//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES Research Papers"
~isPartOf:"Journal of risk"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Tail dependence"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
4
Multivariate distribution
4
Statistical distribution
4
Statistische Verteilung
4
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Risikomaß
2
Risk management
2
Risk measure
2
Simulation
2
Theorie
2
Theory
2
tail dependence
2
Bank
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Business network
1
Copulas
1
Credit risk
1
Estimation theory
1
Financial crisis
1
Financial sector
1
Financial services
1
Finanzdienstleistung
1
Finanzkrise
1
Finanzsektor
1
Kreditrisiko
1
Measurement
1
Messung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Original research
1
Probability theory
1
Risiko
1
Risk
1
Schätztheorie
1
Statistical test
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
5
Language
All
English
5
Author
All
Belhad, Ahmed
1
Boeve, Rolf
1
Cao, Jie
1
Chang, Meng-Shiuh
1
Hesse, Frederik
1
Lauria, Davide
1
Maciag, Jakob
1
Pfingsten, Andreas
1
Trindade, A. Alexandre
1
Weiß, Gregor
1
Wen, Fenghua
1
Weng, Kaiyan
1
Xu, Jing
1
Yuan, Jing
1
more ...
less ...
Published in...
All
CREATES Research Papers
Journal of risk
Insurance / Mathematics & economics
11
Journal of banking & finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
International review of financial analysis
9
Risks : open access journal
8
Applied economics
7
Finance research letters
7
Economic modelling
6
Energy economics
6
International journal of finance & economics : IJFE
4
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of commodity markets
3
Journal of financial econometrics
3
Journal of international financial markets, institutions & money
3
Pacific-Basin finance journal
3
Research in international business and finance
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Astin bulletin : the journal of the International Actuarial Association
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European journal of operational research : EJOR
2
Finance a úvěr
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial stability
2
Journal of risk management in financial institutions
2
Risk management : a journal of risk, crisis and disaster
2
The European journal of finance
2
The journal of energy markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
American journal of finance and accounting
1
Applied economics letters
1
Central European journal of economic modelling and econometrics
1
China agricultural economic review : CAER
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
2
Time-varying
tail
dependence
networks of financial institutions
Wen, Fenghua
;
Weng, Kaiyan
;
Cao, Jie
- In:
Journal of risk
23
(
2021
)
6
,
pp. 67-94
Persistent link: https://www.econbiz.de/10013473144
Saved in:
3
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
4
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
5
Identifying mixture copula components using outlier detection methods and goodness-of-fit tests
Weiß, Gregor
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 61-101
Persistent link: https://www.econbiz.de/10013262930
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->