EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Kopula <Mathematik>"
Narrow search

Narrow search

Year of publication
Subject
All
Multivariate Verteilung 2,572 Multivariate distribution 2,572 Theorie 1,402 Theory 1,367 Risikomaß 518 Risk measure 513 Statistische Verteilung 512 Statistical distribution 504 Portfolio-Management 489 Portfolio selection 482 Risikomanagement 417 Risk management 405 Zeitreihenanalyse 403 Kapitaleinkommen 398 Capital income 396 Time series analysis 387 Volatilität 338 Volatility 333 ARCH-Modell 329 ARCH model 327 Copula 311 Schätzung 308 Estimation 307 Schätztheorie 301 Estimation theory 297 Kreditrisiko 256 Credit risk 247 Börsenkurs 246 Risiko 245 Risk 245 Share price 241 Aktienmarkt 220 Stock market 219 Multivariate Analyse 206 Welt 200 Korrelation 199 Finanzkrise 196 World 195 Correlation 194 Financial crisis 191
more ... less ...
Online availability
All
Free 946 Undetermined 938 CC license 91
Type of publication
All
Article 1,674 Book / Working Paper 988
Type of publication (narrower categories)
All
Article in journal 1,559 Aufsatz in Zeitschrift 1,559 Working Paper 439 Graue Literatur 411 Non-commercial literature 411 Arbeitspapier 395 Aufsatz im Buch 97 Book section 97 Hochschulschrift 74 Thesis 54 Collection of articles of several authors 14 Sammelwerk 14 Collection of articles written by one author 11 Conference paper 11 Konferenzbeitrag 11 Sammlung 11 Dissertation u.a. Prüfungsschriften 8 Aufsatzsammlung 5 Konferenzschrift 4 Conference proceedings 3 Lehrbuch 3 Mikroform 3 Textbook 3 Amtsdruckschrift 2 Government document 2 Systematic review 2 Übersichtsarbeit 2 Bibliografie 1 Bibliografie enthalten 1 Bibliography included 1 Festschrift 1 Rezension 1 Universitätsschrift 1
more ... less ...
Language
All
English 2,621 German 42 French 1
Author
All
Okhrin, Ostap 59 Härdle, Wolfgang 28 Lucas, André 28 Smith, Michael S. 22 Tiwari, Aviral Kumar 22 Weiß, Gregor 21 Patton, Andrew J. 19 Reboredo, Juan Carlos 19 Koopman, Siem Jan 18 Ning, Cathy Q. 18 Einmahl, John H. J. 17 Kim, Jong-Min 17 Manner, Hans 17 Segers, Johan 17 Chen, Xiaohong 16 Czado, Claudia 16 Fermanian, Jean-David 16 Prokhorov, Artem 16 Zimmer, David M. 16 Cherubini, Umberto 15 Hammoudeh, Shawkat 15 Okhrin, Yarema 15 Fischer, Matthias 14 Ghorbel, Ahmed 14 Hamori, Shigeyuki 14 Songsak Sriboonchitta 14 Anatolyev, Stanislav 13 Fantazzini, Dean 13 Creal, Drew 12 Dijk, Dick van 12 Oh, Dong Hwan 12 Romagnoli, Silvia 12 Trivedi, Pravin K. 12 Weigert, Florian 12 Winkelmann, Rainer 12 Bouri, Elie 11 Embrechts, Paul 11 Heinen, Andréas 11 Ji, Qiang 11 Klein, Ingo 11
more ... less ...
Institution
All
Institut für Schweizerisches Bankwesen <Zürich> 8 National Centre of Competence in Research North South <Bern> 6 National Bureau of Economic Research 4 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 3 Universitetet <Stavanger> / School of Business Administration 3 Bergische Universität Wuppertal 2 Center for Economic Research <Tilburg> 2 Center for Operations Research and Econometrics <Louvain-la-Neuve> 1 Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe 1 Fachhochschule des BFI Wien 1 Friedrich-Alexander-Universität <Erlangen-Nürnberg> 1 Friedrich-Schiller-Universität Jena 1 Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung 1 Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung <Erlangen> 1 International Center for Financial Asset Management and Engineering 1 International Monetary Fund 1 Manchester Business School 1 Ruhr-Universität Bochum 1 Springer International Publishing 1 Swiss National Centre of Competence in Research North South <Bern> 1 Thailand Econometric Society 1 Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen 1 University <Nottingham> / Department of Economics 1 University of California Davis / Department of Economics 1 Universität <Regensburg> / Institut für Banken und Finanzierung 1 Universität Bremen 1 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 1 Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau> 1
more ... less ...
