//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Post-Print / HAL"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~subject:"Level sets estimation"
~subject:"VAR"
~subject:"multivariate copulas"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Multivariate"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Level sets estimation
VAR
multivariate copulas
Euro area
3
Forecast
3
GDP
3
Multivariate risk
3
Vines
3
Background risk
2
Economic indicators
2
economic indicators
2
energy prices
2
model selection
2
multivariate GARCH models
2
multivariate probit
2
risk management
2
structural break
2
AR
1
ARFIMA
1
ARIMA
1
Archimedean copulas
1
Asymptotic normality
1
BAR
1
BVAR
1
Capital transfer
1
Carbon Emission Trading
1
Carbon emission trading
1
Contagion
1
DCC multivariate GARCH model
1
Disaggregation of harms
1
ETS
1
Generalized hyperbolic Distribution
1
Gold
1
Hyperbolic conversion functions
1
Iterated compositions
1
Kendall's tau
1
Marginal propensity to consume
1
Multivariate
1
Multivariate finite-time ruin probabilities
1
Multivariate k nearest neighbor regression
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
8
Language
All
Undetermined
8
Author
All
Guegan, Dominique
6
Maugis, Pierre-André
4
Rakotomarolahy, Patrick
2
Bernardino, Elena Di
1
Gupta, Rangan
1
Hassani, Hossein
1
Rullière, Didier
1
Segnon, Mawuli K.
1
Silva, Emmanuel Sirimal
1
more ...
less ...
Institution
All
HAL
7
Department of Economics, Faculty of Economic and Management Sciences
1
Published in...
All
Post-Print / HAL
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Documents de travail du Centre d'Economie de la Sorbonne
2
Working Papers / HAL
2
Agricultural and Food Economics
1
Agricultural and Food Economics : AFE
1
Applied economics
1
DEM working paper series
1
Department of Economics working paper
1
Economics letters
1
Global business review
1
Insurance: Mathematics and Economics
1
International Finance
1
International journal of productivity and quality management : IJPQM
1
Journal of International Financial Markets, Institutions and Money
1
Journal of economic dynamics & control
1
Journal of international financial markets, institutions & money
1
MPRA Paper
1
Monash Econometrics and Business Statistics Working Papers
1
Romanian journal of economic forecasting
1
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
kcFed research working papers
1
more ...
less ...
Source
All
RePEc
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Distortions of
multivariate
distribution functions and associated level curves: applications in
multivariate
risk theory
Bernardino, Elena Di
;
Rullière, Didier
-
HAL
-
2013
In this paper, we propose a parametric model for
multivariate
distributions. The model is based on distortion functions …, i.e. some transformations of a
multivariate
distribution which permit to generate new families of
multivariate
… univariate optimizations, and we nally get parametric representations of both
multivariate
distribution functions and associated …
Persistent link: https://www.econbiz.de/10010820603
Saved in:
2
An econometric Study for Vine Copulas
Guegan, Dominique
;
Maugis, Pierre-André
-
HAL
-
2011
structure is interesting to compute
multivariate
distributions for dependent random variables. We proove the asymptotic …
Persistent link: https://www.econbiz.de/10010635183
Saved in:
3
Note on new prospects on vines
Maugis, Pierre-André
;
Guegan, Dominique
-
HAL
-
2010
In this paper, we present a new methodology based on vine copulas to estimate
multivariate
distributions in high …
Persistent link: https://www.econbiz.de/10010603636
Saved in:
4
New Prospects on Vines
Guegan, Dominique
;
Maugis, Pierre-André
-
HAL
-
2010
In this paper, we present a new methodology based on vine copulas to estimate
multivariate
distributions in high …
Persistent link: https://www.econbiz.de/10010603639
Saved in:
5
Alternative methods for forecasting GDP
Guegan, Dominique
;
Rakotomarolahy, Patrick
-
HAL
-
2010
An empirical forecast accuracy comparison of the non-parametric method, known as
multivariate
Nearest Neighbor method … nearest neighbor method. We prove also the asymptotic normality of the
multivariate
k-nearest neighbor regression estimator …
Persistent link: https://www.econbiz.de/10010603668
Saved in:
6
Alternative methods for forecasting GDP
Guegan, Dominique
;
Rakotomarolahy, Patrick
-
HAL
-
2010
An empirical forecast accuracy comparison of the non-parametric method, known as
multivariate
Nearest Neighbor method … nearest neighbor method. We prove also the asymptotic normality of the
multivariate
k-nearest neighbor regression estimator …
Persistent link: https://www.econbiz.de/10010603674
Saved in:
7
An Econometric Study of Vine Copulas
Guegan, Dominique
;
Maugis, Pierre-André
-
HAL
-
2010
structure is interesting to compute
multivariate
distributions for dependent random variables. We proove the asymptotic …
Persistent link: https://www.econbiz.de/10010603691
Saved in:
8
Forecasting the Price of Gold
Hassani, Hossein
;
Silva, Emmanuel Sirimal
;
Gupta, Rangan
; …
-
Department of Economics, Faculty of Economic and …
-
2014
walk as we noticed that certain
multivariate
models (which included prices of silver, platinum, palladium and rhodium …
Persistent link: https://www.econbiz.de/10011105516
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->