//--> //--> //--> //-->
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:"Finance research letters"
~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
41
Theorie
16
Theory
16
Volatility
13
Volatilität
13
ARCH model
12
ARCH-Modell
12
Capital income
12
Kapitaleinkommen
12
Portfolio selection
11
Portfolio-Management
11
Risikomaß
11
Risk measure
11
Aktienmarkt
9
Stock market
9
Börsenkurs
8
Financial crisis
8
Finanzkrise
8
Share price
8
Statistical distribution
8
Statistische Verteilung
8
Estimation
7
Copula
6
Copulas
6
Estimation theory
6
Schätztheorie
6
Schätzung
6
Welt
6
World
6
Time series analysis
5
Zeitreihenanalyse
5
Ausreißer
4
Forecasting model
4
Outliers
4
Prognoseverfahren
4
Risiko
4
Risikomanagement
4
Risk
4
Risk management
4
more ...
less ...
Online availability
All
Undetermined
34
Free
1
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Language
All
English
41
Author
All
De Luca, Giovanni
2
Gozgor, Giray
2
Jin, Xiaoye
2
Lau, Chi Keung
2
Ning, Cathy Q.
2
Rivieccio, Giorgia
2
Tiwari, Aviral Kumar
2
Wirjanto, Tony S.
2
Abakah, Emmanuel Joel Aikins
1
Afuecheta, Emmanuel
1
Ahn, Yongkil
1
Alagidede, Imhotep Paul
1
Arsova, Antonia
1
Atil, Ahmed
1
Bedoui, Rihab
1
Belkacem, Lotfi
1
Berrisch, Jonathan
1
Boako, Gideon
1
Boubaker, Heni
1
Bouri, Elie
1
Bradford, Marc
1
Chan, Stephen
1
Chang, Kuang-Liang
1
Chen, Rongda
1
Chen, Zhang
1
Cheng, Diandian
1
Dastgir, Shabbir
1
De Giuli, Maria Elena
1
Demir, Ender
1
Deng, Xue
1
Downing, Gareth
1
El Marzougui, Abdelaziz
1
Gao, Kang
1
Gil-Alaña, Luis A.
1
Goel, Anubha
1
Gong, Xiao-Li
1
Guesmi, Khaled
1
Guégan, Dominique
1
Hakim, Arief
1
Han, Yingwei
1
more ...
less ...
Published in...
All
Computational economics
Finance research letters
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
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
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)
41
Showing
1
-
10
of
41
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
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan
;
Pappert, Sven
;
Ziel, Florian
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
Saved in:
4
Copula approach to market volatility and technology stocks dependence
Rašiová, Barbara
;
Árendáš, Peter
- In:
Finance research letters
52
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014472041
Saved in:
5
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
6
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:
7
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
8
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:
9
Asymmetric tail dependence in cryptocurrency markets : a Model-free approach
Ahn, Yongkil
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013553804
Saved in:
10
Comparing gold's and Bitcoin's safe-haven roles against energy commodities during the COVID-19 outbreak : a vine copula approach
Syuhada, Khreshna
;
Suprijanto, Djoko
;
Hakim, Arief
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013342667
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->