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Multivariate Verteilung
6
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Kreditderivat
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Cherubini, Umberto
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Luciano, Elisa
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Mai, Jan-Frederik
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Scherer, Matthias
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Applied mathematical finance
Insurance / Mathematics & economics
96
Energy economics
60
Risks : open access journal
42
Applied economics
41
Economic modelling
37
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
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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SFB 649 discussion paper
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Journal of risk and financial management : JRFM
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Discussion paper / Tinbergen Institute
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Journal of risk
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The European journal of finance
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Research in international business and finance
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International journal of theoretical and applied finance
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Journal of empirical finance
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Applied economics letters
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Discussion paper / Center for Economic Research, Tilburg University
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International review of economics & finance : IREF
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Econometric reviews
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Economics letters
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International journal of forecasting
13
Journal of international financial markets, institutions & money
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
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
Quantitative finance
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Scandinavian actuarial journal
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Discussion paper
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Robustness in econometrics
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Astin bulletin : the journal of the International Actuarial Association
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
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Econometric theory
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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A copula-based Markov reward approach to the credit spread in the European Union
D'Amico, Guglielmo
;
Petroni, Filippo
;
Regnalt, Philippe
; …
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10012210396
Saved in:
2
Optimal expected-shortfall portfolio selection with copula-induced dependence
Gijbels, Irène
;
Herrmann, Klaus
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 66-106
Persistent link: https://www.econbiz.de/10011959117
Saved in:
3
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
4
Computing the volume of n-dimensional copulas
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 307-314
Persistent link: https://www.econbiz.de/10003916180
Saved in:
5
Modelling credit default swap spreads by means of normal mixtures and copulas
Bee, Marco
- In:
Applied mathematical finance
11
(
2004
)
2
,
pp. 125-146
Persistent link: https://www.econbiz.de/10002085490
Saved in:
6
Bivariate option pricing with copulas
Cherubini, Umberto
;
Luciano, Elisa
- In:
Applied mathematical finance
9
(
2002
)
2
,
pp. 69-85
Persistent link: https://www.econbiz.de/10001695018
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