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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The definitive guide to CDOs : market, application, valuation and hedging"
~language:"eng"
~subject:"Statistical distribution"
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Search: subject_exact:"Mehrdimensionale Verteilung"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The definitive guide to CDOs : market, application, valuation and hedging
Insurance / Mathematics & economics
38
Risks : open access journal
15
Applied economics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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SFB 649 discussion paper
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The North American journal of economics and finance : a journal of financial economics studies
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European journal of operational research : EJOR
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International review of financial analysis
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Journal of econometrics
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Journal of empirical finance
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Scandinavian actuarial journal
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Astin bulletin : the journal of the International Actuarial Association
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The European journal of finance
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Modeling systemic risk : time-varying tail dependence when forecasting marginal expected shortfall
Eckernkemper, Tobias
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 63-117
Persistent link: https://www.econbiz.de/10011987686
Saved in:
2
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
3
A dynamic copula approach to recovering the index implied volatility skew
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 457-493
Persistent link: https://www.econbiz.de/10009571516
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