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~subject:"Multivariate Verteilung"
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A survey on time-varying copul...
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Multivariate Verteilung
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Manner, Hans
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Candelon, Bertrand
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Hafner, Christian M.
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Kielmann, Julia
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Min, Aleksey
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Rodriguez, Gabriel
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1
Estimation and model selection of copulas with an application to exchange rates
Manner, Hans
-
2007
Persistent link: https://www.econbiz.de/10003647709
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2
Testing for asymmetric dependence
Manner, Hans
-
2008
Persistent link: https://www.econbiz.de/10003921284
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3
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:
4
Testing for asset market linkages : a new approach based on time-varying copulas
Manner, Hans
;
Candelon, Bertrand
- In:
Pacific economic review
15
(
2010
)
3
,
pp. 364-384
Persistent link: https://www.econbiz.de/10008696382
Saved in:
5
Tails of correlation mixtures of elliptical copulas
Manner, Hans
;
Segers, Johan
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 153-160
Persistent link: https://www.econbiz.de/10008839743
Saved in:
6
Dynamic stochastic copula models : estimation, inference and applications
Hafner, Christian M.
;
Manner, Hans
-
2008
Persistent link: https://www.econbiz.de/10003921287
Saved in:
7
Dynamic stochastic copula models : estimation, inference and applications
Hafner, Christian M.
;
Manner, Hans
- In:
Journal of applied econometrics
27
(
2012
)
2
,
pp. 269-295
Persistent link: https://www.econbiz.de/10009618639
Saved in:
8
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
-
2021
Persistent link: https://www.econbiz.de/10012819659
Saved in:
9
A monitoring procedure for detecting structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 171-192
Persistent link: https://www.econbiz.de/10012657681
Saved in:
10
Stock market returns and oil price shocks : a CoVaR analysis based on dynamic vine copula models
Kielmann, Julia
;
Manner, Hans
;
Min, Aleksey
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
4
,
pp. 1543-1574
Persistent link: https://www.econbiz.de/10013197238
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