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~isPartOf:"Computational economics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Multivariate distribution"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Copulafunktion"
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Multivariate distribution
Nichtparametrisches Verfahren
Multivariate Verteilung
109
Theorie
73
Theory
73
Statistical distribution
42
Statistische Verteilung
42
Risikomaß
27
Risk measure
27
Copula
24
Portfolio selection
23
Portfolio-Management
23
Risikomanagement
23
Risk management
23
Estimation theory
22
Schätztheorie
22
Stochastic process
17
Stochastischer Prozess
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Multivariate Analyse
13
Multivariate analysis
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Ausreißer
12
Outliers
12
Capital income
11
Kapitaleinkommen
11
Estimation
10
Nonparametric statistics
9
Risiko
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Risk
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Schätzung
9
Probability theory
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Wahrscheinlichkeitsrechnung
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Finanzmathematik
7
Forecasting model
7
Mathematical finance
7
Measurement
7
Messung
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Prognoseverfahren
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109
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Cossette, Hélène
6
Yang, Jingping
6
Marceau, Etienne
4
Shi, Peng
4
Genest, Christian
3
Hua, Lei
3
Mtalai, Itre
3
Su, Jianxi
3
Valdez, Emiliano
3
Cai, Jun
2
Côté, Marie-Pier
2
Di Bernardino, Elena
2
Eling, Martin
2
Furman, Edward
2
Gijbels, Irène
2
Hou, Yanxi
2
Jung, Kwangmin
2
Ledwina, Teresa
2
Li, Xiaohu
2
Lopez, Olivier
2
Marceau, Étienne
2
Moutanabbir, Khouzeima
2
Peng, Liang
2
Segers, Johan
2
Wang, Chou-Wen
2
Wei, Wei
2
Yang, Fan
2
You, Yinping
2
Zhang, Zhengjun
2
Zhao, XiaoBing
2
Zhou, Xian
2
Ziegelmann, Flávio A.
2
Afuecheta, Emmanuel
1
Ahn, Jae Youn
1
Akrami, Abbas
1
Apaydin, Aysen
1
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1
Artís Ortuño, Manuel
1
Asimit, Alexandru V.
1
Bahroui, Zuhair
1
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Computational economics
Insurance / Mathematics & economics
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
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
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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
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
5
Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan
;
Li, Jiahong
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
Saved in:
6
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
Saved in:
7
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
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
A new class of copula regression models for modelling multivariate heavy-tailed data
Li, Zhengxiao
;
Beirlant, Jan
;
Yang, Liang
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 243-261
Persistent link: https://www.econbiz.de/10013264956
Saved in:
10
Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang
;
Chen, Yu
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
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