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Search: subject:"Multivariate"
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Risikomaß
Theorie
137
Theory
137
Multivariate distribution
133
Multivariate Verteilung
132
Statistical distribution
72
Statistische Verteilung
72
Multivariate Analyse
68
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68
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43
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43
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37
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29
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Di Bernardino, Elena
2
Eling, Martin
2
Furman, Edward
2
Gijbels, Irène
2
Jung, Kwangmin
2
Mao, Tiantian
2
Shushi, Tomer
2
Su, Jianxi
2
Su, Xiaoshan
2
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2
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1
Apaydin, Aysen
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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Economic modelling
Insurance / Mathematics & economics
The North American journal of economics and finance : a journal of financial economics studies
18
Energy economics
17
Journal of banking & finance
17
Risks : open access journal
15
Applied economics
13
SFB 649 discussion paper
13
Finance research letters
12
Journal of risk and financial management : JRFM
11
International review of financial analysis
9
Computational economics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of risk
8
Quantitative finance
8
European journal of operational research : EJOR
7
Journal of empirical finance
6
Journal of forecasting
6
Pacific-Basin finance journal
6
International journal of forecasting
5
International review of economics & finance : IREF
5
Scandinavian actuarial journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The European journal of finance
5
Astin bulletin : the journal of the International Actuarial Association
4
CFS working paper series
4
International Journal of Financial Studies : open access journal
4
International journal of theoretical and applied finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
Agricultural finance review
3
Applied economics letters
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Economics letters
3
Financial innovation : FIN
3
Journal of econometrics
3
Journal of mathematical finance
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Quantitative finance and economics
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Reihe Quantitative Ökonomie : Ökon
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Review of quantitative finance and accounting
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ECONIS (ZBW)
43
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43
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1
Multivariate
matrix-exponential affine mixtures and their applications in risk theory
Cheung, Eric C. K.
;
Peralta, Oscar
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 364-389
Persistent link: https://www.econbiz.de/10013380617
Saved in:
2
Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
Saved in:
3
A
multivariate
tail covariance measure for elliptical distributions
Landsman, Zinoviy
;
Makov, Udi
;
Shushi, Tomer
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 27-35
Persistent link: https://www.econbiz.de/10011904613
Saved in:
4
Multivariate
risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models
Shushi, Tomer
;
Yao, Jing
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 178-186
Persistent link: https://www.econbiz.de/10012294094
Saved in:
5
Multiple risk factor dependence structures : copulas and related properties
Su, Jianxi
;
Furman, Edward
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 109-121
Persistent link: https://www.econbiz.de/10011712411
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
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
Saved in:
9
Asymptotics of
multivariate
conditional risk measures for Gaussian risks
Ling, Chengxiu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
Saved in:
10
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
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