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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Portfolio selection"
~subject:"Theory"
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Portfolio selection
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Multivariate Verteilung
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Insurance / Mathematics & economics
68
Risks : open access journal
31
Applied economics
24
European journal of operational research : EJOR
23
SFB 649 discussion paper
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International review of financial analysis
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Pacific-Basin finance journal
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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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1
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
2
Panel stochastic frontier model with endogenous inputs and correlated random components
Hung-pin, Lai
;
Kumbhakar, Subal
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10013540641
Saved in:
3
Tie-break bootstrap for nonparametric rank statistics
Seo, Juwon
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 615-627
Persistent link: https://www.econbiz.de/10015053432
Saved in:
4
Tail risk inference via expectiles in heavy-tailed time series
Davison, Anthony C.
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 876-889
Persistent link: https://www.econbiz.de/10014448453
Saved in:
5
Nonparametric estimation and testing for positive quadrant dependent bivariate copula
Lu, Lu
;
Ghosh, Sujit K.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 664-677
Persistent link: https://www.econbiz.de/10013534040
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6
Randomization tests for equality in dependence structure
Seo, Juwon
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1026-1037
Persistent link: https://www.econbiz.de/10012653222
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7
Bayesian inference for regression copulas
Smith, Michael S.
;
Klein, Nadja
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 712-728
Persistent link: https://www.econbiz.de/10012587971
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8
Dealing with endogeneity in threshold models using copulas
Christopulos, Dēmētrēs K.
;
McAdam, Peter
;
Tzavalis, Elias
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 166-178
Persistent link: https://www.econbiz.de/10012424506
Saved in:
9
Is a normal copula the right copula?
Amengual, Dante
;
Sentana, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 350-366
Persistent link: https://www.econbiz.de/10012262480
Saved in:
10
Detecting structural differences in tail dependence of financial time series
Bormann, Carsten
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
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