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Search: subject:"multivariate distribution."
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Multivariate distribution
2,582
Multivariate Verteilung
2,570
Theorie
1,378
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1,373
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514
Risk measure
513
Statistische Verteilung
509
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507
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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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313
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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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243
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242
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241
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241
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220
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219
Multivariate Analyse
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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192
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2,582
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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
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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National Bureau of Economic Research
4
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3
Bergische Universität Wuppertal
2
Berkeley Electronic Press
2
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2
Statistisk Sentralbyrå, Government of Norway
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
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1
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1
EconWPA
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1
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1
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1
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Ruhr-Universität Bochum
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1
Springer International Publishing
1
Thailand Econometric Society
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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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101
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58
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45
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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)
2,584
RePEc
42
USB Cologne (EcoSocSci)
10
EconStor
8
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4
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231
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:
232
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:
233
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:
234
Vine copula-based scenario tree generation approaches for portfolio optimization
He, Xiaolei
;
Zhang, Weiguo
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 1936-1955
Persistent link: https://www.econbiz.de/10015110342
Saved in:
235
Unveiling mispricing risks : nonlarge homogeneous portfolio factor copula models for enhanced valuation of subordinated loan securitization
Kim, Sung Ik
- In:
The journal of futures markets
44
(
2024
)
10
,
pp. 1710-1732
Persistent link: https://www.econbiz.de/10015110722
Saved in:
236
Portfolio selection via high-dimensional stochastic factor Copula
Chen, Zhenlong
;
Chang, Jing
;
Hao, Xiaozhen
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015061465
Saved in:
237
American financial markets dependencies : a vine copula approach
Lorenzo-Valdes, Arturo
- In:
International journal of computational economics and …
14
(
2024
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10015062779
Saved in:
238
Transmission of the 2010 Greek sovereign debt crisis to Asia-Pacific stock markets : a copula-based approach
Jayech, Salma
;
Abdennadher, Emna
- In:
International journal of economics and business …
27
(
2024
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10015063241
Saved in:
239
An assessment of copula functions approach in conjunction with factor model in portfolio credit risk management
Kao, Lie-Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015045615
Saved in:
240
Dynamic dependence and spillover among the energy related ETFs : from the hedging effectiveness perspective
Ji, Hao
;
Naeem, Muhammad
;
Zhang, Jing
;
Tiwari, Aviral Kumar
- In:
Energy economics
136
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015046908
Saved in:
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