//--> //--> //-->
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
Retain my current filters
person:"Fantazzini, Dean"
~person:"Shi, Peng"
~person:"Weiß, Gregor"
~subject:"Risk management"
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
Search: subject_exact:"Multivariate distribution"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk management
Multivariate Verteilung
35
Multivariate distribution
35
Theorie
22
Theory
22
Risikomaß
11
Risk measure
11
Forecasting model
10
Prognoseverfahren
10
Statistical distribution
9
Statistische Verteilung
9
Copulas
6
Portfolio selection
6
Portfolio-Management
6
Copula
5
Estimation
5
Risikomanagement
5
Schätzung
5
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Börsenkurs
3
Estimation theory
3
Multivariate Analyse
3
Multivariate analysis
3
Schätztheorie
3
Share price
3
Simulation
3
Tail dependence
3
VAR model
3
VAR-Modell
3
copula
3
Asymmetric information
2
Asymmetrische Information
2
Ausreißer
2
Automobile insurance
2
Correlation
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Hochschulschrift
1
Thesis
1
Language
All
English
5
German
1
Author
All
Fantazzini, Dean
Shi, Peng
Weiß, Gregor
Embrechts, Paul
6
Hammoudeh, Shawkat
6
Cossette, Hélène
5
Tan, Ken Seng
5
Ceretta, Paulo Sergio
4
Czado, Claudia
4
Gatzert, Nadine
4
Ghorbel, Ahmed
4
Härdle, Wolfgang
4
Marceau, Etienne
4
Nguyen, Duc Khuong
4
Okhrin, Ostap
4
Reboredo, Juan Carlos
4
Righi, Marcelo Brutti
4
Shahzad, Syed Jawad Hussain
4
Zhu, Wenjun
4
Allen, David E.
3
Bouri, Elie
3
Charpentier, Arthur
3
Dias, Alexandra
3
Eckert, Johanna
3
Eling, Martin
3
Lee, Seung-Hwan
3
Mtalai, Itre
3
Paterlini, Sandra
3
Satchell, Stephen
3
Segers, Johan
3
Shim, Jeungbo
3
Tavin, Bertrand
3
Tiwari, Aviral Kumar
3
Valdesogo, Alfonso
3
Al-Yahyaee, Khamis Hamed
2
Alcock, Jamie
2
Aloui, Riadh
2
Arab, Mounira Ben
2
Bax, Karoline
2
Ben Aïssa, Mohamed Safouane
2
Bhatti, Muhammad Ishaq
2
Caillault, Cyril
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
1
Journal of banking and finance
1
Journal of risk
1
Review of quantitative finance and accounting
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Marginals versus copulas : Which account for more model risk in multivariate risk forecasting?
Fritzsch, Simon
;
Weiß, Gregor
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451960
Saved in:
2
An order of asymmetry in copulas, and implications for risk management
Siburg, Karl Friedrich
;
Stehling, Katharina
;
Stoimenov, …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 241-247
Persistent link: https://www.econbiz.de/10011493850
Saved in:
3
Essays on univariate and multivariate modeling of financial market risks
Scheffer, Marcus
-
2015
Persistent link: https://www.econbiz.de/10011645859
Saved in:
4
Copula-GARCH versus dynamic conditional correlation : an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor
- In:
Review of quantitative finance and accounting
41
(
2013
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10009774463
Saved in:
5
Copula parameter estimation : numerical considerations and implications for risk management
Weiß, Gregor
- In:
Journal of risk
13
(
2010/11
)
1
,
pp. 17-53
Persistent link: https://www.econbiz.de/10008699157
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->