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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of forecasting"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Multivariate distribution
23
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of forecasting
Insurance / Mathematics & economics
95
Energy economics
58
Applied economics
40
Risks : open access journal
39
Economic modelling
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Journal of international financial markets, institutions & money
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Robustness in econometrics
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
Econometric theory
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
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:
2
A copula-based time series model for global horizontal irradiation
Müller, Alfred
;
Reuber, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 869-883
Persistent link: https://www.econbiz.de/10014465159
Saved in:
3
Spatio-temporal probabilistic forecasting of wind power for multiple farms : a copula-based hybrid model
Arrieta-Prieto, Mario
;
Schell, Kristen R.
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 300-320
Persistent link: https://www.econbiz.de/10013347791
Saved in:
4
GAS Copula models on who's systemically important in South Africa : banks or insurers?
Manguzvane, Mathias Mandla
;
Muteba Mwamba, John
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
4
,
pp. 1573-1604
Persistent link: https://www.econbiz.de/10012298826
Saved in:
5
Tail dependence between gold and sectorial stocks in China : perspectives for portfolio diversification
Beckmann, Joscha
;
Berger, Theo
;
Czudaj, Robert
;
Hoang, …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 1117-1144
Persistent link: https://www.econbiz.de/10012041701
Saved in:
6
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
7
Inversion copulas from nonlinear state space models with an application to inflation forecasting
Smith, Michael S.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 389-407
Persistent link: https://www.econbiz.de/10012030987
Saved in:
8
Improving forecasting performance using covariate-dependent copula models
Li, Feng
;
Kang, Yanfei
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 456-476
Persistent link: https://www.econbiz.de/10012031011
Saved in:
9
Portfolio optimization based on GARCH-EVT-Copula forecasting models
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 497-506
Persistent link: https://www.econbiz.de/10012031027
Saved in:
10
Copula-based nonlinear modeling of the law of one price for lumber products
Goodwin, Barry K.
;
Holt, Matthew T.
;
Onel, Gulcan
; …
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 1237-1265
Persistent link: https://www.econbiz.de/10011949514
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