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~person:"Ghorbel, Ahmed"
~person:"Weiß, Gregor"
~subject:"Multivariate distribution"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Copulafunktion"
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Multivariate distribution
Nichtparametrisches Verfahren
Multivariate Verteilung
25
Risikomaß
11
Risk measure
11
ARCH model
9
ARCH-Modell
9
Risikomanagement
9
Risk management
9
Portfolio selection
8
Portfolio-Management
8
Theorie
7
Theory
7
Hedging
6
Ausreißer
5
Börsenkurs
5
Copulas
5
Outliers
5
Share price
5
Estimation
4
Oil price
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
Time series analysis
4
Welt
4
World
4
Zeitreihenanalyse
4
Ölpreis
4
Commodity derivative
3
Copula
3
Financial crisis
3
Finanzkrise
3
Forecasting model
3
Prognoseverfahren
3
Rohstoffderivat
3
Tail dependence
3
Volatility
3
Volatilität
3
Aktienmarkt
2
Cointegration
2
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24
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23
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3
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Ghorbel, Ahmed
Weiß, Gregor
Okhrin, Ostap
38
Smith, Michael S.
21
Tiwari, Aviral Kumar
21
Reboredo, Juan Carlos
19
Härdle, Wolfgang
18
Einmahl, John H. J.
17
Manner, Hans
17
Patton, Andrew J.
17
Segers, Johan
17
Songsak Sriboonchitta
16
Hammoudeh, Shawkat
15
Kim, Jong-Min
15
Lucas, André
15
Zimmer, David M.
15
Czado, Claudia
13
Fischer, Matthias
13
Hamori, Shigeyuki
13
Koopman, Siem Jan
13
Prokhorov, Artem
13
Anatolyev, Stanislav
12
Chen, Xiaohong
12
Nguyen, Duc Khuong
12
Fantazzini, Dean
11
Heinen, Andréas
11
Ning, Cathy Q.
11
Okhrin, Yarema
11
Romagnoli, Silvia
11
Trivedi, Pravin K.
11
Weigert, Florian
11
Allen, David E.
10
Bouri, Elie
10
Cherubini, Umberto
10
Embrechts, Paul
10
Oh, Dong Hwan
10
Shi, Peng
10
Uddin, Mohammed Gazi Salah
10
Wied, Dominik
10
Zhao, Yang
10
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American journal of finance and accounting
4
Journal of banking & finance
3
Journal of risk
3
European journal of operational research : EJOR
2
International journal of managerial and financial accounting
2
Economic and political studies : EPS
1
Economic modelling
1
Insurance / Mathematics & economics
1
International Journal of Financial Markets and Derivatives : IJFMD
1
Journal of banking and finance
1
Kredit und Kapital
1
Review of quantitative finance and accounting
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
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ECONIS (ZBW)
25
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1
Marginals versus copulas : Which account for more model risk in multivariate risk forecasting?
Fritzsch, Simon
;
Timphus, Maike
;
Weiß, Gregor
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451960
Saved in:
2
A comparison of tail dependence estimators
Supper, Hendrik
;
Irresberger, Felix
;
Weiß, Gregor
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
Saved in:
3
Measuring portfolio risk of non-energy commodity using time-varying vine copula
Attafi, Zeineb
;
Ghorbel, Ahmed
;
Boujelbene, Younes
- In:
International Journal of Financial Markets and …
7
(
2019
)
2
,
pp. 163-190
Persistent link: https://www.econbiz.de/10012253560
Saved in:
4
Conditional dependence between oil price and stock prices of renewable energy : a vine copula approach
Mejdoub, Hanène
;
Ghorbel, Ahmed
- In:
Economic and political studies : EPS
6
(
2018
)
1/2
,
pp. 176-193
Persistent link: https://www.econbiz.de/10012006097
Saved in:
5
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
6
Copula model dependency between oil prices and stock markets : evidence from Tunisia and Egypt
Hamma, Wajdi
;
Ghorbel, Ahmed
;
Jarboui, Anis
- In:
American journal of finance and accounting
5
(
2018
)
2
,
pp. 111-150
Persistent link: https://www.econbiz.de/10011966793
Saved in:
7
The dynamic relationship between oil prices and returns on renewable energy companies
Mejdoub, Hanène
;
Ghorbel, Ahmed
- In:
American journal of finance and accounting
5
(
2018
)
2
,
pp. 173-192
Persistent link: https://www.econbiz.de/10011966804
Saved in:
8
Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni
;
Ghorbel, Ahmed
;
Khoufi, Walid
- In:
American journal of finance and accounting
5
(
2018
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
Saved in:
9
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes : implication for portfolio management and hedging effectiveness
Fakhfekh, Mohamed
;
Ghorbel, Ahmed
;
Selmi, Nadhem
; …
- In:
The journal of asset management
18
(
2017
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10011592759
Saved in:
10
An order of asymmetry in copulas, and implications for risk management
Siburg, Karl Friedrich
;
Stehling, Katharina
;
Stoimenov, …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 241-247
Persistent link: https://www.econbiz.de/10011493850
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