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subject:"Nichtparametrisches Verfahren"
~isPartOf:"Applied economics"
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Nichtparametrisches Verfahren
Multivariate Verteilung
40
Multivariate distribution
40
Theorie
15
Theory
15
Capital income
14
Kapitaleinkommen
14
Portfolio selection
13
Portfolio-Management
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Risikomaß
12
Risk measure
12
Statistical distribution
11
Statistische Verteilung
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copula
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ARCH model
7
ARCH-Modell
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Estimation
7
Schätzung
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tail dependence
6
Aktienmarkt
5
Börsenkurs
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Risikomanagement
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Risk management
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Share price
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Stock market
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Time series analysis
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Volatility
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Volatilität
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Zeitreihenanalyse
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Aktienindex
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Ausreißer
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Estimation theory
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Forecasting model
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Outliers
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Prognoseverfahren
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Risiko
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Risk
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Schätztheorie
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Stock index
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dependence structure
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Copula
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Díaz Hernández, Adán
1
Fenech, Jean-pierre
1
Jang, Hyuna
1
Kim, Jong-Min
1
Noh, Hohsuk
1
Nolasco Jáuregui, Oralia
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Quezada-Téllez, Luis Alberto
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Salazar Flores, Yuri
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Shafik, Salwa
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Vosgha, Hamed
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Applied economics
Journal of econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Insurance / Mathematics & economics
7
Discussion paper / Center for Economic Research, Tilburg University
6
SFB 649 discussion paper
5
Working papers
4
CentER Discussion Paper Series
3
Cowles Foundation discussion paper
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Discussion paper / Tinbergen Institute
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Econometric reviews
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Economic modelling
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Computational economics
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Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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Journal of banking & finance
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Journal of risk and financial management : JRFM
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Quaderni del Dipartimento
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Temi di discussione / Banca d'Italia
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Warwick economic research papers
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Working papers series in theoretical and applied economics
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Asian journal of economics and banking : AJEB
1
Astin bulletin : the journal of the International Actuarial Association
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Berichte aus der Statistik
1
CEMFI working paper
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CORE discussion paper : DP
1
CORE discussion papers : DP
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CREATES research paper
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Cowles Foundation Discussion Paper
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Discussion paper / School of Economics, The University of New South Wales
1
Discussion paper series
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
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2
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:
3
Modelling the dependence structures of Australian iTraxx CDS index
Fenech, Jean-pierre
;
Vosgha, Hamed
;
Shafik, Salwa
- In:
Applied economics
46
(
2014
)
4/6
,
pp. 420-431
Persistent link: https://www.econbiz.de/10010358995
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