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Search: subject_exact:"Multivariate Verteilung"
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Theorie
Multivariate Verteilung
36
Multivariate distribution
36
Theory
15
Aktienmarkt
9
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9
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9
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9
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Kim, Jong-Min
3
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Belkacem, Lotfi
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Berger, Theo
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Economic modelling
Insurance / Mathematics & economics
67
Risks : open access journal
28
European journal of operational research : EJOR
23
SFB 649 discussion paper
22
International review of financial analysis
17
Applied economics
15
Discussion paper / Tinbergen Institute
13
Journal of banking & finance
13
Journal of econometrics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
The European journal of finance
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Energy economics
11
International journal of theoretical and applied finance
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Journal of risk and financial management : JRFM
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Finance research letters
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Scandinavian actuarial journal
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
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8
Economics letters
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
7
IWQW discussion paper series
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Computational economics
6
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Reihe Quantitative Ökonomie : Ökon
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ASTIN bulletin : the journal of the International Actuarial Association
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Astin bulletin : the journal of the International Actuarial Association
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Econometric reviews
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1
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:
2
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:
3
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:
4
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:
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
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
Reserve modelling and the aggregation of risks using time varying copula models
Araichi, Sawssen
;
Peretti, Christian de
;
Belkacem, Lotfi
- In:
Economic modelling
67
(
2017
),
pp. 149-158
Persistent link: https://www.econbiz.de/10011813794
Saved in:
8
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:
9
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:
10
Spatial price dependence by time scale : empirical evidence from the international butter markets
Fousekis, Panajiotis
;
Grigoriadis, Vasilis
- In:
Economic modelling
54
(
2016
),
pp. 195-204
Persistent link: https://www.econbiz.de/10011642090
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