//--> //--> //-->
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
~subject:"Multivariate Verteilung"
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
Foreign exchange volatility an...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
Theorie
12
Theory
12
Aktienmarkt
10
Stock market
10
Emerging economies
8
Estimation
8
Schwellenländer
8
Capital income
7
Kapitaleinkommen
7
Multivariate distribution
6
Portfolio selection
6
Portfolio-Management
6
Schätzung
6
Time series analysis
6
Forecasting model
5
Multivariate analysis
5
Prognoseverfahren
5
ARCH model
4
ARCH-Modell
4
Pair-copulas
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
Aktienindex
3
Brasilien
3
Brazil
3
Börsenkurs
3
Exchange rate
3
Risiko
3
Risk
3
Share price
3
Stock index
3
Wechselkurs
3
Welt
3
World
3
Abnormal returns
2
Ausreißer
2
Bitcoin
2
COVID-19
2
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Mendes, Beatriz Vaz de Melo
6
Accioly, Victor Bello
1
Aíube, Cecília
1
Kolev, Nikolai
1
Leal, Ricardo Pereira Câmara
1
Melo, Eduardo F. L. de
1
Semeraro, Mariângela Mendes
1
Souza, Rafael Martins de
1
more ...
less ...
Published in...
All
International review of financial analysis
3
Financial markets and portfolio management
1
International journal of managerial finance : IJMF
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How long memory in volatility affects true dependence structure
Mendes, Beatriz Vaz de Melo
;
Kolev, Nikolai
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1070-1086
Persistent link: https://www.econbiz.de/10003792442
Saved in:
2
Local estimation of dynamic copula models
Mendes, Beatriz Vaz de Melo
;
Melo, Eduardo F. L. de
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 241-258
Persistent link: https://www.econbiz.de/10008860402
Saved in:
3
Pair-copulas modeling in finance
Mendes, Beatriz Vaz de Melo
;
Semeraro, Mariângela Mendes
; …
- In:
Financial markets and portfolio management
24
(
2010
)
2
,
pp. 193-213
Persistent link: https://www.econbiz.de/10003983974
Saved in:
4
Copula based models for serial dependence
Mendes, Beatriz Vaz de Melo
;
Aíube, Cecília
- In:
International journal of managerial finance : IJMF
7
(
2011
)
1
,
pp. 68-82
Persistent link: https://www.econbiz.de/10008992011
Saved in:
5
Measuring financial risks with copulas
Mendes, Beatriz Vaz de Melo
;
Souza, Rafael Martins de
- In:
International review of financial analysis
13
(
2004
)
1
,
pp. 27-45
Persistent link: https://www.econbiz.de/10002066867
Saved in:
6
On the dependence structure of realized volatilities
Mendes, Beatriz Vaz de Melo
;
Accioly, Victor Bello
- In:
International review of financial analysis
22
(
2012
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010219700
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->