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Search: subject:"Multivariate"
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Multivariate distribution
32
Multivariate Verteilung
31
Theorie
23
Theory
23
Portfolio selection
19
Portfolio-Management
19
Multivariate GARCH
18
Risikomaß
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Option pricing theory
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multivariate GARCH
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Masih, Mansur
4
Panaretos, John
4
Weiß, Gregor
4
Bersimis, Sotiris
3
Francq, Christian
3
Grydaki, Maria
3
Mohammad, Irfan
3
Psarakis, Stelios
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ABALO, Kodzovi
2
Bartram, Söhnke M.
2
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Feng, Yuanhua
2
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2
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2
Maravelakis, Petros
2
Marçal, Emerson F.
2
Perote, Javier
2
Puccetti, Giovanni
2
Saleem, Kashif
2
Stentoft, Lars
2
Vaihekoski, Mika
2
Valls Pereira, Pedro L.
2
Vorobyev, Oleg Yu.
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Wang, Yaw-Huei
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Zakoian, Jean-Michel
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de Silva, Ashton
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Abdulai, Awudu
1
Acuña, Andrés
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Adams, Zeno
1
Adamski, K.
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Aguilera, A.
1
Ahmad, Mahyudin
1
Akici, Fatih
1
Akpan, Emmanuel S.
1
Al-Hussaini, Essam
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
93
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Statistical Papers / Springer
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Journal of banking & finance
Insurance / Mathematics & economics
157
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125
European journal of operational research : EJOR
112
Journal of Multivariate Analysis
110
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93
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The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
49
SFB 649 discussion paper
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49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Journal of risk and financial management : JRFM
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IZA Discussion Papers
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Computational Statistics & Data Analysis
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Journal of the American Statistical Association : JASA
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Statistics & Probability Letters
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International journal of economics and financial issues : IJEFI
37
Research in international business and finance
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Europäische Hochschulschriften / 5
35
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35
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34
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34
Journal of empirical finance
34
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RePEc
114
ECONIS (ZBW)
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41
Testing Finance-Led, Export-Led and Import-Led Growth Hypotheses on Four Sub-Saharan African Economies
Evans, Olaniyi
-
Volkswirtschaftliche Fakultät, …
-
2013
four of the largest Sub-Saharan African economies namely South Africa, Nigeria, Ghana and Kenya. Within a
multivariate
…
Persistent link: https://www.econbiz.de/10011108930
Saved in:
42
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
Caporin, Massimiliano
;
Jimenez-Martin, Juan-Angel
; …
-
Volkswirtschaftliche Fakultät, …
-
2013
is hedged. Hedging strategies of currency risk, using exchange rates futures and driven by several
multivariate
GARCH …
Persistent link: https://www.econbiz.de/10011111346
Saved in:
43
Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market
El GHINI, Ahmed
;
SAIDI, Youssef
-
Volkswirtschaftliche Fakultät, …
-
2013
flexible
multivariate
dynamic conditional correlation (DCC). We investigate empirical studies using the DCC-GARCH model to test …
Persistent link: https://www.econbiz.de/10011114049
Saved in:
44
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
45
Is gold a safe haven or a hedge for the US dollar? : implications for risk management
Reboredo, Juan Carlos
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2665-2676
Persistent link: https://www.econbiz.de/10009776518
Saved in:
46
Canonical vine copulas in the context of modern portfolio management : are they worth it?
Low, Rand Kwong Yew
;
Alcock, Jamie
;
Faff, Robert W.
; …
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3085-3099
Persistent link: https://www.econbiz.de/10009777123
Saved in:
47
Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
Weiß, Gregor
;
Supper, Hendrik
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3334-3350
Persistent link: https://www.econbiz.de/10010126429
Saved in:
48
Estimating non-linear serial and cross-interdependence between financial assets
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 837-846
Persistent link: https://www.econbiz.de/10009708737
Saved in:
49
The structure and degree of dependence : a quantile regression approach
Baur, Dirk G.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 786-798
Persistent link: https://www.econbiz.de/10009708741
Saved in:
50
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure
;
Lopez, Claude
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5346-5356
Persistent link: https://www.econbiz.de/10010343717
Saved in:
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