//--> //--> //-->
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
~person:"Lucas, André"
~subject:"multivariate Student's t distribution"
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:"dependence"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
multivariate Student's t distribution
Correlation
18
Korrelation
17
Theorie
15
Theory
14
Zeitreihenanalyse
14
Statistische Verteilung
13
Time series analysis
13
Statistical distribution
12
Volatility
11
Volatilität
11
Capital income
10
Kapitaleinkommen
10
ARCH model
7
ARCH-Modell
7
Estimation
7
Schätzung
7
dynamic dependence
7
Multivariate Verteilung
6
Multivariate distribution
6
Student's t copula
6
Multivariate Analyse
5
Multivariate analysis
5
Stochastic process
5
Stochastischer Prozess
5
fractional integration
5
multivariate volatility
5
Catastrophic insurance losses
4
Copula and dependence
4
Diversification
4
Multivariate volatility
4
copula
4
Analysis of variance
3
Autocorrelation
3
Autokorrelation
3
EU countries
3
EU-Staaten
3
European debt crisis
3
Financial crisis
3
Financial market
3
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Working Paper
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
2
Undetermined
2
Author
All
Lucas, André
Creal, Drew
4
Koopman, Siem Jan
4
Institution
All
Tinbergen Institute
1
Tinbergen Instituut
1
Published in...
All
Tinbergen Institute Discussion Papers
2
Discussion paper / Tinbergen Institute
1
Tinbergen Institute Discussion Paper
1
Source
All
RePEc
2
ECONIS (ZBW)
1
EconStor
1
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
representation as a time-varying heavy-tailed copula which is particularly useful if the interest focuses on
dependence
structures …
Persistent link: https://www.econbiz.de/10011380135
Saved in:
2
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
Tinbergen Instituut
-
2010
particularly useful if the interest focuses on
dependence
structures. We provide an empirical illustration for a panel of daily …
Persistent link: https://www.econbiz.de/10011257658
Saved in:
3
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
Tinbergen Institute
-
2010
dependence
structures. We provide an empirical illustration for a panel of daily global equity returns. …
Persistent link: https://www.econbiz.de/10008838568
Saved in:
4
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
representation as a time-varying heavy-tailed copula which is particularly useful if the interest focuses on
dependence
structures …
Persistent link: https://www.econbiz.de/10010325845
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->