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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:"Theory"
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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
67
Risks : open access journal
28
European journal of operational research : EJOR
23
SFB 649 discussion paper
22
International review of financial analysis
17
Applied economics
15
Economic modelling
15
Discussion paper / Tinbergen Institute
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Journal of banking & finance
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Journal of econometrics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
The European journal of finance
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Energy economics
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International journal of theoretical and applied finance
11
Journal of empirical finance
11
Journal of risk and financial management : JRFM
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Finance research letters
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Scandinavian actuarial journal
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Econometric theory
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Center for Economic Research, Tilburg University
8
Economics letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
IWQW discussion paper series
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Computational economics
6
Journal of risk
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Astin bulletin : the journal of the International Actuarial Association
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CentER Discussion Paper Series
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Discussion paper
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
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Econometric reviews
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Econometrics : open access journal
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Finance and stochastics
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Journal of economic dynamics & control
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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
A new measure of vector dependence, with applications to financial risk and contagion
Medovikov, Ivan
;
Prokhorov, Artem
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 474-503
Persistent link: https://www.econbiz.de/10011987541
Saved in:
3
Exceedance correlation tests for financial returns
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 581-616
Persistent link: https://www.econbiz.de/10011623694
Saved in:
4
Identifying asymmetric comovements of international stock market returns
Li, Fuchun
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 507-543
Persistent link: https://www.econbiz.de/10010391948
Saved in:
5
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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6
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 106-131
Persistent link: https://www.econbiz.de/10009125155
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7
Bayesian inference for multivariate copulas using pair-copula constructions
Min, Aleksey
;
Czado, Claudia
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
4
,
pp. 511-546
Persistent link: https://www.econbiz.de/10008665740
Saved in:
8
Modeling international financial returns with a multivariate regime-switching copula
Chollete, Lorán
;
Heinen, Andréas
;
Valdesogo, Alfonso
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
4
,
pp. 437-480
Persistent link: https://www.econbiz.de/10003907528
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