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~subject:"Zeitreihenanalyse"
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Simulating copulas : stochasti...
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Zeitreihenanalyse
Theorie
21,037
Theory
20,826
Simulation
20,353
Stochastischer Prozess
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Stochastic process
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Statistik
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2,543
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Portfolio-Management
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USA
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United States
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EU-Staaten
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EU countries
1,786
Welt
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Koopman, Siem Jan
50
Phillips, Peter C. B.
43
McAleer, Michael
33
Gao, Jiti
28
Härdle, Wolfgang
28
Lucas, André
28
Gil-Alaña, Luis A.
26
Chan, Joshua
22
Hafner, Christian M.
19
Perron, Pierre
18
Taylor, Robert
18
Blasques, Francisco
17
Koop, Gary
17
Okhrin, Ostap
17
Caporale, Guglielmo Maria
16
Bos, Charles S.
15
Johansen, Søren
15
Kilian, Lutz
15
Tauchen, George Eugene
15
Todorov, Viktor
15
Harvey, Andrew C.
14
Asai, Manabu
13
Chen, Xiaohong
13
Yu, Jun
13
Franses, Philip Hans
12
Marcellino, Massimiliano
12
Creal, Drew
11
Diebold, Francis X.
11
Inoue, Atsushi
11
Robinson, Peter M.
11
Smith, Michael S.
11
Brooks, Chris
10
Mariano, Roberto S.
10
Mertens, Elmar
10
Schlittgen, Rainer
10
Shephard, Neil G.
10
Wied, Dominik
10
Zhang, Bo
10
Benth, Fred Espen
9
Brakel, Jan A. van den
9
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
National Bureau of Economic Research
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Europäische Kommission / Statistisches Amt
5
European University Institute / Department of Economics
4
Centre for Analytical Finance <Århus>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Institut national de la statistique et des études économiques <Frankreich>
2
International Statistical Institute
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
La Trobe University / School of Economics
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
School of Economics <Bundoora, Victoria> / Department of Economics
2
Symposium in Memoriam Oskar Morgenstern <1980, Wien>
2
Umeå universitet
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Université de Montréal / Département de sciences économiques
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Association de comptabilité nationale <Frankreich>
1
Australian National University / Faculty of Economics and Commerce
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Australien / Bureau of Statistics
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Basel Committee on Banking Supervision
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Birkbeck College / Department of Economics
1
De Gruyter Oldenbourg
1
Eberhard Karls Universität Tübingen / Geographisches Institut
1
Ecole Nationale de la Statistique et de l'Analyse de l'Information <Ker Lann>
1
Econometric Society
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Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
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European University Institute / Department of Law
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Europäische Zentralbank
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Federal Reserve System / Board of Governors
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Goethe-Universität Frankfurt am Main
1
Great Britain / Central Statistical Office
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Journées de Méthodologie Statistique <2, 1992, Paris>
1
Journées de Méthodologie Statistique <5, 1996, Paris>
1
London School of Economics and Political Science
1
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
1
Manchester Statistical Society
1
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Journal of econometrics
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Discussion paper / Tinbergen Institute
71
Econometric reviews
44
Economics letters
37
Econometric theory
36
International journal of forecasting
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Economic modelling
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Computational economics
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of forecasting
23
SFB 649 discussion paper
21
The econometrics journal
21
Energy economics
20
Cowles Foundation discussion paper
19
Journal of empirical finance
19
European journal of operational research : EJOR
17
Journal of banking & finance
17
Journal of economic dynamics & control
17
Working paper
17
CAMA working paper series
16
Journal of applied econometrics
16
CREATES research paper
15
Econometrics : open access journal
15
Risks : open access journal
15
Applied economics letters
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Journal of risk and financial management : JRFM
14
Quantitative finance
14
Applied economics
12
International review of financial analysis
12
International journal of production research
11
Journal of financial econometrics
10
Journal of time series econometrics
10
Discussion paper
9
Discussion papers of interdisciplinary research project 373
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
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ECONIS (ZBW)
2,745
EconStor
25
USB Cologne (EcoSocSci)
11
OLC EcoSci
1
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1
Estimating risk with copulas
Mihaylova, Iva
-
2014
Persistent link: https://www.econbiz.de/10010366882
Saved in:
2
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:
3
Detecting Atypical Observations in Financial Data : The Forward Search for Elliptical Copulas
Bellini, Tiziano
-
2013
In the last few years, copulas have been widely applied in many field of studies. Concentrating our attention on financial applications, we pursue the goal to detect multivariate atypical observations by extending to elliptical copulas the forward search originally introduced in linear and...
Persistent link: https://www.econbiz.de/10013087333
Saved in:
4
Validation of association
Ćmiel, Bogdan
;
Ledwina, Teresa
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 55-67
Persistent link: https://www.econbiz.de/10012241981
Saved in:
5
Bivariate copulas based on counter-monotonic shock method
El Ktaibi, Farid
;
Bentoumi, Rachid
;
Sottocornola, Nicola
; …
- In:
Risks : open access journal
10
(
2022
)
11
,
pp. 1-20
parameter using the method of moments is considered, then a
simulation
study is carried out to evaluate the performance of the …
Persistent link: https://www.econbiz.de/10013556869
Saved in:
6
Messy data : missing observations, outliers, and mixed-frequency data
Hill, Rufus Carter
(
contributor
)
-
1999
approach / Jeremy Penzer --
Simulation
of multinomial probit probabilities and imputation of missing data / Steven Stern …
Persistent link: https://www.econbiz.de/10009628680
Saved in:
7
Messy data - missing observations, outliers, and mixed-frequency data
Fomby, Thomas B.
(
ed.
);
Hill, Rufus Carter
(
ed.
)
-
1998
Persistent link: https://www.econbiz.de/10009628697
Saved in:
8
Handbook of financial time series
Andersen, Torben
(
ed.
);
Davis, Richard A.
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003494231
Saved in:
9
Stochastische Integration und Zeitreihenmodellierung : eine Einführung mit Anwendungen aus Finanzierung und Ökonometrie
Hassler, Uwe
-
2007
Persistent link: https://www.econbiz.de/10003494232
Saved in:
10
Topics in dynamic model analysis : advanced matrix methods and unit-root econometrics representation theorems
Faliva, Mario
;
Zoia, Maria Grazia
-
2006
Persistent link: https://www.econbiz.de/10003055663
Saved in:
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