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~type_genre:"Graue Literatur"
~person:"Heinen, Andréas"
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Search: subject_exact:"Mehrdimensionale Verteilung"
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Multivariate Verteilung
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Multivariate distribution
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Heinen, Andréas
Okhrin, Ostap
20
Lucas, André
13
Fischer, Matthias
9
Koopman, Siem Jan
9
Chen, Xiaohong
8
Einmahl, John H. J.
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Fermanian, Jean-David
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Härdle, Wolfgang
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Ning, Cathy Q.
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Klein, Ingo
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McAleer, Michael
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Sentana, Enrique
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Allen, David E.
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Bouezmarni, Taoufik
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Dijk, Dick van
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Ristig, Alexander
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Taamouti, Abderrahim
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Weigert, Florian
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Diks, Cees G. H.
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Azam, Kazim
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Bormann, Carsten
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Michiels, Frederik
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Oh, Dong Hwan
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Okhrin, Yarema
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Asymmetric CAPM dependence for large dimensions : the canonical vine autoregressive model
Heinen, Andréas
;
Valdesogo, Alfonso
-
2009
Persistent link: https://www.econbiz.de/10003965998
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2
Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
;
Heinen, Andréas
;
Valdesogo, Alfonso
-
2008
Persistent link: https://www.econbiz.de/10003702731
Saved in:
3
Multivariate reduced rank regression in non-Gaussian contexts, using copulas
Heinen, Andréas
;
Rengifo, Erick W.
-
2004
Persistent link: https://www.econbiz.de/10002344130
Saved in:
4
Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
(
contributor
);
Heinen, Andréas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003726991
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