//--> //--> //-->
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
~person:"Bouri, Elie"
~person:"Songsak Sriboonchitta"
~subject:"ARCH-Modell"
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_exact:"Copula function"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Multivariate Verteilung
26
Multivariate distribution
26
ARCH model
7
Estimation
7
Schätzung
7
Volatility
7
Volatilität
7
Copula
6
Commodity derivative
5
Portfolio selection
5
Portfolio-Management
5
Risikomanagement
5
Risikomaß
5
Risk management
5
Risk measure
5
Rohstoffderivat
5
Börsenkurs
4
Capital income
4
Copulas
4
Kapitaleinkommen
4
Regression analysis
4
Regressionsanalyse
4
Share price
4
Theorie
4
Theory
4
Aktienmarkt
3
China
3
Estimation theory
3
Oil price
3
Schätztheorie
3
Spillover effect
3
Spillover-Effekt
3
Stock market
3
Technical efficiency
3
Technische Effizienz
3
Thailand
3
Welt
3
World
3
Ölpreis
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Aufsatz im Buch
6
Book section
6
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
7
Author
All
Bouri, Elie
Songsak Sriboonchitta
Ghorbel, Ahmed
6
Tian, Maoxi
6
Embrechts, Paul
5
Kim, Jong-Min
5
Braun, Valentin
4
Chang, Kuang-Liang
4
Dias, Alexandra
4
Hamori, Shigeyuki
4
Tiwari, Aviral Kumar
4
Trabelsi, Abdelwahed
4
Bedoui, Rihab
3
Cerrato, Mario
3
Chen, Xiaohong
3
Crosby, John
3
Hammoudeh, Shawkat
3
Hasim, Haslifah Mohamad
3
Huang, Zhuo
3
Hussain, Saiful Izzuan
3
Ji, Hao
3
Jiang, Cuixia
3
Jin, Xisong
3
Jung, Hojin
3
Kim, Minjoo
3
Koopman, Siem Jan
3
Li, Steven
3
Liu, Jinan
3
Lucas, André
3
Muteba Mwamba, John
3
Patton, Andrew J.
3
Qin, Xiao
3
Serletis, Apostolos
3
Wang, Yaw-Huei
3
Weiß, Gregor
3
Xu, Qifa
3
Yan, Meilan
3
Yang, Lu
3
Yi, Yanping
3
Yoon, Seong-min
3
Zhang, Dalu
3
more ...
less ...
Published in...
All
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 ...]
3
Robustness in econometrics
2
Finance research letters
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
2
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
Saved in:
3
Chinese outbound tourism demand to Singapore, Malaysia and Thailand destinations : a study of political events and holiday impacts
Liu, Jianxu
;
Duangthip Sirikanchanarak
;
Xie, Jiachun
; …
- In:
Robustness in econometrics
,
(pp. 449-469)
.
2017
Persistent link: https://www.econbiz.de/10011801772
Saved in:
4
The impact of extreme events on portfolio in financial risk management
Chuangchid, K.
;
Kittawit Autchariyapanitkul
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 679-690)
.
2017
Persistent link: https://www.econbiz.de/10011802012
Saved in:
5
Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore : a copula-based GARCH approach
Liu, Jianxu
;
Songsak Sriboonchitta
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 283-294)
.
2013
Persistent link: https://www.econbiz.de/10009711141
Saved in:
6
Modeling dependency of crude oil price and agricultural commodity prices : a pairwise copulas approach
Boonyanuphong, Phattanan
;
Songsak Sriboonchitta
; …
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 255-267)
.
2013
Persistent link: https://www.econbiz.de/10009711143
Saved in:
7
Modeling dependence dynamics of air pollution : time series analysis using a copula based GARCH type model
Zhanqiong, He
;
Songsak Sriboonchitta
;
Jing, Dai
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 215-226)
.
2013
Persistent link: https://www.econbiz.de/10009711146
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->