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~subject:"Nichtparametrisches Verfahren"
~subject:"Multivariate distribution"
~isPartOf:"Research in international business and finance"
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Nichtparametrisches Verfahren
Multivariate distribution
Multivariate Verteilung
17
Capital income
7
Kapitaleinkommen
7
Aktienmarkt
5
Börsenkurs
5
Share price
5
Stock market
5
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Copula
4
Correlation
4
Financial crisis
4
Finanzkrise
4
Korrelation
4
Welt
4
World
4
Bitcoin
3
Markov chain
3
Markov-Kette
3
Tail dependence
3
Ansteckungseffekt
2
Asia
2
Asia banking sector
2
Asien
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2
Contagion
2
Contagion effect
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Copula model
2
Credit risk
2
Cryptocurrency
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2
Derivat
2
Derivative
2
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2
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2
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Guesmi, Khaled
2
Lau, Chi Keung
2
Mensah, Jones Odei
2
Premaratne, Gamini
2
Abedin, Mohammad Zoynul
1
Abid, Ilyes
1
Aharon, David Y.
1
Arab, Mounira Ben
1
Benito, Sonia
1
Benlagha, Noureddine
1
Boukef Jlassi, Nabila
1
Bouoiyour, Jamal
1
Bouteska, Ahmed
1
Brayek, Angham Ben
1
Chkir, Imed Eddine
1
Demir, Ender
1
Dhaoui, Abderrazak
1
Garcia-Jorcano, Laura
1
Goutte, Stéphane
1
Gómez González, José Eduardo
1
Harb, Etienne
1
Jeribi, Ahmed
1
Lahiani, Amine
1
Li, Weny
1
Liu, Hsiang-Hsi
1
Loiza-Maya, Ruben
1
Louhichi, Wael
1
Mejdoub, Hanène
1
Melo-Velandia, Luis Fernando
1
Mudakkar, Syeda Rabab
1
Naoui, Kamel
1
Selmi, Refk
1
Sharif, Taimur
1
Tachibana, Minoru
1
Uppal, Jamshed Y.
1
Vigne, Samuel A.
1
Wang, Teng-Kun
1
Wohar, Mark E.
1
Wu, Weiou
1
Zaremba, Adam
1
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Research in international business and finance
Insurance / Mathematics & economics
95
Energy economics
58
Applied economics
40
Risks : open access journal
39
Economic modelling
36
European journal of operational research : EJOR
34
International review of financial analysis
33
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of banking & finance
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Finance research letters
27
Journal of econometrics
27
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
24
Discussion paper / Tinbergen Institute
22
Journal of risk
22
The European journal of finance
21
International journal of theoretical and applied finance
16
Journal of empirical finance
16
Discussion paper / Center for Economic Research, Tilburg University
15
International review of economics & finance : IREF
15
Applied economics letters
14
Computational economics
14
Econometric reviews
13
Economics letters
13
Journal of international financial markets, institutions & money
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
International journal of forecasting
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Scandinavian actuarial journal
11
Discussion paper
10
Quantitative finance
10
Robustness in econometrics
10
Astin bulletin : the journal of the International Actuarial Association
9
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
Econometric theory
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
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ECONIS (ZBW)
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1
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:
2
"Digital gold" and geopolitics
Selmi, Refk
;
Bouoiyour, Jamal
;
Wohar, Mark E.
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013410829
Saved in:
3
Safe haven assets for international stock markets : a regime-switching factor copula approach
Tachibana, Minoru
- In:
Research in international business and finance
60
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013411126
Saved in:
4
Twitter-based uncertainty and cryptocurrency returns
Aharon, David Y.
;
Demir, Ender
;
Lau, Chi Keung
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013402135
Saved in:
5
Nonlinear tail dependence in cryptocurrency-stock market returns : the role of Bitcoin futures
Lahiani, Amine
;
Jeribi, Ahmed
;
Boukef Jlassi, Nabila
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266088
Saved in:
6
Stock market dependence in crisis periods : evidence from oil price shocks and the Qatar blockade
Benlagha, Noureddine
- In:
Research in international business and finance
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012581388
Saved in:
7
Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis : constant and time-varying
Garcia-Jorcano, Laura
;
Benito, Sonia
- In:
Research in international business and finance
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012581504
Saved in:
8
Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries
Chkir, Imed Eddine
;
Guesmi, Khaled
;
Brayek, Angham Ben
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012581526
Saved in:
9
Contagion and bond pricing : the case of the ASEAN region
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Research in international business and finance
47
(
2019
),
pp. 371-385
Persistent link: https://www.econbiz.de/10012135753
Saved in:
10
Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi
;
Wang, Teng-Kun
;
Li, Weny
- In:
Research in international business and finance
48
(
2019
),
pp. 381-396
Persistent link: https://www.econbiz.de/10012135956
Saved in:
11
Impact of dependence modeling of non-life insurance risks on capital requirement : D-Vine copula approach
Mejdoub, Hanène
;
Arab, Mounira Ben
- In:
Research in international business and finance
45
(
2018
),
pp. 208-218
Persistent link: https://www.econbiz.de/10011983230
Saved in:
12
Dependence patterns among Asian banking sector stocks : a copula approach
Mensah, Jones Odei
;
Premaratne, Gamini
- In:
Research in international business and finance
45
(
2018
),
pp. 357-388
Persistent link: https://www.econbiz.de/10011983291
Saved in:
13
Stability of cross-market bivariate return distributions during financial turbulence
Mudakkar, Syeda Rabab
;
Uppal, Jamshed Y.
- In:
Research in international business and finance
45
(
2018
),
pp. 389-401
Persistent link: https://www.econbiz.de/10011983293
Saved in:
14
Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets
Wu, Weiou
;
Lau, Chi Keung
;
Vigne, Samuel A.
- In:
Research in international business and finance
42
(
2017
),
pp. 1137-1149
Persistent link: https://www.econbiz.de/10011760780
Saved in:
15
Pricing CDS spreads with Credit Valuation Adjustment using a mixture copula
Harb, Etienne
;
Louhichi, Wael
- In:
Research in international business and finance
39
(
2017
),
pp. 963-975
Persistent link: https://www.econbiz.de/10011912420
Saved in:
16
Dependence patterns among Asian banking sector stocks : a copula approach
Mensah, Jones Odei
;
Premaratne, Gamini
- In:
Research in international business and finance
41
(
2017
),
pp. 516-546
Persistent link: https://www.econbiz.de/10011914578
Saved in:
17
Exchange rate contagion in Latin America
Loiza-Maya, Ruben
;
Gómez González, José Eduardo
; …
- In:
Research in international business and finance
34
(
2015
),
pp. 355-367
Persistent link: https://www.econbiz.de/10011326205
Saved in:
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