmap working paper
1
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ECONIS (ZBW)
40
EconStor
1
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1
Effectiveness of copula-extreme value theory in estimating value-at-risk : empirical evidence from Asian emerging markets
Hsu, Chun-pin
;
Huang, Chin-wen
;
Chiou, Wan-jiun Paul
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 447-468
Persistent link: https://www.econbiz.de/10009690403
Saved in:
2
European financial market
dependence
: an industry analysis
Bartram, Söhnke M.
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
59
(
2015
),
pp. 146-163
Persistent link: https://www.econbiz.de/10011544416
Saved in:
3
Time-varying correlation in housing prices
Zimmer, David M.
- In:
The journal of real estate finance and economics
51
(
2015
)
1
,
pp. 86-100
Persistent link: https://www.econbiz.de/10011474934
Saved in:
4
Time-varying
dependence
between stock and government bond returns : international evidence with dynamic
copulas
Jammazi, Rania
;
Tiwari, Aviral Kumar
;
Ferrer, Román
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
Saved in:
5
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
6
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
7
Tail
dependence
between Central and Eastern European and major European stock markets : a copula approach
Dajcman, Silvo
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1567-1573
Persistent link: https://www.econbiz.de/10010221720
Saved in:
8
Dependence
between Croatian and European stock markets : a copula GARCH approach
Dajčman, Silvo
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
31
(
2013
)
2
,
pp. 209-232
Persistent link: https://www.econbiz.de/10010240939
Saved in:
9
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
10
Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence
Li, Rong
;
Li, Sufang
;
Yuan, Di
;
Yu, Keming
- In:
Applied economics
52
(
2020
)
39
,
pp. 4300-4316
Persistent link: https://www.econbiz.de/10012259034
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