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Search: subject:"Multivariate"
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Statistical distribution
Theorie
57
Theory
57
Forecasting model
56
Prognoseverfahren
56
Time series analysis
51
Zeitreihenanalyse
51
Multivariate Verteilung
48
Multivariate distribution
48
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38
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38
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33
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33
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31
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31
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31
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18
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16
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Börsenkurs
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Cluster analysis
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10
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González-Rivera, Gloria
2
Ahmed, Ali M.
1
Alexander, Carol
1
Berger, Theo
1
Bianchi, Michele Leonardo
1
Brio, Esther B. del
1
Chen, Rongda
1
Clements, Michael P.
1
De Luca, Giovanni
1
Diao, Xundi
1
Fei, Fei
1
Fresoli, Diego
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
Ko, Stanley Iat-Meng
1
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1
Lourme, Alexandre
1
Maurer, Frantz
1
Meng, Xiaochun
1
Mu, Yu
1
Naifar, Nader
1
Park, Sung Y.
1
Pascual, Lorenzo
1
Perote, Javier
1
Rachev, Svetlozar T.
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
International journal of forecasting
Insurance / Mathematics & economics
65
Risks : open access journal
20
Journal of econometrics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Applied economics
14
European journal of operational research : EJOR
13
Journal of banking & finance
13
SFB 649 discussion paper
12
Discussion paper / Center for Economic Research, Tilburg University
11
Astin bulletin : the journal of the International Actuarial Association
10
Discussion paper / Tinbergen Institute
10
ECARES working paper
9
Scandinavian actuarial journal
9
The North American journal of economics and finance : a journal of financial economics studies
9
The European journal of finance
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
International journal of production research
6
International journal of theoretical and applied finance
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of empirical finance
6
ASTIN bulletin : the journal of the International Actuarial Association
5
CentER Discussion Paper Series
5
Economics letters
5
Energy economics
5
Finance research letters
5
Journal of risk and financial management : JRFM
5
Computational economics
4
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
4
Journal of financial econometrics
4
Journal of risk
4
Review of derivatives research
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of credit risk : published quarterly by Incisive Media
4
Discussion paper
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Documents de recherche / ESSEC Centre de Recherche
3
Econometric reviews
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ECONIS (ZBW)
18
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18
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1
Static and dynamic models for
multivariate
distribution forecasts : proper scoring rule tests of factor-quantile versus
multivariate
GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
2
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
3
Generalized autocontours : evaluation of
multivariate
density models
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
Saved in:
4
Applied mean-ETL optimization in using earnings forecasts
Shao, Barret Pengyuan
;
Rachev, Svetlozar T.
;
Mu, Yu
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 561-567
Persistent link: https://www.econbiz.de/10011474402
Saved in:
5
Multi-scale causality and extreme tail inter-dependence among housing prices
Kang, Sang Hoon
;
Uddin, Mohammed Gazi Salah
;
Ahmed, Ali M.
- In:
Economic modelling
70
(
2018
),
pp. 301-309
Persistent link: https://www.econbiz.de/10012027930
Saved in:
6
A novel nonlinear value-at-risk method for modeling risk of option portfolio with
multivariate
mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
7
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
8
Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
9
Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre
;
Maurer, Frantz
- In:
Economic modelling
67
(
2017
),
pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
Saved in:
10
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
Saved in:
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