Published in...
All
Insurance / Mathematics & economics 100 Energy economics 57 Applied economics 45 Economic modelling 40 Risks : open access journal 40 European journal of operational research : EJOR 38 International review of financial analysis 34 Journal of banking & finance 32 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 32 The North American journal of economics and finance : a journal of financial economics studies 32 Finance research letters 29 Journal of econometrics 29 SFB 649 discussion paper 27 Journal of risk and financial management : JRFM 24 Discussion paper / Tinbergen Institute 23 Journal of risk 22 The European journal of finance 22 SFB 649 Discussion Paper 20 Computational economics 18 International review of economics & finance : IREF 18 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 Applied economics letters 15 Economics letters 15 Econometric reviews 14 Journal of international financial markets, institutions & money 14 International journal of forecasting 13 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 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 Scandinavian actuarial journal 12 Journal of financial econometrics : official journal of the Society for Financial Econometrics 11 Working Paper 11 Discussion paper 10 Quantitative finance 10 The journal of credit risk : published quarterly by Incisive Media 10 The journal of futures markets 10 Astin bulletin : the journal of the International Actuarial Association 9
more ... less ...
Source
All
ECONIS (ZBW) 2,579 EconStor 44 USB Cologne (business full texts) 26 USB Cologne (EcoSocSci) 13
Showing 21 - 30 of 2,662
Cover Image
Drought risk management in agriculture : a copula perspective on crop diversification
Schmitt, Jonas; Offermann, Frank; Ribeiro, Andreia F. S.; … - In: Agricultural economics : the journal of the … 55 (2024) 5, pp. 823-847
Persistent link: https://www.econbiz.de/10015133221
Saved in:
Cover Image
Counterfactual copula
Lai, Tsung-Chih; Su, Jiun-Hua - In: Economics letters 241 (2024), pp. 1-3
Persistent link: https://www.econbiz.de/10015078357
Saved in:
Cover Image
Portfolio optimisation under copula-based scenarios
Rungnapa Opartpunyasarn - 2024
Persistent link: https://www.econbiz.de/10014476514
Saved in:
Cover Image
Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times : an Archimax copula approach
Fakhfekh, Mohamed; Bejaoui, Azza; Bariviera, Aurelio … - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014492041
Saved in:
Cover Image
Dynamic robust portfolio selection under market distress
Jiang, Yifu; Olmo, Jose; Atwi, Majed - In: The North American journal of economics and finance : a … 69 (2024) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10014445636
Saved in:
Cover Image
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans; Rodriguez, Gabriel; Stöckler, Florian - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
Cover Image
A copula-based approach to modelling the failure process of items under two-dimensional warranty and applications
Wu, Shaomin - In: European journal of operational research : EJOR 314 (2024) 3, pp. 854-866
Persistent link: https://www.econbiz.de/10014456920
Saved in:
Cover Image
The stick-breaking and ordering representation of compositional data : copulas and regression models
Faugeras, Olivier - 2024
Persistent link: https://www.econbiz.de/10014463682
Saved in:
Cover Image
Relationships among return and liquidity of cryptocurrencies
Zhang, Mianmian; Zhu, Bing; Li, Ziyuan; Jin, Siyuan; … - In: Financial innovation : FIN 10 (2024), pp. 1-30
The cryptocurrency market is a complex and rapidly evolving fnancial landscape in which understanding the inter- and intra-asset dependencies among key fnancial variables, such as return and liquidity, is crucial. In this study, we analyze daily return and liquidity data for six major...
Persistent link: https://www.econbiz.de/10014529822
Saved in:
Cover Image
Studying the evolution of cumulative deprivation among European countries with a copula-based approach
Scarcilli, Giovanna - 2024
Persistent link: https://www.econbiz.de/10014515806
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...