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  • Search: subject:"multivariate distribution."
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Year of publication
Subject
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Multivariate distribution 2,582 Multivariate Verteilung 2,570 Theorie 1,378 Theory 1,373 Risikomaß 514 Risk measure 513 Statistische Verteilung 509 Statistical distribution 507 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 313 Estimation 308 Schätzung 308 Schätztheorie 298 Estimation theory 297 Credit risk 251 Kreditrisiko 250 Risk 243 Risiko 242 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 192
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Online availability
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Undetermined 965 Free 926 CC license 91
Type of publication
All
Article 1,699 Book / Working Paper 951 Other 1
Type of publication (narrower categories)
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Article in journal 1,562 Aufsatz in Zeitschrift 1,562 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
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Language
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English 2,582 German 38 Undetermined 31 French 2
Author
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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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Institution
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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
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Published in...
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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
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Source
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ECONIS (ZBW) 2,584 RePEc 42 USB Cologne (EcoSocSci) 10 EconStor 8 Other ZBW resources 4 USB Cologne (business full texts) 2 BASE 1
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Showing 311 - 320 of 2,651
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Density forecast of financial returns using decomposition and maximum entropy
Lee, Tae-hwy; Wang, He; Xi, Zhou; Zhang, Ru - In: Journal of econometric methods 12 (2023) 1, pp. 57-83
Persistent link: https://www.econbiz.de/10013554704
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Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula : evidence from GAS models
Mili, Mehdi; Bouteska, Ahmed - In: The journal of risk finance : JRF 24 (2023) 4, pp. 464-482
Persistent link: https://www.econbiz.de/10014338629
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A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia; Li, Handong - In: Journal of forecasting 42 (2023) 5, pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
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Volatility spillover effect between Pakistan and Shanghai Stock Exchanges using copula and dynamic conditional correlation model
Afzal, Fahim; Choudhury, Tonmoy; Kamran, Muhammad - In: International journal of Islamic and Middle Eastern … 16 (2023) 1, pp. 59-80
Persistent link: https://www.econbiz.de/10014339621
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Risk spillover networks in financial markets : evidence from emerging markets
Yujia, Jin; Zhang, Ailian; Liu, Bai - In: Managerial and decision economics : MDE ; the … 44 (2023) 6, pp. 3086-3107
Persistent link: https://www.econbiz.de/10014340542
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The oil price-macroeconomy dependence
Serletis, Apostolos; Xu, Libo - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2501-2520
Persistent link: https://www.econbiz.de/10014388954
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Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
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Identification and estimation of triangular models with a binary treatment
Pereda-Fernández, Santiago - In: Journal of econometrics 234 (2023) 2, pp. 585-623
Persistent link: https://www.econbiz.de/10014434353
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Asymptotic subadditivity/superadditivity of Value-at-Risk under tail dependence
Zhu, Wenhao; Li, Lujun; Yang, Jingping; Xie, Jiehua; … - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1314-1369
Persistent link: https://www.econbiz.de/10014370668
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Bayesian multivariate mixed poisson models with copula-based mixture
Zhang, Pengcheng; Calderín-Ojeda, Enrique; Li, Shuanming; … - In: North American actuarial journal : NAAJ ; leading the … 27 (2023) 3, pp. 560-578
Persistent link: https://www.econbiz.de/10014373546
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