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Search: subject:"Multivariate"
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Theory
Multivariate distribution
32
Multivariate Verteilung
31
Theorie
23
Portfolio selection
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Portfolio-Management
19
Multivariate GARCH
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Risikomaß
17
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multivariate GARCH
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Weiß, Gregor
3
Puccetti, Giovanni
2
Alcock, Jamie
1
Bartram, Söhnke M.
1
Baur, Dirk G.
1
Boubaker, Heni
1
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1
Brown, Sarah
1
Ceretta, Paulo Sergio
1
Chen Zhou
1
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1
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1
Di Lascio, F. Marta L.
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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1
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Merlo, Luca
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1
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1
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1
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Journal of banking & finance
MPRA Paper
Statistical Papers / Springer
Insurance / Mathematics & economics
113
European journal of operational research : EJOR
62
Journal of econometrics
51
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
43
Risks : open access journal
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
SFB 649 discussion paper
37
International journal of production research
35
International journal of forecasting
34
Discussion paper / Tinbergen Institute
33
Applied economics
30
Economics letters
30
Econometric reviews
28
Journal of forecasting
25
Energy economics
24
Economic modelling
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Reihe Quantitative Ökonomie : Ökon
23
International review of financial analysis
22
International journal of theoretical and applied finance
20
Journal of the American Statistical Association : JASA
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Europäische Hochschulschriften / 5
19
Journal of empirical finance
19
Discussion paper / Center for Economic Research, Tilburg University
18
Computers & operations research : and their applications to problems of world concern ; an international journal
17
Finance research letters
17
Quantitative finance
17
Scandinavian actuarial journal
17
Acta Universitatis Lodziensis / Folia oeconomica
15
Computational economics
15
Journal of risk and financial management : JRFM
15
SpringerLink / Bücher
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
ECARES working paper
14
Econometric theory
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
The European journal of finance
14
Discussion papers of interdisciplinary research project 373
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
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ECONIS (ZBW)
23
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1
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
2
Evaluating Value-at-Risk forecasts : a new set of
multivariate
backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
3
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
4
The existence and persistence of household financial hardship : a Bayesian
multivariate
dynamic logit framework
Brown, Sarah
;
Ghosh, Pulak
;
Taylor, Karl
- In:
Journal of banking & finance
46
(
2014
),
pp. 285-298
Persistent link: https://www.econbiz.de/10010468424
Saved in:
5
Systemic risk allocation using the asymptotic marginal expected shortfall
Qin, Xiao
;
Chen Zhou
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820456
Saved in:
6
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
7
The correlation structure of anomaly strategies
Geertsema, Paul
;
Lu, Helen
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-39
Persistent link: https://www.econbiz.de/10012521278
Saved in:
8
Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC) : theory and empirical tests
Zhu, Wenjun
;
Wang, Chou-Wen
;
Tan, Ken Seng
- In:
Journal of banking & finance
69
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011635001
Saved in:
9
European financial market dependence : an industry analysis
Bartram, Söhnke M.
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
59
(
2015
),
pp. 146-163
Persistent link: https://www.econbiz.de/10011544416
Saved in:
10
Mixture pair-copula-constructions
Weiß, Gregor
;
Scheffer, Marcus
- In:
Journal of banking & finance
54
(
2015
),
pp. 175-191
Persistent link: https://www.econbiz.de/10011377813
Saved in:
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