//--> //--> //--> //-->
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
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
De copulis non estdisputandum...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Risikomaß
7,451
Risk measure
7,438
Theorie
7,256
Theory
6,854
Portfolio-Management
3,253
Portfolio selection
3,217
Schätzung
3,010
Schätztheorie
2,806
Estimation
2,799
Estimation theory
2,657
Risikomanagement
2,480
Risk management
2,413
Multivariate distribution
2,410
Multivariate Verteilung
2,401
Risiko
2,344
Risk
2,340
Volatilität
1,813
Volatility
1,796
Statistische Verteilung
1,776
Statistical distribution
1,730
Nichtparametrisches Verfahren
1,634
Prognoseverfahren
1,564
Forecasting model
1,506
Nonparametric statistics
1,456
Zeitreihenanalyse
1,443
ARCH-Modell
1,431
Kapitaleinkommen
1,411
ARCH model
1,409
Capital income
1,402
Messung
1,359
Time series analysis
1,354
Measurement
1,329
Kreditrisiko
946
Credit risk
905
Welt
894
Börsenkurs
891
World
858
Share price
854
Regressionsanalyse
852
Regression analysis
843
more ...
less ...
Online availability
All
Free
22,894
Undetermined
4,455
Type of publication
All
Book / Working Paper
24,737
Article
9,351
Other
7
Journal
1
Type of publication (narrower categories)
All
Working Paper
6,502
Article in journal
6,130
Aufsatz in Zeitschrift
6,130
Graue Literatur
3,806
Non-commercial literature
3,806
Arbeitspapier
3,681
Article
524
Aufsatz im Buch
477
Book section
477
Hochschulschrift
306
Thesis
245
Conference Paper
92
Collection of articles of several authors
76
Sammelwerk
76
Conference paper
70
Konferenzbeitrag
70
Collection of articles written by one author
50
Sammlung
50
Dissertation u.a. Prüfungsschriften
39
Aufsatzsammlung
32
Konferenzschrift
32
Amtsdruckschrift
24
Government document
24
Lehrbuch
24
Textbook
22
Bibliografie enthalten
18
Bibliography included
18
Research Report
15
Case study
13
Fallstudie
13
Systematic review
11
Übersichtsarbeit
11
Handbook
10
Handbuch
10
Conference proceedings
9
Bibliografie
4
Forschungsbericht
4
Glossar enthalten
4
Glossary included
4
Mehrbändiges Werk
4
more ...
less ...
Language
All
English
24,959
Undetermined
8,011
German
672
Spanish
248
French
76
Portuguese
55
Russian
16
Italian
14
Polish
11
Korean
10
Hungarian
7
Czech
6
Turkish
6
Romanian
4
Finnish
3
Slovak
2
Ukrainian
2
Croatian
1
Indonesian
1
Lithuanian
1
Dutch
1
Norwegian
1
Slovenian
1
more ...
less ...
Author
All
Härdle, Wolfgang
213
McAleer, Michael
167
Härdle, Wolfgang Karl
151
Wolf, Michael
146
Härdle, Wolfgang K.
137
Linton, Oliver
134
Chen, Xiaohong
129
Gao, Jiti
129
Koopman, Siem Jan
106
Caliendo, Marco
101
Kapetanios, George
101
Pesaran, M. Hashem
99
Frölich, Markus
97
Hautsch, Nikolaus
96
Fitzenberger, Bernd
93
Ledoit, Olivier
90
Okhrin, Ostap
89
Henderson, Daniel J.
86
Chernozhukov, Victor
85
Bali, Turan G.
84
Newey, Whitney K.
84
Afonso, António
82
Linton, Oliver B.
81
Mammen, Enno
77
Allen, David E.
72
Schienle, Melanie
69
Cherchye, Laurens
65
Scaillet, Olivier
63
Heufer, Jan
62
Lechner, Michael
61
Lewbel, Arthur
61
Phillips, Peter C. B.
61
Lee, Sokbae
60
Vermeulen, Frederic
58
Whang, Yoon-Jae
58
De Rock, Bram
55
Lucas, André
53
Romano, Joseph P.
53
Wang, Weining
53
Wilke, Ralf A.
