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  • Search: subject:"Copula theory"
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Year of publication
Subject
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Copula theory 11 Multivariate Verteilung 10 Multivariate distribution 10 copula theory 9 Theorie 6 Theory 6 Capital income 4 Financial contagion 4 Kapitaleinkommen 4 Risikomaß 4 Risk measure 4 Börsenkurs 3 Financial crisis 3 Finanzkrise 3 Risikomanagement 3 Risk management 3 Share price 3 Statistical distribution 3 Statistische Verteilung 3 ARCH model 2 ARCH-Modell 2 Aktienmarkt 2 Ausreißer 2 CAPM 2 IFM 2 Outliers 2 Portfolio selection 2 Portfolio-Management 2 Simulation 2 Stock market 2 Stock markets 2 Tunisia 2 Volatility 2 Volatilität 2 bi-dimensional VAR 2 diversification strategy 2 extreme value theory 2 linearity 2 monotonicity 2 risk management 2
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Online availability
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Undetermined 12 Free 7 CC license 1
Type of publication
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Article 17 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10 Aufsatz im Buch 1 Book section 1 Preprint 1 Thesis 1
Language
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English 12 Undetermined 8 Spanish 1
Author
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Horta, Paulo 3 Bouri, Abdelfettah 2 Mabrouk, Houda Ben 2 Mendes, Carlos 2 Vieira, Isabel 2 Abdennadher, Emna 1 Andersson, Göran 1 Andrianov, Dmitry 1 Anthony Hatherley 1 Boldyrev, Kirill 1 Borgonovo, Emanuele 1 Calisto, Edgar Ortiz 1 Dror, David Mark 1 Frahm, Gabriel 1 Ghorbel, Ahmed 1 Gogala, Jaka 1 Guo, Fengrui 1 Hagspiel, Simeon 1 Ivliev, Sergey 1 Jayech, Salma 1 Jayech, Selma 1 Kennedy, Joanne E. 1 Khezri, Somayeh 1 Khodayifar, Salman 1 Martínez Vázquez, David Conaly 1 Mittal, Ishan 1 Mudakkar, Syeda Rabab 1 Pacheco, Christian Bucio 1 Papaemannouil, Antonis 1 Plischke, Elmar 1 Pradhan, Ashis Kumar 1 Sarıkovanlık, Vedat 1 Schmid, Matthias 1 Sobkowiak, Leszek 1 Tiwari, Aviral Kumar 1 Trabelsi, Abdelwahed 1 Uppal, Jamshed Y. 1 Wang, Zhonggen 1 Xia, Jun 1 Zhao, Lingling 1
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Institution
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Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora 2
Published in...
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CEFAGE-UE Working Papers 2 Quantitative finance and economics 2 Applied Energy 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 European journal of operational research : EJOR 1 Financial econometrics and empirical market microstructure 1 International Journal of Accounting and Finance 1 International Journal of Data Analysis Techniques and Strategies 1 International Journal of Managerial and Financial Accounting 1 International journal of accounting and finance 1 International journal of economics and business research : IJEBR 1 Lúmina : revista iberoamericana de contabilidad, administración y economía 1 Macroeconomics and finance in emerging market economies 1 Portuguese Economic Journal 1 Research in international business and finance 1 The journal of computational finance 1 Water Resources Management 1
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Source
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ECONIS (ZBW) 11 RePEc 8 BASE 1 EconStor 1
Showing 21 - 21 of 21
Cover Image
Contagion effects of the subprime crisis in the European NYSE Euronext markets
Horta, Paulo; Mendes, Carlos; Vieira, Isabel - In: Portuguese Economic Journal 9 (2010) 2, pp. 115-140
Persistent link: https://www.econbiz.de/10008455986
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