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:"Multivariate density"
Narrow search

Narrow search

Year of publication
Subject
All
Statistical distribution 11 Statistische Verteilung 11 Theorie 6 Theory 6 Estimation theory 5 Multivariate density estimation 5 Schätztheorie 5 Forecasting model 4 Monte Carlo simulation 4 Prognoseverfahren 4 Bank risk 3 Bankenkrise 3 Banking crisis 3 Bankrisiko 3 Basel Accord 3 Basler Akkord 3 Business cycle 3 Credit risk 3 Financial crisis 3 Finanzkrise 3 Konjunktur 3 Kreditrisiko 3 Multivariate Analyse 3 Multivariate Verteilung 3 Multivariate analysis 3 Multivariate density 3 Multivariate distribution 3 Nichtparametrisches Verfahren 3 Nonparametric statistics 3 Portfolio selection 3 Portfolio-Management 3 Systemic risk 3 Systemrisiko 3 Time series analysis 3 Zeitreihenanalyse 3 asymptotic properties 3 bandwidth selection 3 nonparametric multivariate density estimation 3 Agriculture 2 Asymmetric kernels 2
more ... less ...
Online availability
All
Undetermined 16 Free 12
Type of publication
All
Article 17 Book / Working Paper 12
Type of publication (narrower categories)
All
Article in journal 6 Aufsatz in Zeitschrift 6 Graue Literatur 5 Non-commercial literature 5 Working Paper 5 Arbeitspapier 3 Thesis 1 research-article 1
more ... less ...
Language
All
English 17 Undetermined 11 Lithuanian 1
Author
All
Bochmann, Paul 3 Hiebert, Paul 3 Schüler, Yves 3 Wu, Ximing 3 Bouezmarni, Taoufik 2 Cooper, Joseph 2 Devroye, Luc 2 Langemeier, Michael 2 Lucas, André 2 Oh, Dong Hwan 2 Opschoor, Anne 2 Patton, Andrew J. 2 Polanski, Arnold 2 Rombouts, Jeroen V.K. 2 Schnitkey, Gary 2 Segoviano, Miguel 2 Stoja, Evarist 2 Zulauf, Carl 2 Aastveit, Knut Are 1 Aksomaitis, Algimantas Jonas 1 Alexander, Carol 1 BOUEZMARNI, Taoufik 1 Barra, Istvan 1 Barra, István 1 Baştürk, Nalan 1 Biau, Gérard 1 Brakel, Jan A. van den 1 Cadre, Benoît 1 Chang, Meng-Shiuh 1 Dijk, Dick van 1 Dučinskas, Kęstutis 1 Gooijer, Jan G. De 1 Györfi, László 1 Han, Yang 1 Janilionis, Vytautas 1 Joe, Harry 1 Kemp, Gordon C. R. 1 Ko, Stanley I.M. 1 Lin, Juan 1 Lugosi, Gábor 1
more ... less ...
Institution
All
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 1 Kaunas University of Technology 1 School of Economics, Finance and Management, University of Bristol 1
Published in...
All
Journal of Multivariate Analysis 3 Agricultural Finance Review 2 Cahiers de recherche 2 International Journal of Forecasting 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Annals of the Institute of Statistical Mathematics 1 Bristol Economics Discussion Papers 1 CORE Discussion Papers 1 Discussion paper / LSE Financial Markets Group 1 Discussion paper / Statistics Netherlands 1 Discussion paper series / University of Essex, Department of Economics 1 Econometric reviews 1 Finance and economics discussion series 1 International journal of forecasting 1 Journal of Applied Statistics 1 Journal of econometrics 1 Journal of international money and finance 1 SRC discussion paper 1 SRC discussion paper : discussion paper series 1 Tinbergen Institute Discussion Paper 1 Working Paper 1
more ... less ...
Source
All
RePEc 14 ECONIS (ZBW) 11 EconStor 2 BASE 1 Other ZBW resources 1
Showing 1 - 10 of 29
Cover Image
Latent fragility: conditioning banks' joint probability of default on the financial cycle
Bochmann, Paul; Hiebert, Paul; Schüler, Yves; … - 2023
Persistent link: https://www.econbiz.de/10014283811
Saved in:
Cover Image
Latent fragility : conditioning banks' joint probability of default on the financial cycle
Bochmann, Paul; Hiebert, Paul; Schüler, Yves; … - 2023
Persistent link: https://www.econbiz.de/10014250464
Saved in:
Cover Image
Road sensor traffic flow density estimation using neural networks
Peerlings, Dewi; Brakel, Jan A. van den; Baştürk, Nalan - 2023
Persistent link: https://www.econbiz.de/10013540345
Saved in:
Cover Image
Latent fragility : conditioning banks' joint probability of default on the financial cycle
Bochmann, Paul; Hiebert, Paul; Schüler, Yves; … - In: Journal of international money and finance 146 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015075903
Saved in:
Cover Image
A hybrid nonparametric multivariate density estimator with applications to risk management
Lin, Juan; Wu, Ximing - In: Econometric reviews 43 (2024) 5, pp. 301-318
Persistent link: https://www.econbiz.de/10014551523
Saved in:
Cover Image
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan; Patton, Andrew J. - 2021 - This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
Saved in:
Cover Image
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne; Lucas, André; Barra, István; Dijk, … - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
Saved in:
Cover Image
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan; Patton, Andrew J. - In: Journal of econometrics 237 (2023) 2,3, pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
Cover Image
Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol; Han, Yang; Meng, Xiaochun - In: International journal of forecasting 39 (2023) 3, pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
Cover Image
Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings
Opschoor, Anne; Lucas, André; Barra, Istvan; van Dijk, Dick - 2019
We develop new multi-factor dynamic copula models with time-varying factor loadings and observation-driven dynamics. The new models are highly flexible, scalable to high dimensions, and ensure positivity of covariance and correlation matrices. A closed-form likelihood expression allows for...
Persistent link: https://www.econbiz.de/10012114766
Saved in:
  • 1
  • 2
  • 3
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...