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~person:"Furman, Edward"
~person:"Kim, Jong-Min"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Multivariate distribution
5
Statistical distribution
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Statistische Verteilung
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Theorie
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Theory
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Ausreißer
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Capital income
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Kapitaleinkommen
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Multivariate Analyse
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Multivariate analysis
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Outliers
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Risikomaß
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Risk measure
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Tail dependence
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Time series analysis
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Zeitreihenanalyse
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(Tail) dependence
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ARCH model
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ARCH-Modell
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Archimedean copulas
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Asymmetric GARCH regression
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Asymmetric conditional volatility
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Börsenkurs
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Causality analysis
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Copula
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Credit risk
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Diagonal
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Factor analysis
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Factor models
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Financial market
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Finanzmarkt
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Gaussian copula
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Granger's causality
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Index of tail dependence
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Furman, Edward
Kim, Jong-Min
Bormann, Carsten
6
Einmahl, John H. J.
6
Schienle, Melanie
6
Tiwari, Aviral Kumar
5
Schaumburg, Julia
4
Albulescu, Claudiu Tiberiu
3
Can, Sami Umut
3
Chabi-Yo, Fousseni
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Huggenberger, Markus
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Laeven, Roger J. A.
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Su, Jianxi
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Wang, Shixuan
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Weigert, Florian
3
Weiß, Gregor
3
Yang, Jingping
3
Zhou, Chunyang
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Zitikis, Ričardas
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Bücher, Axel
2
Chang, Kuang-Liang
2
Chen, Xiaohong
2
De Luca, Giovanni
2
Doman, Małgorzata
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Doman, Ryszard
2
Ghorbel, Ahmed
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Guégan, Dominique
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Hua, Lei
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Jung, Hojin
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Jäschke, Stefan
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Lau, Chi Keung
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Mejdoub, Hanène
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Nasekin, Sergey
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Insurance / Mathematics & economics
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Astin bulletin : the journal of the International Actuarial Association
1
Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
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1
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:
2
Tail
dependence
of the Gaussian copula revisited
Furman, Edward
;
Kuznetsov, Alexey
;
Su, Jianxi
;
Zitikis, …
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 97-103
Persistent link: https://www.econbiz.de/10011530927
Saved in:
3
Multiple risk factor dependence structures : copulas and related properties
Su, Jianxi
;
Furman, Edward
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 109-121
Persistent link: https://www.econbiz.de/10011712411
Saved in:
4
Can asymmetric conditional volatility imply asymmetric
tail
dependence
?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
5
Paths and indices of maximal
tail
dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
Saved in:
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