//--> //--> //-->
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
~subject:"Portfolio-Management"
~subject:"Multivariate distribution"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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:"Statistische Verteilung"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Multivariate distribution
Statistical distribution
31
Statistische Verteilung
31
Capital income
14
Kapitaleinkommen
14
ARCH model
9
ARCH-Modell
9
Multivariate Verteilung
9
Risikomaß
9
Risk measure
9
Theorie
9
Theory
9
Volatility
9
Volatilität
9
Börsenkurs
8
Portfolio selection
8
Share price
8
Estimation
7
Option pricing theory
7
Optionspreistheorie
7
Schätzung
7
Tail dependence
7
Forecasting model
6
Prognoseverfahren
6
Aktienindex
5
Risiko
5
Risk
5
Stock index
5
Ausreißer
4
GARCH
4
Outliers
4
Risikomanagement
4
Risk management
4
Black-Scholes model
3
Black-Scholes-Modell
3
Estimation theory
3
Financial market
3
Finanzmarkt
3
Markov chain
3
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Chang, Kuang-Liang
2
Adewuyi, Adeolu O.
1
Albulescu, Claudiu Tiberiu
1
Alves, Isabel Fraga
1
Ayadi, Mohamed
1
Cao, Xu
1
Eom, Cheoljun
1
Guo, Ranran
1
Hammoudeh, Shawkat
1
Jung, Hojin
1
Kaizoji, Taisei
1
Kim, Jong-Min
1
Lazrak, Skander
1
Li, Jia
1
Liu, Xing
1
Livan, Giacomo
1
Mo, Guoli
1
Quatto, Piero
1
Santos, Paulo Araújo
1
Scalas, Enrico
1
Sun, Bo-Yi
1
Tabacu, Lucia
1
Tan, Chunzhi
1
Tiwari, Aviral Kumar
1
Vacca, Gianmarco
1
Wang, Yan
1
Warshaw, Evan
1
Wohar, Mark E.
1
Wu, Xu
1
Yan, Ruzhen
1
Yao, Can-Zhong
1
Ye, Wuyi
1
Zhang, Linlin
1
Zhang, Weiguo
1
Zoia, Maria Grazia
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
72
Journal of banking & finance
28
Risks : open access journal
27
Discussion paper / Tinbergen Institute
19
European journal of operational research : EJOR
18
Journal of econometrics
16
Applied economics
14
Economic modelling
14
International journal of theoretical and applied finance
14
SFB 649 discussion paper
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Finance research letters
12
International review of financial analysis
12
Journal of empirical finance
11
The journal of asset management
11
Journal of risk
10
Quantitative finance
10
Research paper series / Swiss Finance Institute
10
Computational economics
8
International journal of forecasting
8
International review of economics & finance : IREF
8
Journal of financial econometrics
8
Journal of risk and financial management : JRFM
8
Scandinavian actuarial journal
8
The European journal of finance
8
The journal of credit risk : published quarterly by Incisive Media
8
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
7
Astin bulletin : the journal of the International Actuarial Association
7
Finance and stochastics
7
Journal of economic dynamics & control
7
Discussion paper / Center for Economic Research, Tilburg University
6
Journal of mathematical finance
6
Research in international business and finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Swiss Finance Institute Research Paper
6
ASTIN bulletin : the journal of the International Actuarial Association
5
CentER Discussion Paper Series
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
13
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
2
Limitations of portfolio diversification through fat tails of the return Distributions : some empirical evidence
Eom, Cheoljun
;
Kaizoji, Taisei
;
Livan, Giacomo
;
Scalas, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821302
Saved in:
3
Fractal statistical measure and portfolio model optimization under power-law distribution
Wu, Xu
;
Zhang, Linlin
;
Li, Jia
;
Yan, Ruzhen
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186577
Saved in:
4
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
5
A model of dynamic tail dependence between crude oil prices and exchange rates
Guo, Ranran
;
Ye, Wuyi
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013188337
Saved in:
6
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
7
A quantile-copula approach to dependence between financial assets
Kim, Jong-Min
;
Tabacu, Lucia
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
Saved in:
8
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
Saved in:
9
Do idiosyncratic skewness and kurtosis really matter?
Ayadi, Mohamed
;
Cao, Xu
;
Lazrak, Skander
;
Wang, Yan
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012203105
Saved in:
10
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
11
The study on the tail dependence structure between the economic policy uncertainty and several financial markets
Yao, Can-Zhong
;
Sun, Bo-Yi
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 245-265
Persistent link: https://www.econbiz.de/10012117778
Saved in:
12
Does REIT index hedge inflation risk? : new evidence from the tail quantile dependences of the Markov-switching GRG copula
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 56-67
Persistent link: https://www.econbiz.de/10011878580
Saved in:
13
High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables
Santos, Paulo Araújo
;
Alves, Isabel Fraga
;
Hammoudeh, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 487-496
Persistent link: https://www.econbiz.de/10010367568
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->