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~isPartOf:"Journal of banking & finance"
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~isPartOf:"Statistical Papers / Springer"
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Search: subject:"Multivariate"
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Copulas
Multivariate distribution
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When does the stock market listen to economic news? : new evidence from copulas and news wires
Medovikov, Ivan
- In:
Journal of banking & finance
65
(
2016
),
pp. 27-40
Persistent link: https://www.econbiz.de/10011634320
Saved in:
2
Is gold a safe haven or a hedge for the US dollar? : implications for risk management
Reboredo, Juan Carlos
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2665-2676
Persistent link: https://www.econbiz.de/10009776518
Saved in:
3
Estimating the basis risk of index-linked hedging strategies using
multivariate
extreme value theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
Saved in:
4
Hedging structured credit products during the credit crisis : a horse race of 10 models
Ascheberg, Marius
;
Bick, Björn
;
Kraft, Holger
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1687-1705
Persistent link: https://www.econbiz.de/10009729477
Saved in:
5
Portfolio optimization in the presence of dependent financial returns with long memory : a copula based approach
Boubaker, Heni
;
Sghaier, Nadia
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 361-377
Persistent link: https://www.econbiz.de/10009705653
Saved in:
6
A
multivariate
version of Gini's rank association coefficient
Behboodian, Javad
;
Dolati, Ali
;
Úbeda-Flores, Manuel
- In:
Statistical Papers
48
(
2007
)
2
,
pp. 295-304
Persistent link: https://www.econbiz.de/10008533781
Saved in:
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