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subject:"Nichtparametrisches Verfahren"
~person:"Righi, Marcelo Brutti"
~subject:"Multivariate analysis"
~subject:"Risk management"
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Nichtparametrisches Verfahren
Multivariate analysis
Risk management
Multivariate Verteilung
7
Multivariate distribution
7
Theorie
5
Theory
5
Risikomanagement
4
Risikomaß
4
Risk measure
4
Multivariate Analyse
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Copulas
2
Forecasting model
2
Kapitaleinkommen
2
Pair Copula Construction
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risiko
2
Risk
2
Bauwirtschaft
1
Brasilien
1
Brazil
1
Brazilian market
1
Construction industry
1
Copula methods
1
Cross-interdependence
1
DCC-GARCH
1
Dependence
1
Dependence structure
1
EU countries
1
EU-Staaten
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Euro area
1
Eurozone
1
Eurozone financial crisis
1
Financial crisis
1
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Article
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English
6
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Righi, Marcelo Brutti
Okhrin, Ostap
13
Segers, Johan
9
Härdle, Wolfgang
8
Chen, Xiaohong
7
Einmahl, John H. J.
7
Cossette, Hélène
6
Czado, Claudia
6
Embrechts, Paul
6
Hammoudeh, Shawkat
6
Okhrin, Yarema
6
Panchenko, Valentyn
6
Weiß, Gregor
6
Allen, David E.
5
Bücher, Axel
5
Dijk, Dick van
5
Diks, Cees G. H.
5
Laeven, Roger J. A.
5
Lucas, André
5
Remillard, Bruno
5
Tan, Ken Seng
5
Valdesogo, Alfonso
5
Yi, Yanping
5
Bouri, Elie
4
Ceretta, Paulo Sergio
4
Charpentier, Arthur
4
Dhaene, Jan
4
Fischer, Matthias
4
Gatzert, Nadine
4
Ghorbel, Ahmed
4
Giacomini, Enzo
4
Heinen, Andréas
4
Koopman, Siem Jan
4
Lu, Meng-Jou
4
Marceau, Etienne
4
Min, Aleksey
4
Mtalai, Itre
4
Nguyen, Duc Khuong
4
Reboredo, Juan Carlos
4
Shahzad, Syed Jawad Hussain
4
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Computational economics
1
Economic modelling
1
International review of financial analysis
1
Journal of banking & finance
1
Revista Brasileira de Finanças : RBFin
1
Risk management : a journal of risk, crisis and disaster
1
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ECONIS (ZBW)
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1
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
2
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:
3
Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
Saved in:
4
Risk prediction management and weak form market efficiency in Eurozone financial crisis
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
International review of financial analysis
30
(
2013
),
pp. 384-393
Persistent link: https://www.econbiz.de/10010461544
Saved in:
5
Estimating non-linear serial and cross-interdependence between financial assets
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 837-846
Persistent link: https://www.econbiz.de/10009708737
Saved in:
6
Analyzing the dependence structure of various sectors in the Brazilian market : a Pair Copula Construction approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Economic modelling
35
(
2013
),
pp. 199-206
Persistent link: https://www.econbiz.de/10010259465
Saved in:
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