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Search: subject:"multivariate Distribution"
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Multivariate distribution
2,583
Multivariate Verteilung
2,571
Theorie
1,378
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1,373
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514
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513
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510
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508
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483
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482
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414
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406
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396
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396
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394
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388
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334
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334
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328
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328
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314
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308
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308
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298
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297
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251
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250
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244
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243
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241
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241
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220
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219
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204
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196
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196
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195
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194
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194
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193
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2,583
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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
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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
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Center for Economic Research <Tilburg>
2
Statistisk Sentralbyrå, Government of Norway
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
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1
Center for Economic and Financial Research (CEFIR), New Economic School (NES)
1
EconWPA
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Friedrich-Schiller-Universität Jena
1
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1
International Actuarial Association / Actuarial Studies in Non-Life Insurance
1
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Ruhr-Universität Bochum
1
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1
Springer International Publishing
1
Thailand Econometric Society
1
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1
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1
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1
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1
Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
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Insurance / Mathematics & economics
101
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58
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45
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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
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ECONIS (ZBW)
2,585
RePEc
42
USB Cologne (EcoSocSci)
10
EconStor
8
Other ZBW resources
4
USB Cologne (business full texts)
2
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2471
Value at risk for high-dimensional portfolios : a dynamic grouped t-copula approach
Fantazzini, Dean
- In:
The VaR implementation handbook
,
(pp. 253-282)
.
2009
Persistent link: https://www.econbiz.de/10003827068
Saved in:
2472
Global sensitivity analysis for latent factor credit risk models
Baur, Dirk
;
Cariboni, Jessica
;
Campolongo, Francesca
- In:
International journal of risk assessment and management …
11
(
2009
)
3/4
,
pp. 281-298
Persistent link: https://www.econbiz.de/10003830677
Saved in:
2473
Risk-neutral versus objective loss distribution and CDO tranche valuation
Torresetti, Roberto
;
Brigo, Damiano
;
Pallavicini, Andrea
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
2
,
pp. 175-192
Persistent link: https://www.econbiz.de/10003831749
Saved in:
2474
Ein Kreditrisikomodell für mittelständische Unternehmen bei stochastisch variierender Umwelt
Bondzio, Dirk
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003872173
Saved in:
2475
The century of education
Morrisson, Christian
;
Murtin, Fabrice
- In:
Journal of human capital : JHC
3
(
2009
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10003873512
Saved in:
2476
Extreme events and the copula pricing of commercial mortgage-backed securities
Liu, Zhan Yong
;
Fan, Gang-zhi
;
Lim, Kian-Guan
- In:
The journal of real estate finance and economics
38
(
2009
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10003848944
Saved in:
2477
A tractable multivariate default model based on a stochastic time-change
Mai, Jan-Frederik
;
Scherer, Matthias
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 227-249
Persistent link: https://www.econbiz.de/10003855783
Saved in:
2478
Pitfalls in modelling dependence structures : explorations with copulas
Trivedi, Pravin K.
;
Zimmer, David M.
- In:
The methodology and practice of econometrics : a …
,
(pp. 149-172)
.
2009
Persistent link: https://www.econbiz.de/10003857838
Saved in:
2479
Copula-based multivariate GARCH model with uncorrelated dependent errors
Lee, Tae-hwy
;
Long, Xiangdong
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10003858572
Saved in:
2480
The distribution of realized variances : marginal behaviors, asymmetric dependence and contagion effects
Ané, Thierry
;
Métais, Carole
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 134-150
Persistent link: https://www.econbiz.de/10003880027
Saved in:
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