Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Copula function"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Multivariate distribution
2,655
Multivariate Verteilung
2,654
Theorie
1,395
Theory
1,395
Risikomaß
527
Risk measure
526
Statistical distribution
518
Statistische Verteilung
518
Portfolio selection
493
Portfolio-Management
493
Risikomanagement
428
Risk management
421
Capital income
406
Kapitaleinkommen
406
Zeitreihenanalyse
400
Time series analysis
398
Volatility
352
Volatilität
352
ARCH model
340
ARCH-Modell
340
Estimation
317
Copula
316
Schätzung
316
Estimation theory
305
Schätztheorie
305
Risk
261
Risiko
260
Kreditrisiko
253
Credit risk
250
Börsenkurs
247
Share price
247
Aktienmarkt
226
Stock market
226
Welt
210
World
210
Finanzkrise
205
Financial crisis
203
Correlation
199
Korrelation
199
Multivariate Analyse
195
more ...
less ...
Online availability
All
Undetermined
999
Free
977
CC license
107
Type of publication
All
Article
1,773
Book / Working Paper
920
Type of publication (narrower categories)
All
Article in journal
1,627
Aufsatz in Zeitschrift
1,627
Graue Literatur
418
Non-commercial literature
418
Arbeitspapier
403
Working Paper
403
Aufsatz im Buch
101
Book section
101
Hochschulschrift
71
Thesis
52
Collection of articles of several authors
15
Sammelwerk
15
Conference paper
13
Konferenzbeitrag
13
Collection of articles written by one author
12
Sammlung
12
Article
5
Aufsatzsammlung
5
Konferenzschrift
4
research-article
4
Conference proceedings
3
Mikroform
3
Amtsdruckschrift
2
Government document
2
Lehrbuch
2
Systematic review
2
Textbook
2
Übersichtsarbeit
2
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Festschrift
1
Rezension
1
more ...
less ...
Language
All
English
2,637
German
31
Undetermined
25
Czech
1
French
1
Author
All
Okhrin, Ostap
43
Härdle, Wolfgang
25
Lucas, André
25
Smith, Michael S.
23
Tiwari, Aviral Kumar
22
Weiß, Gregor
21
Reboredo, Juan Carlos
20
Patton, Andrew J.
19
Einmahl, John H. J.
17
Kim, Jong-Min
17
Manner, Hans
17
Ning, Cathy Q.
17
Segers, Johan
17
Czado, Claudia
16
Hammoudeh, Shawkat
15
Hamori, Shigeyuki
15
Koopman, Siem Jan
15
Prokhorov, Artem
15
Zimmer, David M.
15
Chen, Xiaohong
14
Fermanian, Jean-David
14
Ghorbel, Ahmed
14
Songsak Sriboonchitta
14
Anatolyev, Stanislav
13
Fischer, Matthias
13
Romagnoli, Silvia
13
Bouri, Elie
12
Cherubini, Umberto
12
Dijk, Dick van
12
Fantazzini, Dean
12
Oh, Dong Hwan
12
Shi, Peng
12
Amengual, Dante
11
Embrechts, Paul
11
Heinen, Andréas
11
Ji, Qiang
11
Mensi, Walid
11
Nguyen, Duc Khuong
11
Okhrin, Yarema
11
Sentana, Enrique
11
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Bergische Universität Wuppertal
2
Center for Economic Research <Tilburg>
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
World Scientific (Firm)
2
Centre for Economic Performance, LSE
1
Economics, Markets, Institutions, IMT Lucca Institute for Advanced Studies
1
Faculty of Economics, University of Cambridge
1
Friedrich-Schiller-Universität Jena
1
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
1
International Center for Financial Asset Management and Engineering
1
International Monetary Fund
1
Society for the Study of Economic Inequality - ECINEQ
1
Springer International Publishing
1
Thailand Econometric Society
1
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
1
University of California Davis / Department of Economics
1
Universität Bremen
1
Université Paris-Dauphine (Paris IX)
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
1
more ...
less ...
Published in...
All
Insurance
100
Energy economics
59
Risks : open access journal
50
Applied economics
47
Economic modelling
41
European journal of operational research : EJOR
38
International review of financial analysis
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Journal of banking & finance
32
The North American journal of economics and finance : a journal of financial economics studies
32
Finance research letters
30
Journal of econometrics
30
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
24
Discussion paper / Tinbergen Institute
23
The European journal of finance
23
Computational economics
22
Journal of risk
22
International review of economics & finance : IREF
20
Applied economics letters
17
Economics letters
17
Discussion paper / Center for Economic Research, Tilburg University
16
International journal of theoretical and applied finance
16
Journal of empirical finance
16
Research in international business and finance
16
Econometric reviews
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Journal of international financial markets, institutions & money
14
International journal of forecasting
13
Scandinavian actuarial journal
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Quantitative finance
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of international money and finance
11
The journal of futures markets
11
Discussion paper
10
Econometrics : open access journal
10
The journal of credit risk : published quarterly by Incisive Media
10
Astin bulletin : the journal of the International Actuarial Association
9
more ...
less ...
Source
All
ECONIS (ZBW)
2,655
RePEc
28
EconStor
5
Other ZBW resources
5
Showing
811
-
820
of
2,693
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
811
On the treatment effects of a binary choice outcome model
Hasebe, Takuya
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606916
Saved in:
812
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
813
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 616-643
Persistent link: https://www.econbiz.de/10012619252
Saved in:
814
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
815
Adaptive stochastic risk estimation of firm operating profit
Akca, Ahmet
;
Çanakoğlu, Ethem
- In:
Journal of industrial and business economics
48
(
2021
)
3
,
pp. 463-504
Persistent link: https://www.econbiz.de/10012621417
Saved in:
816
mvClaim : an R package for multivariate general insurance claims severity modelling
Hu, Sen
;
Murphy, Thomas Brendan
;
O'Hagan, Adrian
- In:
Annals of actuarial science
15
(
2021
)
2
,
pp. 441-457
Persistent link: https://www.econbiz.de/10012593588
Saved in:
817
Dependence between Islamic banks and conventional banks and risk factors
Chakroun, Mohamed Amin
;
Gallali, Mohamed Imen
- In:
International journal of banking, accounting and …
12
(
2021
)
3
,
pp. 201-239
Persistent link: https://www.econbiz.de/10012594656
Saved in:
818
A multi-year microlevel collective risk model
Oh, Rosy
;
Jeong, Himchan
;
Ahn, Jae Youn
;
Valdez, Emiliano
- In:
Insurance
100
(
2021
),
pp. 309-328
Persistent link: https://www.econbiz.de/10012622396
Saved in:
819
Enhancing mine risk assessment through more accurate reproduction of correlations and interactions between uncertain variables
Ardian, Aldin
;
Kumral, Mustafa
- In:
Mineral economics : raw materials report
34
(
2021
)
3
,
pp. 411-425
Persistent link: https://www.econbiz.de/10012622875
Saved in:
820
Optimal look-back period for adequate and less procyclical credit capital forecasts
Lee, Yong Woong
;
Cho, Yongbok
;
Yang, Kisung
- In:
Applied economics
53
(
2021
)
46
,
pp. 5337-5353
Persistent link: https://www.econbiz.de/10012626877
Saved in:
First
Prev
77
78
79
80
81
82
83
84
85
86
87
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
