//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Working papers / Ryerson University, Department of Economics"
~isPartOf:"Economics letters"
~isPartOf:"Finance research letters"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Multivariate distribution"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
44
Multivariate distribution
44
Theorie
18
Theory
18
Capital income
11
Kapitaleinkommen
11
Volatility
11
Volatilität
11
ARCH model
9
ARCH-Modell
9
Copula
9
Portfolio selection
9
Portfolio-Management
9
Risikomaß
9
Risk measure
9
Copulas
8
Aktienmarkt
7
Börsenkurs
7
Financial crisis
7
Finanzkrise
7
Share price
7
Stock market
7
Time series analysis
7
Zeitreihenanalyse
7
Statistical distribution
6
Statistische Verteilung
6
Welt
6
World
6
Spillover effect
5
Spillover-Effekt
5
Correlation
4
Estimation theory
4
Korrelation
4
Regression analysis
4
Regressionsanalyse
4
Risiko
4
Risk
4
Schätztheorie
4
Copula function
3
EU countries
3
more ...
less ...
Online availability
All
Undetermined
32
Free
4
Type of publication
All
Article
40
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
44
Author
All
Ning, Cathy Q.
6
Prokhorov, Artem
4
Wirjanto, Tony S.
3
De Luca, Giovanni
2
Gozgor, Giray
2
Hasebe, Takuya
2
Jin, Xiaoye
2
Lau, Chi Keung
2
Rivieccio, Giorgia
2
Tiwari, Aviral Kumar
2
Xu, Dinghai
2
Abakah, Emmanuel Joel Aikins
1
Ahn, Yongkil
1
Alagidede, Imhotep Paul
1
Anatolyev, Stanislav
1
Arsova, Antonia
1
Atil, Ahmed
1
Bedoui, Rihab
1
Berrisch, Jonathan
1
Boako, Gideon
1
Bouri, Elie
1
Bradford, Marc
1
Chen, Rongda
1
Chen, Zhang
1
Cheng, Diandian
1
Chollete, Lor´an
1
Chollete, Lorán
1
Dastgir, Shabbir
1
Demir, Ender
1
Downing, Gareth
1
El Marzougui, Abdelaziz
1
Gil-Alaña, Luis A.
1
Gong, Xiao-Li
1
Guesmi, Khaled
1
Guégan, Dominique
1
Hakim, Arief
1
Han, Yingwei
1
Hansen, Peter Reinhard
1
Hao, Bowen
1
Herwartz, Helmut
1
more ...
less ...
Published in...
All
Working papers / Ryerson University, Department of Economics
Economics letters
Finance research letters
Insurance / Mathematics & economics
96
Energy economics
59
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
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
Research in international business and finance
17
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
44
of
44
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan
;
Pappert, Sven
;
Ziel, Florian
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
Saved in:
2
Copula approach to market volatility and technology stocks dependence
Rašiová, Barbara
;
Árendáš, Peter
- In:
Finance research letters
52
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014472041
Saved in:
3
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
4
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
5
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
6
Asymmetric tail dependence in cryptocurrency markets : a Model-free approach
Ahn, Yongkil
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013553804
Saved in:
7
Comparing gold's and Bitcoin's safe-haven roles against energy commodities during the COVID-19 outbreak : a vine copula approach
Syuhada, Khreshna
;
Suprijanto, Djoko
;
Hakim, Arief
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013342667
Saved in:
8
GARCH copula quantile regression model for risk spillover analysis
Tian, Maoxi
;
Ji, Hao
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014520440
Saved in:
9
Multi-objective portfolio optimization under tempered stable Lévy distribution with Copula dependence
Gong, Xiao-Li
;
Xiong, Xiong
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012490240
Saved in:
10
On the treatment effects of a binary choice outcome model
Hasebe, Takuya
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606916
Saved in:
11
A two-stage general approach to aggregate multiple bank risks
Zhu, Xiaoqian
;
Wei, Lu
;
Li, Jianping
- In:
Finance research letters
40
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012819276
Saved in:
12
Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence
Chen, Zhang
;
Yang, Yu
;
Yun, Po
- In:
Finance research letters
32
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012430683
Saved in:
13
The relationship between oil and financial markets in emerging economies : the significant role of Kazakhstan as the oil exporting country
Li, Haiping
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430798
Saved in:
14
Diamonds versus precious metals : what gleams most against USD exchange rates?
Bedoui, Rihab
;
Guesmi, Khaled
;
Kalai, Saoussen
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012436915
Saved in:
15
The dependency measures of commercial bank risks : using an optimal copula selection method based on non-parametric kernel density
Jin, Chenglu
;
Chen, Rongda
;
Cheng, Diandian
;
Mo, Sitian
; …
- In:
Finance research letters
37
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485064
Saved in:
16
The causal relationship between Bitcoin attention and Bitcoin returns : evidence from the Copula-based Granger causality test
Dastgir, Shabbir
;
Demir, Ender
;
Downing, Gareth
; …
- In:
Finance research letters
28
(
2019
),
pp. 160-164
Persistent link: https://www.econbiz.de/10012388046
Saved in:
17
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni
;
Guégan, Dominique
;
Rivieccio, Giorgia
- In:
Finance research letters
30
(
2019
),
pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
Saved in:
18
Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models
Boako, Gideon
;
Tiwari, Aviral Kumar
;
Ibrahim, Muazu
; …
- In:
Finance research letters
31
(
2019
),
pp. 391-397
Persistent link: https://www.econbiz.de/10012421744
Saved in:
19
Moment redundancy test with application to efficiency-improving copulas
Hao, Bowen
;
Prokhorov, Artem
;
Qian, Hailong
- In:
Economics letters
171
(
2018
),
pp. 29-33
Persistent link: https://www.econbiz.de/10012021844
Saved in:
20
Downside and upside risk spillovers from China to Asian stock markets : a CoVaR-copula approach
Jin, Xiaoye
- In:
Finance research letters
25
(
2018
),
pp. 202-212
Persistent link: https://www.econbiz.de/10012003526
Saved in:
21
Network topology and systemic risk : evidence from the Euro Stoxx market
Li, Wenwei
;
Hommel, Ulrich
;
Paterlini, Sandra
- In:
Finance research letters
27
(
2018
),
pp. 105-112
Persistent link: https://www.econbiz.de/10012006755
Saved in:
22
Momentum and crash sensitivity
Ruenzi, Stefan
;
Weigert, Florian
- In:
Economics letters
165
(
2018
),
pp. 77-81
Persistent link: https://www.econbiz.de/10011973844
Saved in:
23
Asymmetric dependence between aggregate consumption and financial risk
Chollete, Lorán
;
Ning, Cathy Q.
