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:"multivariate Distribution"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Multivariate distribution
2,583
Multivariate Verteilung
2,571
Theorie
1,378
Theory
1,373
Risikomaß
514
Risk measure
513
Statistische Verteilung
510
Statistical distribution
508
Portfolio-Management
483
Portfolio selection
482
Risikomanagement
414
Risk management
406
Capital income
396
Kapitaleinkommen
396
Zeitreihenanalyse
394
Time series analysis
388
Volatility
334
Volatilität
334
ARCH model
328
ARCH-Modell
328
Copula
314
Estimation
308
Schätzung
308
Schätztheorie
298
Estimation theory
297
Credit risk
251
Kreditrisiko
250
Risk
244
Risiko
243
Börsenkurs
241
Share price
241
Aktienmarkt
220
Stock market
219
Multivariate Analyse
204
Multivariate analysis
196
Welt
196
World
195
Correlation
194
Korrelation
194
Finanzkrise
193
more ...
less ...
Online availability
All
Undetermined
965
Free
927
CC license
91
Type of publication
All
Article
1,700
Book / Working Paper
951
Other
1
Type of publication (narrower categories)
All
Article in journal
1,563
Aufsatz in Zeitschrift
1,563
Graue Literatur
412
Non-commercial literature
412
Working Paper
404
Arbeitspapier
397
Aufsatz im Buch
97
Book section
97
Hochschulschrift
74
Thesis
54
Collection of articles of several authors
14
Sammelwerk
14
Conference paper
12
Konferenzbeitrag
12
Collection of articles written by one author
11
Sammlung
11
Dissertation u.a. Prüfungsschriften
7
Aufsatzsammlung
5
Konferenzschrift
4
Conference proceedings
3
Lehrbuch
3
Mikroform
3
Textbook
3
Amtsdruckschrift
2
Government document
2
Systematic review
2
Übersichtsarbeit
2
Article
1
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Festschrift
1
Rezension
1
Universitätsschrift
1
editorial
1
research-article
1
research-paper
1
more ...
less ...
Language
All
English
2,583
German
38
Undetermined
31
French
2
Author
All
Okhrin, Ostap
58
Härdle, Wolfgang
27
Lucas, André
25
Smith, Michael S.
22
Tiwari, Aviral Kumar
22
Weiß, Gregor
21
Patton, Andrew J.
19
Reboredo, Juan Carlos
19
Okhrin, Yarema
18
Prokhorov, Artem
18
Einmahl, John H. J.
17
Kim, Jong-Min
17
Manner, Hans
17
Segers, Johan
17
Czado, Claudia
16
Ning, Cathy Q.
16
Anatolyev, Stanislav
15
Cherubini, Umberto
15
Hammoudeh, Shawkat
15
Koopman, Siem Jan
15
Zimmer, David M.
15
Chen, Xiaohong
14
Fermanian, Jean-David
14
Ghorbel, Ahmed
14
Hamori, Shigeyuki
14
Songsak Sriboonchitta
14
Fantazzini, Dean
13
Fischer, Matthias
13
Dijk, Dick van
12
Oh, Dong Hwan
12
Romagnoli, Silvia
12
Bouri, Elie
11
Embrechts, Paul
11
Heinen, Andréas
11
Ji, Qiang
11
Nguyen, Duc Khuong
11
Shi, Peng
11
Trivedi, Pravin K.
11
Uddin, Mohammed Gazi Salah
11
Weigert, Florian
11
more ...
less ...
Institution
All
International Monetary Fund (IMF)
8
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
5
National Bureau of Economic Research
4
International Monetary Fund
3
Bergische Universität Wuppertal
2
Berkeley Electronic Press
2
Center for Economic Research <Tilburg>
2
Statistisk Sentralbyrå, Government of Norway
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Bank of Japan
1
Center for Economic and Financial Research (CEFIR), New Economic School (NES)
1
EconWPA
1
Friedrich-Schiller-Universität Jena
1
Institute for Monetary and Economic Studies, Bank of Japan
1
International Actuarial Association / Actuarial Studies in Non-Life Insurance
1
International Center for Financial Asset Management and Engineering
1
Ruhr-Universität Bochum
1
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
101
Energy economics
58
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
Astin bulletin : the journal of the International Actuarial Association
10
Discussion paper
10
Quantitative finance
10
The journal of credit risk : published quarterly by Incisive Media
10
The journal of futures markets
10
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
Econometric theory
9
more ...
less ...
Source
All
ECONIS (ZBW)
2,585
RePEc
42
USB Cologne (EcoSocSci)
10
EconStor
8
Other ZBW resources
4
USB Cologne (business full texts)
2
BASE
1
more ...
less ...
Showing
231
-
240
of
2,652
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
231
On joint marginal expected shortfall and associated contribution risk measures
Pu, Tong
;
Zhang, Yifei
;
Zhang, Yiying
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 889-908
Persistent link: https://www.econbiz.de/10015050804
Saved in:
232
Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations
Imai, Hiroyuki
;
Kim, Jong-Min
- In:
Applied economics
56
(
2024
)
47
,
pp. 5634-5649
Persistent link: https://www.econbiz.de/10015051126
Saved in:
233
Tie-break bootstrap for nonparametric rank statistics
Seo, Juwon
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 615-627
Persistent link: https://www.econbiz.de/10015053432
Saved in:
234
Consistent estimation of multiple breakpoints in dependence measures
Borsch, Marvin
;
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 695-706
Persistent link: https://www.econbiz.de/10015053446
Saved in:
235
Investor sentiments and extreme risk spillovers from oil to stock markets : evidence from Asian countries
Wu, Fei
;
Ji, Qiang
;
Ma, Yan-Ran
;
Zhang, Dayong
- In:
Journal of the Asia Pacific economy
29
(
2024
)
3
,
pp. 1257-1283
Persistent link: https://www.econbiz.de/10015053452
Saved in:
236
Dependence structure among carbon markets around the world : new evidence from GARCH-Copula Analysis
Ansaram, Karishma
;
Mazza, Paolo
- In:
The energy journal
45
(
2024
)
2
,
pp. 237-260
Persistent link: https://www.econbiz.de/10014582993
Saved in:
237
Spatial copula-based modeling of claim frequency and claim size in third-party car insurance : a Poisson-mixed approach for predictive analysis
Tadayon, Vahid
;
Ghanbarzadeh, Mitra
- In:
Insurance : mathematics and economics
119
(
2024
),
pp. 119-129
Persistent link: https://www.econbiz.de/10015067215
Saved in:
238
Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction
Shi, Peng
;
Zhao, Zifeng
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015075032
Saved in:
239
Conditions for extrapolating differences in consumption to differences in welfare
Zhao, Wei
;
Kaplan, David M.
- In:
Economic inquiry
62
(
2024
)
3
,
pp. 1090-1104
Persistent link: https://www.econbiz.de/10015123740
Saved in:
240
Liquidity-adjusted value-at-risk using extreme value theory and copula approach
Kamal, Harish
;
Paul, Samit
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10015108432
Saved in:
First
Prev
19
20
21
22
23
24
25
26
27
28
29
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
