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subject:"Nichtparametrisches Verfahren"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper series"
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Nichtparametrisches Verfahren
Multivariate Verteilung
43
Multivariate distribution
43
Theorie
16
Theory
16
Capital income
14
Kapitaleinkommen
14
Portfolio selection
14
Portfolio-Management
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12
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12
Statistical distribution
11
Statistische Verteilung
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copula
11
ARCH model
7
ARCH-Modell
7
Estimation
7
Schätzung
7
tail dependence
6
Aktienmarkt
5
Börsenkurs
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Risikomanagement
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Stock market
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Time series analysis
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Aktienindex
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Estimation theory
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Forecasting model
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Decancq, Koen
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Díaz Hernández, Adán
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Fenech, Jean-pierre
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Jang, Hyuna
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Nolasco Jáuregui, Oralia
1
Quezada-Téllez, Luis Alberto
1
Salazar Flores, Yuri
1
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Applied economics
Discussion paper series
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
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4
CentER Discussion Paper Series
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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
2
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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CORE discussion paper : DP
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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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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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ECONIS (ZBW)
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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
Saved in:
4
Copula-based orderings of multivariate dependence
Decancq, Koen
-
2010
Persistent link: https://www.econbiz.de/10003969406
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