//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~subject:"Share price"
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:"Multivariate"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
Multivariate distribution
53
Multivariate Verteilung
52
Theorie
42
Theory
42
ARCH model
34
ARCH-Modell
34
Volatility
32
Volatilität
32
Estimation
30
Schätzung
30
Multivariate analysis
25
Time series analysis
25
Zeitreihenanalyse
25
Multivariate Analyse
22
Capital income
21
Kapitaleinkommen
21
Portfolio selection
21
Portfolio-Management
21
Börsenkurs
19
Risikomaß
18
Risk measure
18
Correlation
17
Korrelation
16
Aktienmarkt
15
Stock market
15
Welt
15
World
15
Forecasting model
13
Prognoseverfahren
13
Statistical distribution
13
Statistische Verteilung
13
Copulas
12
Multivariate GARCH
12
Financial crisis
11
Finanzkrise
11
Cluster analysis
10
Clusteranalyse
10
Commodity derivative
10
Copula
10
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Alagidede, Paul
1
Bhatti, Muhammad Ishaq
1
Cai, Xiao Jing
1
Chow, William W.
1
Chung, San-lin
1
Conrad, Christian
1
Fałdziński, Marcin
1
Fenech, Jean-Pierre
1
Fiszeder, Piotr
1
Fung, Michael Ka-yiu
1
Gatfaoui, Hayette
1
Hamori, Shigeyuki
1
Hung, Chi-hsiou
1
Hung, I-Chung
1
Hung, Pi-Hsia
1
Jiang, Yonghong
1
Jung, Hojin
1
Karanasos, Menelaos
1
Kim, Jong-Min
1
Komorník, Jozef
1
Komorníková, Magda
1
Li, Hong
1
Liang, Shin-shun
1
Lien, Da-hsiang Donald
1
Liu, Xiaoquan
1
Ma, Feng
1
Mengling Li
1
Mensah, Jones Odei
1
Molnár, Peter
1
Monginsidi, Joe Yohanes
1
Naifar, Nader
1
Nguyen, Cuong
1
Nie, He
1
Niţoi, Mihai
1
Pochea, Maria Miruna
1
Shi, Benshan
1
Vanden, Joel M.
1
Vosgha, Hamed
1
Wang, Keli
1
Wu, Chih-chiang
1
more ...
less ...
Published in...
All
Economic modelling
Journal of empirical finance
Statistical Papers / Springer
Energy economics
18
Journal of banking & finance
13
Finance research letters
12
International review of financial analysis
12
International review of economics & finance : IREF
11
Research in international business and finance
11
Applied economics
10
The North American journal of economics and finance : a journal of financial economics studies
9
Discussion paper / Tinbergen Institute
8
Review of quantitative finance and accounting
7
The European journal of finance
7
Applied economics letters
6
Journal of risk and financial management : JRFM
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Economics letters
5
Journal of econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of international financial markets, institutions & money
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
CFS working paper series
4
Cogent economics & finance
4
Computational economics
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
The empirical economics letters : a monthly international journal of economics
4
Working paper series
4
American journal of finance and accounting
3
CREATES research paper
3
Discussion paper / Deutsche Bundesbank
3
Econometrics : open access journal
3
Emerging markets review
3
Emerging markets, finance and trade : EMFT
3
European journal of operational research : EJOR
3
Finance a úvěr
3
Global business review
3
International Journal of Energy Economics and Policy : IJEEP
3
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
2
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
3
Time-varying dependence in European equity markets : a contagion and investor sentiment driven analysis
Niţoi, Mihai
;
Pochea, Maria Miruna
- In:
Economic modelling
86
(
2020
),
pp. 133-147
Persistent link: https://www.econbiz.de/10012415531
Saved in:
4
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
5
Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests
Jiang, Yonghong
;
Nie, He
;
Monginsidi, Joe Yohanes
- In:
Economic modelling
64
(
2017
),
pp. 384-398
Persistent link: https://www.econbiz.de/10011761283
Saved in:
6
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:
7
How are Africa's emerging stock markets related to advanced markets? : evidence from copulas
Mensah, Jones Odei
;
Alagidede, Paul
- In:
Economic modelling
60
(
2017
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011734155
Saved in:
8
Volatility spillovers across European stock markets under the uncertainty of Brexit
Li, Hong
- In:
Economic modelling
84
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012210266
Saved in:
9
Gold price and stock markets nexus under mixed-copulas
Nguyen, Cuong
;
Bhatti, Muhammad Ishaq
;
Komorníková, Magda
- In:
Economic modelling
58
(
2016
),
pp. 283-292
Persistent link: https://www.econbiz.de/10011647353
Saved in:
10
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu
;
Cai, Xiao Jing
;
Mengling Li
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->