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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
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513
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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
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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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192
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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
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5
National Bureau of Economic Research
4
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3
Bergische Universität Wuppertal
2
Berkeley Electronic Press
2
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2
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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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1
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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
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101
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58
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45
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40
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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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321
Joint chance-constrained multi-objective multi-commodity minimum cost network flow problem with copula theory
Khezri, Somayeh
;
Khodayifar, Salman
- In:
Computers & operations research : and their …
156
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014373687
Saved in:
322
Vector copulas
Fan, Yanqin
;
Henry, Marc
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 128-150
Persistent link: https://www.econbiz.de/10014364686
Saved in:
323
The stable tail dependence and influence among the European stock markets : a score-driven dynamic copula approach
Barnett, William A.
;
Wang, Xue
;
Xu, Hai-Chuan
;
Zhou, …
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1933-1956
Persistent link: https://www.econbiz.de/10014388527
Saved in:
324
Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
325
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
326
ESG, risk, and (tail) dependence
Bax, Karoline
;
Sahin, Özge
;
Czado, Claudia
;
Paterlini, …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014456333
Saved in:
327
Who's afraid of a Texas hedge?
Power, Gabriel J.
;
Vedenov, Dmitrij V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489962
Saved in:
328
Analyzing spillover effects among BRICS stock markets : application of COPULA and DCC-MGARCH model
Tripathy, Nalini Prava
;
Panda, Pradiptarathi
- In:
Review of Pacific Basin financial markets and policies …
26
(
2023
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014490381
Saved in:
329
Data-driven dynamic treatment planning for chronic diseases
Naumzik, Christof
;
Feuerriegel, Stefan
;
Nielsen, Anne …
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 853-867
Persistent link: https://www.econbiz.de/10013479335
Saved in:
330
Some systemic risk indicators
El Qalli, Yassine
;
Said, Khalil
- In:
Risk and decision analysis
9
(
2023
)
2/4
,
pp. 39-56
Persistent link: https://www.econbiz.de/10014473406
Saved in:
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