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person:"Heinen, Andréas"
~person:"Ghorbel, Ahmed"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"Copula function"
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Multivariate Verteilung
Multivariate distribution
22
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10
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7
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7
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Heinen, Andréas
Ghorbel, Ahmed
Okhrin, Ostap
38
Smith, Michael S.
21
Tiwari, Aviral Kumar
21
Reboredo, Juan Carlos
19
Härdle, Wolfgang
18
Einmahl, John H. J.
17
Manner, Hans
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Patton, Andrew J.
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Songsak Sriboonchitta
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Kim, Jong-Min
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Zimmer, David M.
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Weiß, Gregor
14
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Fischer, Matthias
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Hamori, Shigeyuki
13
Koopman, Siem Jan
13
Prokhorov, Artem
13
Anatolyev, Stanislav
12
Chen, Xiaohong
12
Nguyen, Duc Khuong
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11
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11
Okhrin, Yarema
11
Romagnoli, Silvia
11
Trivedi, Pravin K.
11
Weigert, Florian
11
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10
Bouri, Elie
10
Cherubini, Umberto
10
Embrechts, Paul
10
Oh, Dong Hwan
10
Shi, Peng
10
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4
CORE discussion paper : DP
3
International journal of managerial and financial accounting
2
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1
Economic and political studies : EPS
1
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1
International Journal of Financial Markets and Derivatives : IJFMD
1
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1
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ECONIS (ZBW)
22
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1
Geographic dependence and diversification in house price returns : the role of leverage
Heinen, Andréas
;
Kim, Mi Lim
;
Hamadi, Malika
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 297-334
Persistent link: https://www.econbiz.de/10014526319
Saved in:
2
Spatial dependence in subprime mortgage defaults
Heinen, Andréas
;
Kau, James B.
;
Keenan, Donald C.
; …
- In:
The journal of real estate finance and economics
62
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012428374
Saved in:
3
Measuring portfolio risk of non-energy commodity using time-varying vine copula
Attafi, Zeineb
;
Ghorbel, Ahmed
;
Boujelbene, Younes
- In:
International Journal of Financial Markets and …
7
(
2019
)
2
,
pp. 163-190
Persistent link: https://www.econbiz.de/10012253560
Saved in:
4
Conditional dependence between oil price and stock prices of renewable energy : a vine copula approach
Mejdoub, Hanène
;
Ghorbel, Ahmed
- In:
Economic and political studies : EPS
6
(
2018
)
1/2
,
pp. 176-193
Persistent link: https://www.econbiz.de/10012006097
Saved in:
5
Copula model dependency between oil prices and stock markets : evidence from Tunisia and Egypt
Hamma, Wajdi
;
Ghorbel, Ahmed
;
Jarboui, Anis
- In:
American journal of finance and accounting
5
(
2018
)
2
,
pp. 111-150
Persistent link: https://www.econbiz.de/10011966793
Saved in:
6
The dynamic relationship between oil prices and returns on renewable energy companies
Mejdoub, Hanène
;
Ghorbel, Ahmed
- In:
American journal of finance and accounting
5
(
2018
)
2
,
pp. 173-192
Persistent link: https://www.econbiz.de/10011966804
Saved in:
7
Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni
;
Ghorbel, Ahmed
;
Khoufi, Walid
- In:
American journal of finance and accounting
5
(
2018
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
Saved in:
8
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes : implication for portfolio management and hedging effectiveness
Fakhfekh, Mohamed
;
Ghorbel, Ahmed
;
Selmi, Nadhem
; …
- In:
The journal of asset management
18
(
2017
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10011592759
Saved in:
9
Optimal hedging strategy with futures oil markets via FIEGARCH copula model
Ifa, Dhoifli
;
Ghorbel, Ahmed
- In:
American journal of finance and accounting
4
(
2015/2016
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10011607085
Saved in:
10
Asymmetric CAPM dependence for large dimensions : the canonical vine autoregressive model
Heinen, Andréas
;
Valdesogo, Alfonso
-
2009
Persistent link: https://www.econbiz.de/10003965998
Saved in:
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