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Search: subject:"Multivariate"
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Statistical distribution
Theorie
Multivariate Verteilung
37
Multivariate distribution
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21
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21
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Kim, Jong-Min
3
Su, Xiaoshan
2
Ahmed, Ali M.
1
Andrieş, Alin Marius
1
Araichi, Sawssen
1
Avdoulas, Christos
1
Bai, Manying
1
Bekiros, Stelios
1
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1
Berger, Theo
1
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1
Chen, Jianli
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
Hatemi-J, Abdulnasser
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
130
European journal of operational research : EJOR
67
Journal of econometrics
61
Risks : open access journal
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
43
SFB 649 discussion paper
40
Discussion paper / Tinbergen Institute
39
International journal of forecasting
38
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25
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
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Europäische Hochschulschriften / 5
19
Quantitative finance
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Scandinavian actuarial journal
18
Computers & operations research : and their applications to problems of world concern ; an international journal
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of risk and financial management : JRFM
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
The European journal of finance
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Econometric theory
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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1
Vine copula Granger causality in mean
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Economic modelling
109
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
Saved in:
2
Asymmetric
multivariate
HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
3
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:
4
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
Saved in:
5
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:
6
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
7
Generalized method of moment estimation of
multivariate
multifractal models
Liu, Ruipeng
;
Lux, Thomas
- In:
Economic modelling
67
(
2017
),
pp. 136-148
Persistent link: https://www.econbiz.de/10011813792
Saved in:
8
A copula nonlinear Granger causality
Kim, Jong-Min
;
Lee, Namgil
;
Hwang, Sun Young
- In:
Economic modelling
88
(
2020
),
pp. 420-430
Persistent link: https://www.econbiz.de/10012417258
Saved in:
9
Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Boubaker, Sabri
- In:
Economic modelling
58
(
2016
),
pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
Saved in:
10
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:
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