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Copula approaches for modeling...
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Estimation
Risikomanagement
35,143
Risk management
34,079
Theorie
10,303
Theory
10,214
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7,619
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7,537
Risk
7,451
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5,481
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5,446
Data security
5,084
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5,053
risk management
3,724
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3,355
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3,236
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3,005
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2,873
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2,852
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2,808
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2,808
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2,794
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2,427
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Finanzdienstleistung
2,076
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2,049
Finanzkrise
1,790
Financial crisis
1,757
Schätzung
1,745
Hedging
1,723
IT-Kriminalität
1,674
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1,667
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1,595
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McAleer, Michael
22
Allen, David E.
14
Härdle, Wolfgang
12
Stoja, Evarist
12
Caporin, Massimiliano
11
Dionne, Georges
11
Escanciano, Juan Carlos
9
Lucas, André
9
Paolella, Marc S.
9
Almeida, Caio
8
Bollerslev, Tim
8
Gupta, Rangan
8
Manganelli, Simone
8
Mittnik, Stefan
8
Asai, Manabu
7
Barunik, Jozef
7
Calomiris, Charles W.
7
Fabozzi, Frank J.
7
Garcia, René
7
Singh, Abhay Kumar
7
Trojani, Fabio
7
Vries, Casper G. de
7
Ahelegbey, Daniel Felix
6
Ardison, Kym
6
Cai, Zongwu
6
Christoffersen, Peter F.
6
Daníelsson, Jón
6
Diebold, Francis X.
6
Francq, Christian
6
Giacometti, Rosella
6
Harris, Richard D. F.
6
Iannino, Maria Chiara
6
Jiang, Hao
6
Koopman, Siem Jan
6
Kratz, Marie
6
Okhrin, Ostap
6
Pei, Pei
6
Pierdzioch, Christian
6
Prokopczuk, Marcel
6
Rösch, Daniel
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
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Eric Cuvillier <Firma>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Technische Universität Braunschweig
2
Universität Mannheim
2
Centre for Analytical Finance <Århus>
1
Goethe-Universität Frankfurt am Main
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
Karin-Fischer-Verlag <Aachen>
1
Karlsruher Ökonometrie-Workshop <8, 2002, Karlsruhe>
1
Lunds universitet
1
Massachusetts Institute of Technology / Department of Economics
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Thailand Econometric Society
1
University of Canterbury / Dept. of Economics and Finance
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Verlag Dr. Kovač
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
1
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Journal of banking & finance
32
Journal of risk
28
The North American journal of economics and finance : a journal of financial economics studies
28
Economic modelling
27
Finance research letters
27
International review of financial analysis
27
Energy economics
26
Applied economics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of econometrics
21
Insurance / Mathematics & economics
18
International journal of forecasting
17
Journal of empirical finance
17
Risks : open access journal
17
Discussion paper / Tinbergen Institute
15
The journal of risk model validation
14
International review of economics & finance : IREF
13
Working papers
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Quantitative finance
12
Research in international business and finance
12
Pacific-Basin finance journal
11
SFB 649 discussion paper
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Working paper / National Bureau of Economic Research, Inc.
11
CFS working paper series
10
Computational economics
10
Economics letters
10
Journal of financial econometrics
10
Journal of risk and financial management : JRFM
10
SpringerLink / Bücher
10
Journal of economic dynamics & control
9
NBER working paper series
9
Discussion paper / Centre for Economic Policy Research
8
Journal of international financial markets, institutions & money
8
NBER Working Paper
8
Working paper
8
CESifo working papers
7
Discussion paper / Deutsche Bundesbank
7
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
7
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ECONIS (ZBW)
1,720
Other ZBW resources
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1
Forecasting the impact of information security breaches on stock market returns and VaR backtest
Colivicchi, Ilaria
;
Vignaroli, Riccardo
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 402-454
Persistent link: https://www.econbiz.de/10012210337
Saved in:
2
Hedging downside risk of oil refineries : a vine copula approach
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
Energy economics
66
(
2017
),
pp. 493-507
Persistent link: https://www.econbiz.de/10011896556
Saved in:
3
Revisiting the accuracy of standard VaR methods for risk assessment : using the Copula-EVT multidimensional approach for stock markets in the MENA region
Chebbi, Ali
;
Hedhli, Amel
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 430-445
Persistent link: https://www.econbiz.de/10013335886
Saved in:
4
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:
5
Modelling international financial returns with a multivariate regime switching copula
Chollete, Lorán
(
contributor
);
Heinen, Andreas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003691359
Saved in:
6
Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
;
Heinen, Andréas
;
Valdesogo, Alfonso
-
2008
Persistent link: https://www.econbiz.de/10003702731
Saved in:
7
A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Saved in:
8
Estimating risk with copulas
Mihaylova, Iva
-
2014
Persistent link: https://www.econbiz.de/10010366882
Saved in:
9
Messung von Marktrisiken unter Verwendung von Copulafunktionen : eine empirische Studie für den Schweizer Aktienmarkt
Glauser, Manrico
-
2003
Persistent link: https://www.econbiz.de/10002397745
Saved in:
10
Estimating hedged portfolio value-at-risk using the conditional copula : an illustration of model risk
Chen, Yi-Hsuan
;
Tu, Anthony H.
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 514-528
Persistent link: https://www.econbiz.de/10009740775
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