53
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
923
Institute for the Study of Labor (IZA)
245
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
194
EconWPA
161
National Bureau of Economic Research (NBER)
145
Cowles Foundation for Research in Economics, Yale University
140
School of Economics and Management, University of Aarhus
135
Tilburg University, Center for Economic Research
124
Tinbergen Instituut
116
Department of Econometrics and Business Statistics, Monash Business School
115
London School of Economics (LSE)
101
C.E.P.R. Discussion Papers
91
Econometric Society
91
Tinbergen Institute
78
Zentrum für Europäische Wirtschaftsforschung (ZEW)
77
Society for Computational Economics - SCE
74
Centre for Microdata Methods and Practice (CEMMAP)
69
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
68
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
65
Department of Economics and Business, Universitat Pompeu Fabra
58
Institut für Schweizerisches Bankwesen <Zürich>
56
CESifo
51
Department of Economics, Boston College
50
School of Economics and Political Science, Universität St. Gallen
50
Institut für Arbeitsmarkt- und Berufsforschung (IAB)
46
Department of Economics, Oxford University
43
Department of Economics, University of Victoria
43
Faculty of Economics, University of Cambridge
42
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
42
National Bureau of Economic Research
41
Université Paris-Dauphine (Paris IX)
41
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
40
School of Economics and Finance, Queen Mary
39
Deutsche Bundesbank
37
Bank of Canada
35
Department of Economics, University of Pennsylvania
35
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
34
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
33
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
33
Institutionen för Nationalekonomi, Umeå Universitet
33
more ...
less ...
Published in...
All
MPRA Paper
915
IZA Discussion Papers
560
Working Paper
372
IZA Discussion Paper
294
Insurance / Mathematics & economics
291
Discussion paper series / IZA
285
cemmap working paper
257
SFB 649 discussion paper
226
Discussion paper / Tinbergen Institute
223
SFB 649 Discussion Paper
220
CEMMAP working papers / Centre for Microdata Methods and Practice
219
Journal of banking & finance
201
Journal of Econometrics
197
Tinbergen Institute Discussion Papers
195
SFB 649 Discussion Papers
194
Tinbergen Institute Discussion Paper
184
CESifo Working Paper
169
ZEW Discussion Papers
165
ECB Working Paper
149
Econometrics
149
Cowles Foundation Discussion Papers
140
European journal of operational research : EJOR
140
Risks : open access journal
139
Journal of risk
138
CESifo working papers
131
Finance research letters
127
Discussion Paper / Tilburg University, Center for Economic Research
124
Economics Letters
123
CESifo Working Paper Series
122
CREATES Research Papers
119
Energy economics
114
NBER Working Papers
114
Cowles Foundation Discussion Paper
113
Monash Econometrics and Business Statistics Working Papers
105
Economic modelling
101
LSE Research Online Documents on Economics
101
Quantitative economics : QE ; journal of the Econometric Society
100
International review of financial analysis
98
Working paper
95
CEPR Discussion Papers
94
more ...
less ...
Source
All
ECONIS (ZBW)
20,288
RePEc
9,892
EconStor
3,460
USB Cologne (business full texts)
268
USB Cologne (EcoSocSci)
110
BASE
34
OLC EcoSci
31
ArchiDok
10
Other ZBW resources
3
more ...
less ...
Showing
81
-
90
of
34,096
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
On the isolated impact of
copulas
on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
Saved in:
82
Estimating value-at-risk using a multivariate copula-based volatility model : evidence from European banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
International economics : a journal published by CEPII …
156
(
2018
),
pp. 175-192
Persistent link: https://www.econbiz.de/10012027269
Saved in:
83
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:
84
Is there dependence and systemic risk between oil and renewable energy stock prices?
Reboredo, Juan Carlos
- In:
Energy economics
48
(
2015
),
pp. 32-45
Persistent link: https://www.econbiz.de/10011533695
Saved in:
85
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
86
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
87
Geographical diversification in wheat farming : a copula-based CVaR framework
Larsen, Ryan
;
Leatham, David J.
;
Sukcharoen, Kunlapath
- In:
Agricultural finance review
75
(
2015
)
3
,
pp. 368-384
Persistent link: https://www.econbiz.de/10011341937
Saved in:
88
Comparing the riskiness of dependent portfolios via nested L-statistics
Samanthi, Ranadeera G.M.
;
Wei, Wei
;
Brazauskas, Vytaras
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
2
,
pp. 213-236
Persistent link: https://www.econbiz.de/10011820567
Saved in:
89
Currency portfolio risk measurement with generalized autoregressive conditional heteroscedastic-extreme value theory-Copula Model
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Gichuhi, Antony W.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10011875347
Saved in:
90
Numerical comparison of multivariate models to forecasting risk measures
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011859009
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->