-
2012
Persistent link: https://www.econbiz.de/10011382416
Saved in:
24
Dynamic robust portfolio selection with copulas
Han, Yingwei
;
Li, Ping
;
Xia, Yong
- In:
Finance research letters
21
(
2017
),
pp. 190-200
Persistent link: https://www.econbiz.de/10011807775
Saved in:
25
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
Saved in:
26
Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
Saved in:
27
Estimation of hierarchical Archimedean copulas as a shortest path problem
Matsypura, Dmytro
;
Neo, Emily
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 131-134
Persistent link: https://www.econbiz.de/10011620207
Saved in:
28
Partial copula methods for models with multiple discrete endogenous explanatory variables and sample selection
Keay, Myoung-Jin
- In:
Economics letters
144
(
2016
),
pp. 85-87
Persistent link: https://www.econbiz.de/10011617212
Saved in:
29
Conditional dependence of US and EU sovereign CDS : a time-varying copula-based estimation
Atil, Ahmed
;
Bradford, Marc
;
El Marzougui, Abdelaziz
; …
- In:
Finance research letters
19
(
2016
),
pp. 42-53
Persistent link: https://www.econbiz.de/10011657442
Saved in:
30
Copula function approaches for the analysis of serial and cross dependence in stock returns
Rivieccio, Giorgia
;
De Luca, Giovanni
- In:
Finance research letters
17
(
2016
),
pp. 55-61
Persistent link: https://www.econbiz.de/10011596218
Saved in:
31
The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets : a Hurst exponent approach
Jin, Xiaoye
- In:
Finance research letters
17
(
2016
),
pp. 167-175
Persistent link: https://www.econbiz.de/10011596277
Saved in:
32
Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut
;
Raters, Fabian H. C.
- In:
Economics letters
133
(
2015
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Saved in:
33
Endogeneity in stochastic frontier models : Copula approach without external instruments
Tran, Kien
;
Tsionas, Efthymios G.
- In:
Economics letters
133
(
2015
),
pp. 85-88
Persistent link: https://www.econbiz.de/10011432003
Saved in:
34
Extreme dependence in international stock markets
Ning, Cathy Q.
-
2009
Persistent link: https://www.econbiz.de/10008758209
Saved in:
35
Modeling asymmetric volatility clusters using copulas and high frequency data
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
-
2009
Persistent link: https://www.econbiz.de/10008758211
Saved in:
36
The dependence structure of macroeconomic variables in the US
Chollete, Lor´an
;
Ning, Cathy Q.
-
2009
Persistent link: https://www.econbiz.de/10008758212
Saved in:
37
Can analysts predict rallies better than crashes?
Medovikov, Ivan
- In:
Finance research letters
11
(
2014
)
4
,
pp. 319-325
Persistent link: https://www.econbiz.de/10011300448
Saved in:
38
An algorithm for constructing high dimensional distributions from distributions of lower dimension
Anatolyev, Stanislav
;
Khabibullin, Renat
;
Prokhorov, Artem
- In:
Economics letters
123
(
2014
)
3
,
pp. 257-261
Persistent link: https://www.econbiz.de/10010400222
Saved in:
39
Marginal effects of a bivariate binary choice model
Hasebe, Takuya
- In:
Economics letters
121
(
2013
)
2
,
pp. 298-301
Persistent link: https://www.econbiz.de/10010347111
Saved in:
40
An alternative bivariate zero-inflated negative binomial regression model using a copula
So, Sunha
;
Lee, Dong-hee
;
Jung, Byoung Cheol
- In:
Economics letters
113
(
2011
)
2
,
pp. 183-185
Persistent link: https://www.econbiz.de/10009375559
Saved in:
41
Applying a factor copula to value basket credit linked notes with issuer default risk
Wu, Po-cheng
- In:
Finance research letters
7
(
2010
)
3
,
pp. 178-183
Persistent link: https://www.econbiz.de/10009272755
Saved in:
42
Extreme returnvolume dependence in East-Asian stock markets : a copula approach
Ning, Cathy Q.
;
Wirjanto, Tony S.
- In:
Finance research letters
6
(
2009
)
4
,
pp. 202-209
Persistent link: https://www.econbiz.de/10003934162
Saved in:
43
Modeling the leverage effect with copulas and realized volatility
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
Finance research letters
5
(
2008
)
4
,
pp. 221-227
Persistent link: https://www.econbiz.de/10003786354
Saved in:
44
Modeling duration clusters with dynamic copulas
Wing Lon Ng
- In:
Finance research letters
5
(
2008
)
2
,
pp. 96-103
Persistent link: https://www.econbiz.de/10003751303
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->