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A survey on time-varying copul...
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ECONIS (ZBW)
10
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1
Testing for asymmetric dependence
Manner, Hans
-
2008
Persistent link: https://www.econbiz.de/10003921284
Saved in:
2
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:
3
Dynamic stochastic copula models : estimation, inference and applications
Hafner, Christian M.
;
Manner, Hans
-
2008
Persistent link: https://www.econbiz.de/10003921287
Saved in:
4
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:
5
Detecting contagion in a multivariate time series system : an application to sovereign bond markets in Europe
Blatt, Dominik
;
Candelon, Bertrand
;
Manner, Hans
- In:
Journal of banking & finance
59
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011544252
Saved in:
6
Modeling multivariate extreme events using self-exciting point processes
Grothe, Oliver
;
Korniichuk, Volodymyr
;
Manner, Hans
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 269-289
Persistent link: https://www.econbiz.de/10010497083
Saved in:
7
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:
8
Modeling and forecasting multivariate electricity price spikes
Manner, Hans
;
Türk, Dennis
;
Eichler, Michael
- In:
Energy economics
60
(
2016
),
pp. 255-265
Persistent link: https://www.econbiz.de/10011699897
Saved in:
9
Forecasting realized variance measures using time-varying coefficient models
Bekierman, Jeremias
;
Manner, Hans
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 276-287
Persistent link: https://www.econbiz.de/10012030902
Saved in:
10
Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae
Manner, Hans
;
Fard, Farzad Alavi
;
Pourkhanali, Armin
; …
- In:
Energy economics
78
(
2019
),
pp. 143-164
Persistent link: https://www.econbiz.de/10012159908
Saved in:
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