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Search: subject:"Multivariate quantile"
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Risikomaß
7
Risk measure
7
multivariate quantile
7
Estimation
6
Multivariate Analyse
6
Multivariate analysis
6
Risiko
6
Risk
6
Schätzung
6
Estimation theory
4
Multivariate quantile
4
Regression analysis
4
Regressionsanalyse
4
Schätztheorie
4
Spillover effect
4
Spillover-Effekt
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
quantile regression
4
ARCH model
3
ARCH-Modell
3
EPU spillovers
3
Portfolio selection
3
Portfolio-Management
3
Quantile regression
3
Risikomanagement
3
Risk management
3
Volatility
3
Volatilität
3
halfspace depth
3
rare event
3
Aktienmarkt
2
Börsenkurs
2
CAPM
2
Extreme value statistics
2
Multivariate quantile model
2
Multivariate quantile regression
2
Public bond
2
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Undetermined
13
Free
10
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Article
13
Book / Working Paper
11
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Article in journal
10
Aufsatz in Zeitschrift
10
Working Paper
6
Arbeitspapier
5
Graue Literatur
2
Non-commercial literature
2
Language
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English
16
Undetermined
8
Author
All
Gong, Yuting
3
Hallin, Marc
3
Paindaveine, Davy
3
Siman, Miroslav
3
Xue, Wenjun
3
Chao, Shih-Kang
2
Einmahl, John
2
Kratz, Marie
2
Singha, Sibsankar
2
Vadlamani, Sreekar
2
Yuan, Ming
2
Šiman, Miroslav
2
Atan, Huzeyfe Zahit
1
Aydemir, Resul
1
Caglayan, Mustafa O.
1
Chi, Xie
1
Einmahl, John H. J.
1
Güloğlu, Bülent
1
He, Y.
1
He, Yi
1
He, Zhongzhi
1
Hlubinka, Daniel
1
Härdle, Wolfgang
1
Härdle, Wolfgang Karl
1
Iacopini, Matteo
1
Laniado, Henry
1
Li, J.
1
Li, Xiao
1
Lillo, Rosa E.
1
Liu, Fang
1
Liu, R.Y.
1
Lu, Zudi
1
Nandini, Das
1
Poon, Aubrey
1
Rossini, Luca
1
Saha, Tanaya
1
Saurav, Dwivedi Prem
1
Sinha, Avik
1
Sun, Edward W.
1
Tiwari, Sunil
1
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
2
Tilburg University, Center for Economic Research
2
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
1
Published in...
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Discussion Paper / Tilburg University, Center for Economic Research
2
Documents de recherche / ESSEC Centre de Recherche
2
Finance research letters
2
Journal of Multivariate Analysis
2
Working Papers ECARES
2
Computational economics
1
Discussion paper / Center for Economic Research, Tilburg University
1
ECARES working paper
1
Economic Quality Control
1
Energy economics
1
Insurance / Mathematics & economics
1
International journal of Islamic and Middle Eastern finance and management
1
Journal of economic dynamics & control
1
SFB 649 Discussion Paper
1
SFB 649 discussion paper
1
The European journal of finance
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of futures markets
1
ULB Institutional Repository
1
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ECONIS (ZBW)
15
RePEc
8
EconStor
1
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1
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10
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24
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date (oldest first)
1
Comparing multivariate distributions : a novel approach using optimal transport-based plots
Singha, Sibsankar
;
Kratz, Marie
;
Vadlamani, Sreekar
-
2024
Persistent link: https://www.econbiz.de/10014545370
Saved in:
2
From geometric quantiles to halfspace depths : A geometric approach for extremal behaviour
Singha, Sibsankar
;
Kratz, Marie
;
Vadlamani, Sreekar
-
2023
Persistent link: https://www.econbiz.de/10014390441
Saved in:
3
Tail risk transmission from the United States to emerging stock Markets : empirical evidence from
multivariate
quantile
analysis
Zhang, Yi
;
Zhou, Long
;
Wu, Baoxiu
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014580778
Saved in:
4
Bank-specific factors, market conditions and the riskiness of Islamic and conventional banks : evidence from recent quantile approaches
Aydemir, Resul
;
Atan, Huzeyfe Zahit
;
Güloğlu, Bülent
- In:
International journal of Islamic and Middle Eastern …
17
(
2024
)
1
,
pp. 16-44
Persistent link: https://www.econbiz.de/10014478178
Saved in:
5
Modeling the behavior of renewable energy market : understanding the moderation of climate risk factors
Sinha, Avik
;
Tiwari, Sunil
;
Saha, Tanaya
- In:
Energy economics
130
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014559263
Saved in:
6
Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility
Caglayan, Mustafa O.
;
Gong, Yuting
;
Xue, Wenjun
- In:
The European journal of finance
30
(
2024
)
11
,
pp. 1212-1238
Persistent link: https://www.econbiz.de/10014636443
Saved in:
7
EPU spillovers and sovereign CDS spreads : a cross-country study
Gong, Yuting
;
He, Zhongzhi
;
Xue, Wenjun
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1770-1806
Persistent link: https://www.econbiz.de/10014433010
Saved in:
8
The impact of EPU spillovers on the bond market volatility : global evidence
Gong, Yuting
;
Li, Xiao
;
Xue, Wenjun
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473341
Saved in:
9
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
10
Factorisable sparse tail event curves
Chao, Shih-Kang
;
Härdle, Wolfgang Karl
;
Yuan, Ming
-
2015
In this paper, we propose a
multivariate
quantile
regression method which enables localized analysis on conditional …
Persistent link: https://www.econbiz.de/10011380701
Saved in:
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