//--> //--> //--> //-->
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
~isPartOf:"Computational economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Multivariate distribution"
~subject:"Nichtparametrisches Verfahren"
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:"Copulafunktion"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Multivariate distribution
Nichtparametrisches Verfahren
Multivariate Verteilung
25
Theorie
9
Theory
9
ARCH model
7
ARCH-Modell
7
Estimation
7
Capital income
6
Copula
6
Kapitaleinkommen
6
Portfolio selection
6
Portfolio-Management
6
Risikomaß
6
Risk measure
6
Schätzung
6
Statistical distribution
6
Statistische Verteilung
6
Copulas
5
Estimation theory
5
Schätztheorie
5
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
Nonparametric statistics
4
Aktienmarkt
3
Börsenkurs
3
Financial crisis
3
Finanzkrise
3
Risikomanagement
3
Risk management
3
Share price
3
Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Stock market
3
USA
3
United States
3
Ansteckungseffekt
2
more ...
less ...
Online availability
All
Undetermined
18
Free
1
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Afuecheta, Emmanuel
1
Beckmann, Joscha
1
Belkacem, Lotfi
1
Berger, Theo
1
Boubaker, Heni
1
Chan, Stephen
1
Chang, Kuang-Liang
1
Czudaj, Robert
1
De Giuli, Maria Elena
1
Deng, Xue
1
Fabozzi, Frank J.
1
Gao, Kang
1
Gao, Yichen
1
Goel, Anubha
1
Goodwin, Barry K.
1
Hoang, Thi Hong Van
1
Holt, Matthew T.
1
Huang, Wanling
1
Jebabli, Ikram
1
Jiao, Shoukun
1
Kalev, Petko S.
1
Karmous, Aida
1
Kim, See-Woo
1
Kouaissah, Noureddine
1
Li, Kevin Xingang
1
Li, Yong
1
Liang, Ying
1
Liu, Chang
1
Ma, Yong
1
Ma, Yong-Ki
1
Maggi, Mario Alessandro
1
Manguzvane, Mathias Mandla
1
Mehra, Aparna
1
Mollick, André Varella
1
Muteba Mwamba, John
1
Müller, Fernanda Maria
1
Nadarajah, Saralees
1
Nassar, Raja
1
Necula, Ciprian
1
Nguyen Khoa Huu
1
more ...
less ...
Published in...
All
Computational economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Insurance / Mathematics & economics
95
Energy economics
58
Applied economics
40
Risks : open access journal
39
Economic modelling
36
European journal of operational research : EJOR
34
International review of financial analysis
33
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of banking & finance
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Finance research letters
27
Journal of econometrics
27
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
24
Discussion paper / Tinbergen Institute
22
Journal of risk
22
The European journal of finance
21
Research in international business and finance
17
International journal of theoretical and applied finance
16
Journal of empirical finance
16
Discussion paper / Center for Economic Research, Tilburg University
15
International review of economics & finance : IREF
15
Applied economics letters
14
Econometric reviews
13
Economics letters
13
Journal of international financial markets, institutions & money
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
International journal of forecasting
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Scandinavian actuarial journal
11
Discussion paper
10
Quantitative finance
10
Robustness in econometrics
10
Astin bulletin : the journal of the International Actuarial Association
9
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
Econometric theory
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
2
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:
3
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
4
Maximum likelihood estimation methods for Copula models
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
;
Zhang, Qiaosen
- In:
Computational economics
60
(
2022
)
1
,
pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
Saved in:
5
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
6
Dependence and systemic risk analysis between S&P 500 index and sector indexes : a conditional value-at-risk approach
Jiao, Shoukun
;
Ye, Wuyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1203-1229
Persistent link: https://www.econbiz.de/10013169244
Saved in:
7
A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang
- In:
Computational economics
58
(
2021
)
4
,
pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
Saved in:
8
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
9
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
10
GAS Copula models on who's systemically important in South Africa : banks or insurers?
Manguzvane, Mathias Mandla
;
Muteba Mwamba, John
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
4
,
pp. 1573-1604
Persistent link: https://www.econbiz.de/10012298826
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->