Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"copula function"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Multivariate distribution
2,572
Multivariate Verteilung
2,571
Theorie
1,363
Theory
1,363
Risikomaß
514
Risk measure
513
Statistical distribution
503
Statistische Verteilung
503
Portfolio selection
481
Portfolio-Management
481
Risikomanagement
411
Risk management
404
Capital income
396
Kapitaleinkommen
396
Zeitreihenanalyse
388
Time series analysis
386
Volatility
333
Volatilität
333
ARCH model
327
ARCH-Modell
327
Estimation
306
Schätzung
305
Copula
304
Estimation theory
297
Schätztheorie
297
Kreditrisiko
249
Credit risk
246
Risk
244
Risiko
243
Börsenkurs
241
Share price
241
Aktienmarkt
219
Stock market
219
Correlation
194
Korrelation
194
Welt
194
World
194
Finanzkrise
193
Multivariate Analyse
193
Financial crisis
191
more ...
less ...
Online availability
All
Undetermined
954
Free
910
CC license
91
Type of publication
All
Article
1,700
Book / Working Paper
909
Type of publication (narrower categories)
All
Article in journal
1,559
Aufsatz in Zeitschrift
1,559
Graue Literatur
410
Non-commercial literature
410
Arbeitspapier
395
Working Paper
395
Aufsatz im Buch
97
Book section
97
Hochschulschrift
70
Thesis
52
Collection of articles of several authors
14
Sammelwerk
14
Collection of articles written by one author
11
Conference paper
11
Konferenzbeitrag
11
Sammlung
11
Aufsatzsammlung
5
Article
4
Konferenzschrift
4
research-article
4
Conference proceedings
3
Mikroform
3
Amtsdruckschrift
2
Government document
2
Lehrbuch
2
Systematic review
2
Textbook
2
Übersichtsarbeit
2
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Festschrift
1
Rezension
1
more ...
less ...
Language
All
English
2,553
German
31
Undetermined
25
Czech
1
French
1
Author
All
Okhrin, Ostap
43
Härdle, Wolfgang
25
Lucas, André
25
Smith, Michael S.
22
Tiwari, Aviral Kumar
22
Weiß, Gregor
21
Patton, Andrew J.
19
Reboredo, Juan Carlos
19
Einmahl, John H. J.
17
Kim, Jong-Min
17
Manner, Hans
17
Segers, Johan
17
Czado, Claudia
16
Ning, Cathy Q.
16
Hammoudeh, Shawkat
15
Hamori, Shigeyuki
15
Koopman, Siem Jan
15
Prokhorov, Artem
15
Zimmer, David M.
15
Chen, Xiaohong
14
Fermanian, Jean-David
14
Ghorbel, Ahmed
14
Songsak Sriboonchitta
14
Anatolyev, Stanislav
13
Fischer, Matthias
13
Romagnoli, Silvia
13
Dijk, Dick van
12
Fantazzini, Dean
12
Oh, Dong Hwan
12
Bouri, Elie
11
Cherubini, Umberto
11
Embrechts, Paul
11
Heinen, Andréas
11
Ji, Qiang
11
Nguyen, Duc Khuong
11
Okhrin, Yarema
11
Shi, Peng
11
Trivedi, Pravin K.
11
Uddin, Mohammed Gazi Salah
11
Weigert, Florian
11
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Bergische Universität Wuppertal
2
Center for Economic Research <Tilburg>
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Centre for Economic Performance, LSE
1
Economics, Markets, Institutions, IMT Lucca Institute for Advanced Studies
1
Faculty of Economics, University of Cambridge
1
Friedrich-Schiller-Universität Jena
1
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
1
International Center for Financial Asset Management and Engineering
1
International Monetary Fund
1
Society for the Study of Economic Inequality - ECINEQ
1
Springer International Publishing
1
Thailand Econometric Society
1
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
1
University of California Davis / Department of Economics
1
Universität Bremen
1
Université Paris-Dauphine (Paris IX)
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
100
Energy economics
57
Applied economics
45
Economic modelling
40
Risks : open access journal
40
European journal of operational research : EJOR
38
International review of financial analysis
34
Journal of banking & finance
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
The North American journal of economics and finance : a journal of financial economics studies
32
Finance research letters
29
Journal of econometrics
29
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
24
Discussion paper / Tinbergen Institute
23
Journal of risk
22
The European journal of finance
22
Computational economics
18
International review of economics & finance : IREF
18
Discussion paper / Center for Economic Research, Tilburg University
16
International journal of theoretical and applied finance
16
Journal of empirical finance
16
Research in international business and finance
16
Applied economics letters
15
Economics letters
15
Econometric reviews
14
Journal of international financial markets, institutions & money
14
International journal of forecasting
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Scandinavian actuarial journal
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Discussion paper
10
Quantitative finance
10
The journal of credit risk : published quarterly by Incisive Media
10
The journal of futures markets
10
Astin bulletin : the journal of the International Actuarial Association
9
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
Econometric theory
9
more ...
less ...
Source
All
ECONIS (ZBW)
2,572
RePEc
28
Other ZBW resources
5
EconStor
4
Showing
2,191
-
2,200
of
2,609
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
2191
Time-varying dependency and structural changes in currency markets
Hsieh, Chia-hsun
;
Huang, Shian-chang
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
)
2
,
pp. 94-127
Persistent link: https://www.econbiz.de/10009622270
Saved in:
2192
Diversification evidence from international equity markets using extreme values and stochastic copulas
Bhatti, Muhammad Ishaq
;
Nguyen, Cuong
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 622-646
Persistent link: https://www.econbiz.de/10009623538
Saved in:
2193
Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
Saved in:
2194
The joint distribution of stock returns is not elliptical
Chicheportiche, Rémy
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009624498
Saved in:
2195
Modelling oil price and exchange rate co-movements
Reboredo, Juan Carlos
- In:
Journal of policy modeling : JPMOD ; a social science …
34
(
2012
)
3
,
pp. 419-440
Persistent link: https://www.econbiz.de/10009624659
Saved in:
2196
Copula contagion index and its efficiency
Cheng, Ke
;
Lu, Fengbin
;
Yang, Xiaoguang
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10009625564
Saved in:
2197
Nonparametric Copula-based test for conditional independence with applications to Granger causality
Bouezmarni, Taoufik
;
Rombouts, Jeroen V. K.
;
Taamouti, …
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 275-287
Persistent link: https://www.econbiz.de/10009657333
Saved in:
2198
Modeling issuer default risk in basket default swaps : the impact of default correlation
Wu, Po-cheng
- In:
The journal of risk model validation
6
(
2012
)
3
,
pp. 67-82
Persistent link: https://www.econbiz.de/10009658573
Saved in:
2199
The role of copulas in the housing crisis
Zimmer, David M.
- In:
The review of economics and statistics
94
(
2012
)
2
,
pp. 607-620
Persistent link: https://www.econbiz.de/10009660686
Saved in:
2200
Realized copula
Fengler, Matthias R.
;
Okhrin, Ostap
-
2012
Persistent link: https://www.econbiz.de/10009719900
Saved in:
First
Prev
215
216
217
218
219
220
221
222
223
224
225
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
