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isPartOf:"Working papers / Ryerson University, Department of Economics"
~isPartOf:"Economics letters"
~isPartOf:"Finance research letters"
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Search: subject_exact:"Multivariate distribution"
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Risikomaß
Multivariate Verteilung
44
Multivariate distribution
44
Theorie
18
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18
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11
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11
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Bouri, Elie
1
Chen, Zhang
1
De Luca, Giovanni
1
Guégan, Dominique
1
Han, Yingwei
1
Herwartz, Helmut
1
Ibragimov, Rustam Ju.
1
Ji, Hao
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Working papers / Ryerson University, Department of Economics
Economics letters
Finance research letters
Insurance / Mathematics & economics
22
Energy economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
12
Journal of banking & finance
11
Risks : open access journal
11
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
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International review of financial analysis
9
Journal of risk
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Computational economics
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European journal of operational research : EJOR
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Pacific-Basin finance journal
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International Journal of Financial Studies : open access journal
4
International journal of forecasting
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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Agricultural finance review
3
Applied economics letters
3
Financial innovation : FIN
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Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Journal of mathematical finance
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Quantitative finance and economics
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Reihe Quantitative Ökonomie : Ökon
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Review of quantitative finance and accounting
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Risk management : a journal of risk, crisis and disaster
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Astin bulletin : the journal of the International Actuarial Association
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Computers & operations research : and their applications to problems of world concern ; an international journal
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1
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
2
GARCH copula quantile regression model for risk spillover analysis
Tian, Maoxi
;
Ji, Hao
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014520440
Saved in:
3
Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence
Chen, Zhang
;
Yang, Yu
;
Yun, Po
- In:
Finance research letters
32
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012430683
Saved in:
4
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni
;
Guégan, Dominique
;
Rivieccio, Giorgia
- In:
Finance research letters
30
(
2019
),
pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
Saved in:
5
Downside and upside risk spillovers from China to Asian stock markets : a CoVaR-copula approach
Jin, Xiaoye
- In:
Finance research letters
25
(
2018
),
pp. 202-212
Persistent link: https://www.econbiz.de/10012003526
Saved in:
6
Momentum and crash sensitivity
Ruenzi, Stefan
;
Weigert, Florian
- In:
Economics letters
165
(
2018
),
pp. 77-81
Persistent link: https://www.econbiz.de/10011973844
Saved in:
7
Dynamic robust portfolio selection with copulas
Han, Yingwei
;
Li, Ping
;
Xia, Yong
- In:
Finance research letters
21
(
2017
),
pp. 190-200
Persistent link: https://www.econbiz.de/10011807775
Saved in:
8
Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
Saved in:
9
Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut
;
Raters, Fabian H. C.
- In:
Economics letters
133
(
2015
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Saved in:
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