//--> //--> //-->
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:"Patton, Andrew J."
~type_genre:"Lehrbuch"
~type_genre:"Working Paper"
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:"Copulafunktion"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
4
Multivariate distribution
4
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
Börsenkurs
1
Correlation
1
Credit derivative
1
Credit risk
1
Estimation
1
Estimation theory
1
Financial market
1
Financial services
1
Finanzdienstleistung
1
Finanzmarkt
1
Forecasting model
1
Korrelation
1
Kreditderivat
1
Kreditrisiko
1
Prognoseverfahren
1
Risikomaß
1
Risikoprämie
1
Risk measure
1
Risk premium
1
Schätztheorie
1
Schätzung
1
Share price
1
Systemic risk
1
Systemrisiko
1
Volatility
1
Volatilität
1
correlation
1
multivariate density forecast
1
tail risk
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Lehrbuch
Working Paper
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Language
All
English
4
Author
All
Patton, Andrew J.
Okhrin, Ostap
20
Lucas, André
13
Härdle, Wolfgang
10
Fischer, Matthias
9
Koopman, Siem Jan
9
Chen, Xiaohong
8
Einmahl, John H. J.
8
Fermanian, Jean-David
8
Ning, Cathy Q.
8
Amengual, Dante
7
Klein, Ingo
7
McAleer, Michael
7
Segers, Johan
7
Sentana, Enrique
7
Allen, David E.
6
Bouezmarni, Taoufik
6
De Schepper, Ann
6
Dijk, Dick van
6
Manner, Hans
6
Taamouti, Abderrahim
6
Weigert, Florian
6
Anatolyev, Stanislav
5
Creal, Drew
5
Diks, Cees G. H.
5
Hautsch, Nikolaus
5
Jin, Xisong
5
Mangold, Benedikt
5
Ristig, Alexander
5
Winkelmann, Rainer
5
Azam, Kazim
4
Bormann, Carsten
4
Cai, Zongwu
4
Charpentier, Arthur
4
Hallin, Marc
4
Heinen, Andréas
4
Liu, Guannan
4
Michiels, Frederik
4
Okhrin, Yarema
4
Panchenko, Valentyn
4
more ...
less ...
Published in...
All
ERID working paper
2
Finance and economics discussion series
2
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
Saved in:
2
Modelling dependence in high dimensions with factor copulas
Oh, Dong Hwan
;
Patton, Andrew J.
-
2015
Persistent link: https://www.econbiz.de/10011409384
Saved in:
3
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10010231950
Saved in:
4
Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
Oh, Dong Hwan
;
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10010403811
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->