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  • Search: subject:"Multivariate quantile"
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Year of publication
Subject
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Estimation 9 Schätzung 9 Multivariate Analyse 7 Multivariate analysis 7 Risiko 7 Risikomaß 7 Risk 7 Risk measure 7 multivariate quantile 7 Spillover effect 6 Spillover-Effekt 6 Theorie 6 Theory 6 EPU spillovers 5 Regression analysis 5 Regressionsanalyse 5 Volatility 5 Volatilität 5 ARCH model 4 ARCH-Modell 4 Estimation theory 4 Multivariate quantile 4 Schätztheorie 4 Statistical distribution 4 Statistische Verteilung 4 quantile regression 4 Börsenkurs 3 CAPM 3 Multivariate quantile model 3 Portfolio selection 3 Portfolio-Management 3 Public bond 3 Quantile regression 3 Risikomanagement 3 Risk management 3 Share price 3 Welt 3 World 3 halfspace depth 3 multivariate quantile model 3
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Online availability
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Undetermined 16 Free 11 CC license 1
Type of publication
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Article 17 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 14 Aufsatz in Zeitschrift 14 Working Paper 6 Arbeitspapier 5 Graue Literatur 2 Non-commercial literature 2
Language
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English 20 Undetermined 8
Author
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Gong, Yuting 5 Xue, Wenjun 5 Hallin, Marc 3 Paindaveine, Davy 3 Siman, Miroslav 3 Chao, Shih-Kang 2 Einmahl, John 2 He, Zhongzhi 2 Kratz, Marie 2 Li, Xiao 2 Singha, Sibsankar 2 Vadlamani, Sreekar 2 Yuan, Ming 2 Šiman, Miroslav 2 Adebayo, Tomiwa 1 Amewu, Godfred 1 Anarfo, Ebenezer Bugri 1 Armah, Mohammed 1 Atan, Huzeyfe Zahit 1 Aydemir, Resul 1 Caglayan, Mustafa O. 1 Chi, Xie 1 Einmahl, John H. J. 1 Gyamfi, Emmanuel Numapau 1 Güloğlu, Bülent 1 He, Y. 1 He, Yi 1 Hlubinka, Daniel 1 Härdle, Wolfgang 1 Härdle, Wolfgang Karl 1 Iacopini, Matteo 1 Koy, Ayben 1 Laniado, Henry 1 Li, J. 1 Lillo, Rosa E. 1 Liu, Fang 1 Liu, R.Y. 1 Lu, Zudi 1 Nandini, Das 1 Ozkan, Oktay 1
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Institution
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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 2 Finance research letters 2 Journal of Multivariate Analysis 2 Working Papers ECARES 2 Applied economics letters 1 Computational economics 1 Discussion paper / Center for Economic Research, Tilburg University 1 ECARES working paper 1 Economic Quality Control 1 Energy economics 1 Energy strategy reviews 1 Insurance 1 International journal of Islamic and Middle Eastern finance and management 1 International review of financial analysis 1 Journal of economic dynamics & control 1 SFB 649 Discussion Paper 1 SFB 649 discussion paper 1 Structural change and economic dynamics 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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Source
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ECONIS (ZBW) 19 RePEc 8 EconStor 1
Showing 1 - 10 of 28
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Does financial market stress matter in renewable energy investment? : Empirical evidence from BRICS economies
Armah, Mohammed; Anarfo, Ebenezer Bugri; Gyamfi, … - In: Energy strategy reviews 60 (2025), pp. 1-28
financial stress in promoting renewable energy investment. To this end, we employ bivariate and multivariate quantile …
Persistent link: https://www.econbiz.de/10015464174
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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
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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
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The effect of EPU spillovers on the bond returns : a cross-country analysis
Gong, Yuting; Li, Xiao; Xue, Wenjun - In: Applied economics letters 32 (2025) 7, pp. 922-929
Persistent link: https://www.econbiz.de/10015444579
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EPU spillovers and exchange rate volatility
Gong, Yuting; He, Zhongzhi; Xue, Wenjun - In: International review of financial analysis 97 (2025), pp. 1-25
Persistent link: https://www.econbiz.de/10015596857
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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
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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
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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
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Energy-related uncertainty shocks and inflation dynamics in the U.S : a multivariate quantile-on-quantile regression approach
Usman, Ojonugwa; Ozkan, Oktay; Koy, Ayben; Adebayo, Tomiwa - In: Structural change and economic dynamics 71 (2024), pp. 235-247
Persistent link: https://www.econbiz.de/10015427342
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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
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