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isPartOf:"Working papers / Ryerson University, Department of Economics"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Theorie"
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Search: subject_exact:"Multivariate distribution"
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Theorie
Multivariate Verteilung
29
Multivariate distribution
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Busetti, Fabio
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Working papers / Ryerson University, Department of Economics
Applied economics letters
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Insurance / Mathematics & economics
67
Risks : open access journal
28
European journal of operational research : EJOR
23
SFB 649 discussion paper
22
International review of financial analysis
17
Applied economics
15
Economic modelling
15
Discussion paper / Tinbergen Institute
13
Journal of banking & finance
13
Journal of econometrics
13
Energy economics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
The European journal of finance
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International journal of theoretical and applied finance
11
Journal of empirical finance
11
Journal of risk and financial management : JRFM
11
Finance research letters
10
Scandinavian actuarial journal
10
Econometric theory
9
International journal of forecasting
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Discussion paper / Center for Economic Research, Tilburg University
8
Economics letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
7
IWQW discussion paper series
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Computational economics
6
Journal of risk
6
Reihe Quantitative Ökonomie : Ökon
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ASTIN bulletin : the journal of the International Actuarial Association
5
Astin bulletin : the journal of the International Actuarial Association
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CentER Discussion Paper Series
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Econometric reviews
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Journal of economic dynamics & control
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1
Modeling systemic risk : time-varying tail dependence when forecasting marginal expected shortfall
Eckernkemper, Tobias
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 63-117
Persistent link: https://www.econbiz.de/10011987686
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2
A new measure of vector dependence, with applications to financial risk and contagion
Medovikov, Ivan
;
Prokhorov, Artem
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 474-503
Persistent link: https://www.econbiz.de/10011987541
Saved in:
3
Exceedance correlation tests for financial returns
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 581-616
Persistent link: https://www.econbiz.de/10011623694
Saved in:
4
Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach
Chu, Xiaojun
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
Saved in:
5
Dynamic hedging in stock index futures via copula multiplicative error model
Chen, Wen-Chin
;
Liu, Kai-ping
;
Yang, Yung-lieh
;
Lai, Yi-hao
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 801-805
Persistent link: https://www.econbiz.de/10010416262
Saved in:
6
Identifying asymmetric comovements of international stock market returns
Li, Fuchun
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 507-543
Persistent link: https://www.econbiz.de/10010391948
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7
A note on a simplified and general approach to simulating from multivariate copula functions
Goodwin, Barry K.
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 910-915
Persistent link: https://www.econbiz.de/10009763255
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8
Marginal or copula : which one is critical?
Choi, Pilsun
;
Min, Insik
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
Saved in:
9
A dynamic copula approach to recovering the index implied volatility skew
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 457-493
Persistent link: https://www.econbiz.de/10009571516
Saved in:
10
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 106-131
Persistent link: https://www.econbiz.de/10009125155
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