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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"
~subject:"Correlation"
~subject:"Schätzung"
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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
Economic modelling
13
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
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International review of financial analysis
8
Journal of banking & finance
6
Research in international business and finance
6
Risks : open access journal
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5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of econometrics
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Journal of empirical finance
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Journal of risk
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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European journal of operational research : EJOR
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
4
Agricultural finance review
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Economics letters
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Finance research letters
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Journal of international money and finance
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Pacific-Basin finance journal
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Reihe Quantitative Ökonomie : Ökon
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Review of quantitative finance and accounting
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Astin bulletin : the journal of the International Actuarial Association
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1
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:
2
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:
3
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
Saved in:
4
Linear correlation and EVT : properties and caveats
Embrechts, Paul
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
1
,
pp. 30-39
Persistent link: https://www.econbiz.de/10003825739
Saved in:
5
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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