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Search: subject:"multivariate distribution."
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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
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483
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482
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414
Risk management
406
Capital income
396
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396
Zeitreihenanalyse
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
Copula
313
Estimation
308
Schätzung
308
Schätztheorie
298
Estimation theory
297
Credit risk
251
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250
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243
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242
Börsenkurs
241
Share price
241
Aktienmarkt
220
Stock market
219
Multivariate Analyse
204
Multivariate analysis
196
Welt
196
World
195
Correlation
194
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194
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192
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965
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926
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91
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1,699
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951
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1
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412
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412
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404
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397
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97
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74
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54
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7
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2,582
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38
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31
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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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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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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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ECONIS (ZBW)
2,584
RePEc
42
USB Cologne (EcoSocSci)
10
EconStor
8
Other ZBW resources
4
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2
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361
Estimating lower tail dependence between pairs of poverty dimensions in Europe
D'Agostino, Antonella
;
De Luca, Giovanni
;
Guégan, Dominique
- In:
Review of income and wealth
69
(
2023
)
2
,
pp. 419-442
Persistent link: https://www.econbiz.de/10014311003
Saved in:
362
COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014279046
Saved in:
363
A time-varying copula approach to investigate the dependence structures of BRICS stock markets before and after Covid-19
Karadag, Tugay
;
Golbasi Simsek, Gulhayat
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
5
,
pp. 1475-1486
Persistent link: https://www.econbiz.de/10014289696
Saved in:
364
COVID-19 and tail risk contagion across commodity futures markets
Qiao, Tongshuai
;
Han, Liyan
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 242-272
Persistent link: https://www.econbiz.de/10014293014
Saved in:
365
Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan
;
Li, Jiahong
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
Saved in:
366
Linking Covid-19 epidemic and emerging market OAS : evidence using dynamic Copulas and Pareto distributions
Chitou, Imdade
;
Dufrénot, Gilles
;
Esposito, Julien
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 45-81)
.
2023
Persistent link: https://www.econbiz.de/10014282547
Saved in:
367
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
368
The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era
Martiradonna, Monica
;
Romagnoli, Silvia
;
Santini, Amia
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284561
Saved in:
369
Reassessing the dependence between economic growth and financial conditions since 1973
Chernis, Tony
;
Coe, Patrick J.
;
Vahey, Shaun P.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 260-267
Persistent link: https://www.econbiz.de/10014287977
Saved in:
370
Conditional inferences based on vine copulas with applications to credit spread data of corporate bonds
Pan, Shenyi
;
Joe, Harry
;
Li, Guofu
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014314788
Saved in:
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