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  • Search: subject:"Dependence Structure"
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Year of publication
Subject
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Multivariate Verteilung 89 Multivariate distribution 89 Dependence structure 67 dependence structure 66 Theorie 52 Theory 52 Capital income 38 Kapitaleinkommen 38 Stock market 35 ARCH model 34 ARCH-Modell 34 Aktienmarkt 32 Risikomaß 25 Risk measure 24 copula 23 Portfolio selection 21 Portfolio-Management 21 Risk management 21 Risiko 20 Risikomanagement 20 Risk 20 Exchange rate 19 Wechselkurs 19 Börsenkurs 16 Copula 16 Share price 16 Volatility 16 Volatilität 16 Welt 16 World 16 Statistical distribution 14 Statistische Verteilung 14 Financial crisis 13 Finanzkrise 13 Oil price 13 Schätzung 13 Correlation 12 Estimation 12 Korrelation 12 Ölpreis 12
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Online availability
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Undetermined 98 Free 48 CC license 6
Type of publication
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Article 143 Book / Working Paper 28
Type of publication (narrower categories)
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Article in journal 111 Aufsatz in Zeitschrift 111 Working Paper 12 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article 5 Conference paper 2 Konferenzbeitrag 2 research-article 2 Thesis 1
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Language
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English 135 Undetermined 35 Italian 1
Author
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Hamori, Shigeyuki 7 Tiwari, Aviral Kumar 5 Bernard, Carole 4 Ghorbel, Ahmed 4 Hernandez, Jose Arreola 4 Hussain, Saiful Izzuan 4 Nguyen, Cuong 4 Puzanova, Natalia 4 Bhatti, Muhammad Ishaq 3 Cai, Xiao Jing 3 He, Yijin 3 Ji, Qiang 3 Jung, Hojin 3 Kumar, Satish 3 Li, Steven 3 Rheinberger, Christoph M. 3 Treich, Nicolas 3 Trück, Stefan 3 Wang, Shixuan 3 Zhao, Yang 3 Ababio, Kofi A. 2 Accioly, Victor Bello 2 Adam, Anokye M. 2 Al Janabi, Mazin A. M. 2 Albulescu, Claudiu Tiberiu 2 Arab, Mounira Ben 2 Bedoui, Rihab 2 Bee, Marco 2 Benlagha, Noureddine 2 Bernardi, Enrico 2 Bhatti, M. Ishaq 2 Chang, Chiu-Lan 2 Fakhfekh, Mohamed 2 Falangi, Federico 2 Garita, Gus 2 Gronwald, Marc 2 Guesmi, Khaled 2 Hambuckers, Julien 2 Hammoudeh, Shawkat 2 Hsueh, Paul L. 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Deutsche Bundesbank 2 CESifo 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Finance Discipline Group, Business School 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Southern Methodist University, Department of Economics 1
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Published in...
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MPRA Paper 6 Applied economics 5 Energy economics 5 Applied economics letters 4 Insurance / Mathematics & economics 4 International review of economics & finance : IREF 4 International review of financial analysis 4 Journal of international financial markets, institutions & money 4 Scandinavian actuarial journal 4 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 3 Finance research letters 3 Insurance: Mathematics and Economics 3 Journal of Risk and Financial Management 3 Journal of commodity markets 3 Journal of risk and financial management : JRFM 3 Research in international business and finance 3 Discussion Paper Series 2 2 Discussion Paper Series 2: Banking and Financial Studies 2 Economic modelling 2 International Journal of Business and Economics 2 International Journal of Financial Studies : open access journal 2 Journal of International Financial Markets, Institutions and Money 2 Statistics & Probability Letters 2 Studies in economics and finance 2 The energy journal 2 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 2 AGDI Working Paper 1 AGDI working paper 1 American journal of finance and accounting 1 Annals of financial economics 1 Applied financial economics 1 Astin bulletin : the journal of the International Actuarial Association 1 Australasian accounting business and finance journal : AABF 1 CESifo Working Paper 1 CESifo Working Paper Series 1 Carlo Alberto notebooks 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computational Statistics & Data Analysis 1 Computational economics 1
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Source
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ECONIS (ZBW) 118 RePEc 40 EconStor 10 Other ZBW resources 2 BASE 1
Showing 41 - 50 of 171
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An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting
Han, Xuyuan; Liu, Zhenya; Wang, Shixuan - In: Journal of commodity markets 25 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013204443
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Vines climbing higher : risk management for commodity futures markets using a regular vine copula approach
Li, Hemei; Liu, Zhenya; Wang, Shixuan - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2438-2457
Persistent link: https://www.econbiz.de/10013184895
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Modeling dependent structure among micro-economics variables through COPAR (1)-model in Pakistan
Khan, Yousaf Ali - In: Journal of quantitative economics 20 (2022) 1, pp. 257-279
Persistent link: https://www.econbiz.de/10013167499
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Dynamic asymmetric dependence and portfolio management in cryptocurrency markets
Li, Danyang; Shi, Yukun; Xu, Liao; Xu, Yahua; Zhao, Yang - In: Finance research letters 48 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013462904
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Modeling the dependence structure of share prices among three Chinese city banks
Liu, Guizhou; Cai, Xiao Jing; Hamori, Shigeyuki - In: Journal of Risk and Financial Management 11 (2018) 4, pp. 1-18
We study the dependence structure of share price returns among the Beijing Bank, Ningbo Bank, and Nanjing Bank using … the underlying dependence structure in two periods: one covering the global financial crisis and the other covering the …
Persistent link: https://www.econbiz.de/10012611072
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GJR-Copula-CVaR model for portfolio optimization : evidence for emerging stock markets
Nikusokhan, Moien - In: Iranian economic review : journal of University of Tehran 22 (2018) 4, pp. 990-1015
Persistent link: https://www.econbiz.de/10012152394
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Modeling the dependence structure of share prices among three Chinese city banks
Liu, Guizhou; Cai, Xiao Jing; Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-18
We study the dependence structure of share price returns among the Beijing Bank, Ningbo Bank, and Nanjing Bank using … the underlying dependence structure in two periods: one covering the global financial crisis and the other covering the …
Persistent link: https://www.econbiz.de/10011961448
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Portfolio management and dependence structure between cryptocurrencies and traditional assets : evidence from FIEGARCH-EVT-Copula
Jeribi, Ahmed; Fakhfekh, Mohamed - In: The journal of asset management : a major new, … 22 (2021) 3, pp. 224-239
Persistent link: https://www.econbiz.de/10012581598
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The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments
Kim, Minjoo; Yang, Junhong; Song, Pengcheng; Zhao, Yang - In: Quantitative finance 21 (2021) 5, pp. 815-835
Persistent link: https://www.econbiz.de/10012500192
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The structure and degree of dependence in government bond markets
Dimic, Nebojsa; Piljak, Vanja; Swinkels, Laurens; … - In: Journal of international financial markets, … 74 (2021), pp. 1-36
Persistent link: https://www.econbiz.de/10012803170
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