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~isPartOf:"Journal of empirical finance"
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Search: subject:"Multivariate"
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Multivariate distribution
58
Multivariate Verteilung
57
Theorie
49
Theory
49
ARCH model
34
ARCH-Modell
34
Multivariate analysis
34
Multivariate Analyse
31
Capital income
28
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28
Volatility
28
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26
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128
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Kim, Jong-Min
5
Hammoudeh, Shawkat
3
Hernandez, Jose Arreola
3
Allen, David E.
2
Gupta, Rangan
2
Hu, Bill
2
Hwang, Sun Young
2
Jammazi, Rania
2
Jiang, Christine X.
2
McInish, Thomas H.
2
Nguyen, Duc Khuong
2
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2
Shahzad, Syed Jawad Hussain
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Applied economics
Journal of empirical finance
Statistical Papers / Springer
Insurance / Mathematics & economics
157
Journal of econometrics
125
European journal of operational research : EJOR
112
Journal of Multivariate Analysis
110
Energy economics
106
MPRA Paper
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Discussion paper / Tinbergen Institute
73
Economic modelling
71
Risks : open access journal
63
International journal of forecasting
62
Journal of banking & finance
62
International journal of production research
60
Finance research letters
58
Annals of the Institute of Statistical Mathematics
57
Econometric reviews
55
Economics letters
54
Working paper
53
Psychometrika
51
International review of financial analysis
50
The North American journal of economics and finance : a journal of financial economics studies
50
SFB 649 discussion paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Journal of risk and financial management : JRFM
47
IZA Discussion Papers
42
Journal of forecasting
42
Computational Statistics & Data Analysis
41
Journal of the American Statistical Association : JASA
41
Statistics & Probability Letters
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Research in international business and finance
39
SFB 649 Discussion Paper
38
International journal of economics and financial issues : IJEFI
37
Computational economics
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Tinbergen Institute Discussion Paper
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36
Applied economics letters
35
Europäische Hochschulschriften / 5
35
Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
128
RePEc
21
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1
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Vine copulas and fuzzy inference to evaluate the solvency capital requirement of
multivariate
dependent risks
Araichi, Sawssen
;
Almulhim, Tarifa
- In:
Applied economics
53
(
2021
)
52
,
pp. 6058-6074
Persistent link: https://www.econbiz.de/10012650383
Saved in:
4
Time-varying
multivariate
causality among infectious disease pandemic and emerging financial markets : the case of the Latin American stock and exchange markets
Coronado, Semei
;
Martínez, José
;
Romero, Rafael
- In:
Applied economics
54
(
2022
)
34
,
pp. 3924-3932
Persistent link: https://www.econbiz.de/10013410854
Saved in:
5
Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations
Imai, Hiroyuki
;
Kim, Jong-Min
- In:
Applied economics
56
(
2024
)
47
,
pp. 5634-5649
Persistent link: https://www.econbiz.de/10015051126
Saved in:
6
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
7
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
8
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
9
Dynamic relationship between Stock and Bond returns : A GAS MIDAS copula approach
Nguyen, Hoang
;
Javed, Farrukh
- In:
Journal of empirical finance
73
(
2023
),
pp. 272-292
Persistent link: https://www.econbiz.de/10014477029
Saved in:
10
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
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