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~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Risikomaß
7,530
Risk measure
7,512
Theorie
3,874
Theory
3,848
Portfolio-Management
2,788
Portfolio selection
2,778
Risikomanagement
2,303
Risk management
2,282
Risk
2,169
Risiko
2,166
Statistische Verteilung
1,295
Statistical distribution
1,292
ARCH-Modell
1,240
ARCH model
1,228
Schätzung
1,217
Estimation
1,209
Messung
1,203
Measurement
1,182
Volatility
1,163
Volatilität
1,141
Prognoseverfahren
992
Outliers
987
Forecasting model
985
Ausreißer
982
Kapitaleinkommen
886
Capital income
884
Value-at-Risk
783
Kreditrisiko
635
Credit risk
629
Schätztheorie
597
Estimation theory
595
Bank risk
572
Bankrisiko
572
Multivariate distribution
538
Financial crisis
530
Finanzkrise
518
Basel Accord
513
Basler Akkord
504
Welt
468
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Online availability
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Undetermined
250
Free
171
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All
Article
400
Book / Working Paper
138
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Article in journal
378
Aufsatz in Zeitschrift
378
Graue Literatur
71
Non-commercial literature
71
Arbeitspapier
65
Working Paper
65
Hochschulschrift
20
Aufsatz im Buch
19
Book section
19
Thesis
15
Conference paper
5
Konferenzbeitrag
5
Collection of articles of several authors
2
Collection of articles written by one author
2
Sammelwerk
2
Sammlung
2
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1
Bibliografie enthalten
1
Bibliography included
1
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1
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1
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1
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English
530
German
8
Author
All
Härdle, Wolfgang
8
Ji, Qiang
8
Okhrin, Ostap
8
Tiwari, Aviral Kumar
8
Weiß, Gregor
8
Einmahl, John H. J.
7
Hammoudeh, Shawkat
7
Reboredo, Juan Carlos
7
Shahzad, Syed Jawad Hussain
7
Tian, Maoxi
7
Bormann, Carsten
6
Ghorbel, Ahmed
6
Giacomini, Enzo
6
Schienle, Melanie
6
Valdesogo, Alfonso
6
Berger, Theo
5
Czado, Claudia
5
Heinen, Andréas
5
Karmakar, Madhusudan
5
Mensi, Walid
5
Wied, Dominik
5
Braun, Valentin
4
Embrechts, Paul
4
Fantazzini, Dean
4
Fischer, Matthias
4
Furman, Edward
4
Hou, Yanxi
4
Hua, Lei
4
Huggenberger, Markus
4
Krajina, Andrea
4
Lee, Seung-Hwan
4
Liu, Bing-Yue
4
Manner, Hans
4
Muteba Mwamba, John
4
Righi, Marcelo Brutti
4
Sahamkhadam, Maziar
4
Schaumburg, Julia
4
Segers, Johan
4
Shim, Jeungbo
4
Su, Jianxi
4
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Bergische Universität Wuppertal
1
Center for Economic Research <Tilburg>
1
Published in...
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Insurance / Mathematics & economics
27
Energy economics
15
The North American journal of economics and finance : a journal of financial economics studies
15
Risks : open access journal
14
Applied economics
13
Economic modelling
11
International review of financial analysis
11
Journal of banking & finance
11
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
10
Finance research letters
9
Journal of risk
8
Computational economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
European journal of operational research : EJOR
6
The European journal of finance
6
Discussion paper / Center for Economic Research, Tilburg University
5
International review of economics & finance : IREF
5
Pacific-Basin finance journal
5
Quantitative finance
5
International Journal of Financial Studies : open access journal
4
International journal of forecasting
4
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
Quantitative finance and economics
4
Review of quantitative finance and accounting
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Agricultural finance review
3
Applied economics letters
3
Discussion paper
3
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
3
Econometrics : open access journal
3
Economics letters
3
Financial innovation : FIN
3
Insurance : mathematics and economics
3
Journal of forecasting
3
Journal of mathematical finance
3
Reihe Quantitative Ökonomie : Ökon
3
Research in international business and finance
3
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ECONIS (ZBW)
538
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1
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1
Portfolio optimization based on GARCH-EVT-Copula forecasting models
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 497-506
Persistent link: https://www.econbiz.de/10012031027
Saved in:
2
The impact of global financial crisis on the dependence structure of equity markets and on risk management
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
International journal of managerial and financial accounting
5
(
2013
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009730450
Saved in:
3
Tail dependence and diversification benefits in emerging market stocks : an extreme value theory approach
Ergen, Ibrahim
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2215-2227
Persistent link: https://www.econbiz.de/10010417299
Saved in:
4
Dependence structure between oil and other commodity futures in China based on extreme value theory and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
The world economy : the leading journal on …
45
(
2022
)
1
,
pp. 317-335
Persistent link: https://www.econbiz.de/10012818942
Saved in:
5
Forecasting based on decomposed financial return series : a wavelet analysis
Berger, Theo
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 419-433
Persistent link: https://www.econbiz.de/10011580976
Saved in:
6
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
7
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
Saved in:
8
How often is the financial market going to collapse?
Frahm, Gabriel
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 590-614
Persistent link: https://www.econbiz.de/10012156795
Saved in:
9
Hedge funds portfolio optimisation using a vine copula-GARCH-EVT-CVaR model
Bedoui, Rihab
;
Noiali, Sameh
;
Hamdi, Haykel
- In:
International journal of entrepreneurship and small …
39
(
2020
)
1/2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10012176750
Saved in:
10
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
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