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Multivariate Verteilung
36
Multivariate distribution
36
Theorie
23
Theory
23
ARCH model
21
ARCH-Modell
21
Estimation
21
Schätzung
21
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Multivariate GARCH
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Rohstoffderivat
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Kim, Jong-Min
4
Chen, Qiang
2
Ji, Hao
2
Núñez, Fernando
2
Ojea-Ferreiro, Javier
2
Reboredo, Juan Carlos
2
Usabiaga Ibáñez, Carlos
2
Vosgha, Hamed
2
Wang, Hao
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Ahmad, Wasim
1
Ahmed, Ali M.
1
Aktaş, Ramazan
1
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1
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1
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Economic modelling
Insurance / Mathematics & economics
157
Journal of econometrics
125
European journal of operational research : EJOR
112
Journal of Multivariate Analysis
110
Energy economics
103
Applied economics
93
MPRA Paper
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Discussion paper / Tinbergen Institute
69
Journal of banking & finance
62
International journal of forecasting
60
International journal of production research
60
Risks : open access journal
60
Annals of the Institute of Statistical Mathematics
57
Economics letters
54
Econometric reviews
53
Finance research letters
53
Psychometrika
51
The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
49
SFB 649 discussion paper
49
Working paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Journal of risk and financial management : JRFM
47
IZA Discussion Papers
42
Journal of forecasting
42
Computational Statistics & Data Analysis
41
Journal of the American Statistical Association : JASA
41
Statistics & Probability Letters
41
SFB 649 Discussion Paper
38
International journal of economics and financial issues : IJEFI
37
Research in international business and finance
37
Working Paper
36
Europäische Hochschulschriften / 5
35
Tinbergen Institute Discussion Paper
35
Applied economics letters
34
Discussion paper / Center for Economic Research, Tilburg University
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Journal of empirical finance
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Computational economics
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ECONIS (ZBW)
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41
Modeling asymmetric price transmission in the European food market
Rezitis, Anthony N.
;
Tsionas, Efthymios G.
- In:
Economic modelling
76
(
2019
),
pp. 216-230
Persistent link: https://www.econbiz.de/10012198321
Saved in:
42
Forecasting stock returns : do less powerful predictors help?
Zhang, Yaojie
;
Zeng, Qing
;
Ma, Feng
;
Shi, Benshan
- In:
Economic modelling
78
(
2019
),
pp. 32-39
Persistent link: https://www.econbiz.de/10012198825
Saved in:
43
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
44
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
45
Mixed copula model with stochastic correlation for CDO pricing
Chen, Jianli
;
Liu, Zhen
;
Li, Shenghong
- In:
Economic modelling
40
(
2014
),
pp. 167-174
Persistent link: https://www.econbiz.de/10010425701
Saved in:
46
A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock-bond portfolios
Chen, Xiangjin B.
;
Silvapulle, Paramsothy
;
Silvapulle, …
- In:
Economic modelling
42
(
2014
),
pp. 230-242
Persistent link: https://www.econbiz.de/10010478162
Saved in:
47
Optimal hedge ratios for clean energy equities
Ahmad, Wasim
;
Sadorsky, Perry A.
;
Sharma, Amit
- In:
Economic modelling
72
(
2018
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
Saved in:
48
Analyzing the dependence structure of various sectors in the Brazilian market : a Pair Copula Construction approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Economic modelling
35
(
2013
),
pp. 199-206
Persistent link: https://www.econbiz.de/10010259465
Saved in:
49
A
multivariate
innovations state space BeveridgeNelson decomposition
De Silva, Ashton
;
Hyndman, Rob J.
;
Snyder, Ralph D.
- In:
Economic modelling
26
(
2009
)
5
,
pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265
Saved in:
50
Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis
Naifar, Nader
- In:
Economic modelling
29
(
2012
)
2
,
pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
Saved in:
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