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~isPartOf:"The European journal of finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Multivariate distribution"
~subject:"Portfolio-Management"
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Search: subject_exact:"Statistische Verteilung"
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Multivariate distribution
Portfolio-Management
Statistical distribution
64
Statistische Verteilung
64
Theorie
31
Theory
31
Capital income
27
Kapitaleinkommen
27
ARCH model
20
ARCH-Modell
20
Risikomaß
18
Risk measure
18
Estimation
17
Schätzung
17
Börsenkurs
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Share price
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Multivariate Verteilung
13
Portfolio selection
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Option pricing theory
7
Optionspreistheorie
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Risiko
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Risikomanagement
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Risk
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Risk management
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Tail dependence
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Aktienindex
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Estimation theory
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Stock index
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Ausreißer
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Finanzkrise
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GARCH
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Chang, Kuang-Liang
2
Loperfido, Nicola
2
Aas, Kjersti
1
Adcock, Christopher
1
Adewuyi, Adeolu O.
1
Albulescu, Claudiu Tiberiu
1
Alves, Isabel Fraga
1
Ayadi, Mohamed
1
Berg, Daniel
1
Cao, Xu
1
Chen, Yi-Hsuan
1
Dias, Alexandra
1
Eling, Martin
1
Eom, Cheoljun
1
Guo, Ranran
1
Hammoudeh, Shawkat
1
Hess, Martin
1
Jung, Hojin
1
Kaizoji, Taisei
1
Kim, Jong-Min
1
Landsman, Z.
1
Lazrak, Skander
1
Li, Jia
1
Liu, Xing
1
Livan, Giacomo
1
Makov, U.
1
Mo, Guoli
1
Nasekin, Sergey
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Quatto, Piero
1
Santos, Paulo Araújo
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Segnon, Mawuli
1
Sun, Bo-Yi
1
Tabacu, Lucia
1
Tan, Chunzhi
1
Tiwari, Aviral Kumar
1
Trede, Mark
1
Vacca, Gianmarco
1
Wang, Yan
1
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The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
72
Journal of banking & finance
28
Risks : open access journal
27
Discussion paper / Tinbergen Institute
19
European journal of operational research : EJOR
18
Journal of econometrics
16
Applied economics
14
Economic modelling
14
International journal of theoretical and applied finance
14
SFB 649 discussion paper
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Finance research letters
12
International review of financial analysis
12
Journal of empirical finance
11
The journal of asset management
11
Journal of risk
10
Quantitative finance
10
Research paper series / Swiss Finance Institute
10
Computational economics
8
International journal of forecasting
8
International review of economics & finance : IREF
8
Journal of financial econometrics
8
Journal of risk and financial management : JRFM
8
Scandinavian actuarial journal
8
The journal of credit risk : published quarterly by Incisive Media
8
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
7
Astin bulletin : the journal of the International Actuarial Association
7
Finance and stochastics
7
Journal of economic dynamics & control
7
Discussion paper / Center for Economic Research, Tilburg University
6
Journal of mathematical finance
6
Research in international business and finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Swiss Finance Institute Research Paper
6
ASTIN bulletin : the journal of the International Actuarial Association
5
CentER Discussion Paper Series
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
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ECONIS (ZBW)
21
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1
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
2
Limitations of portfolio diversification through fat tails of the return Distributions : some empirical evidence
Eom, Cheoljun
;
Kaizoji, Taisei
;
Livan, Giacomo
;
Scalas, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821302
Saved in:
3
Fractal statistical measure and portfolio model optimization under power-law distribution
Wu, Xu
;
Zhang, Linlin
;
Li, Jia
;
Yan, Ruzhen
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186577
Saved in:
4
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
5
A model of dynamic tail dependence between crude oil prices and exchange rates
Guo, Ranran
;
Ye, Wuyi
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013188337
Saved in:
6
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
7
A quantile-copula approach to dependence between financial assets
Kim, Jong-Min
;
Tabacu, Lucia
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
Saved in:
8
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
Saved in:
9
Quantifying systemic risk with factor copulas
Chen, Yi-Hsuan
;
Nasekin, Sergey
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1926-1947
Persistent link: https://www.econbiz.de/10012314665
Saved in:
10
Kurtosis-based projection pursuit for outlier detection in financial time series
Loperfido, Nicola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 142-164
Persistent link: https://www.econbiz.de/10012207191
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