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Multivariate Verteilung
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Insurance / Mathematics & economics
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14
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International journal of forecasting
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SFB 649 discussion paper
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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ECONIS (ZBW)
RePEc
492
EconStor
122
BASE
21
Other ZBW resources
18
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1
Contagion effects between real estate and macroeconomic factors across Great China Area : ARMAX - EGARCH -
Copula
model
Peng, Miin-yu
;
Chen, Shih-chia
;
Lee, Wo-chiang
- In:
The empirical economics letters : a monthly …
12
(
2013
)
2
,
pp. 153-162
Persistent link: https://www.econbiz.de/10010257978
Saved in:
2
Multivariate patchwork copulas : a unified approach with applications to partial comonotonicity
Durante, Fabrizio
;
Sánchez, Juan Fernández
;
Sempi, Carlo
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 897-905
Persistent link: https://www.econbiz.de/10010227787
Saved in:
3
Return-volatility relationship : insights from linear and non-linear quantile regression
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009724826
Saved in:
4
The structure and degree of dependence : a quantile regression approach
Baur, Dirk G.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 786-798
Persistent link: https://www.econbiz.de/10009708741
Saved in:
5
Construction of asymmetric copulas and its application in two-dimensional reliability modelling
Wu, Shaomin
- In:
European journal of operational research : EJOR
238
(
2014
)
2
,
pp. 476-485
Persistent link: https://www.econbiz.de/10010400207
Saved in:
6
Modeling the co-movements between crude oil and refined petroleum markets
Tong, Bin
;
Wu, Chongfeng
;
Zhou, Chunyang
- In:
Energy economics
40
(
2013
),
pp. 882-898
Persistent link: https://www.econbiz.de/10010356014
Saved in:
7
Asymmetric increasing trends in dependence in international equity markets
Okimoto, Tatsuyoshi
- In:
Journal of banking & finance
46
(
2014
),
pp. 219-232
Persistent link: https://www.econbiz.de/10010467819
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8
Dynamic linkages in the pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD) : how do they change during a day?
Doman, Małgorzata
;
Doman, Ryszard
- In:
Central European journal of economic modelling and …
6
(
2014
)
1
,
pp. 33-56
Persistent link: https://www.econbiz.de/10010503066
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9
Co-movement between RMB and New Taiwan Dollars : evidences from NDF markets
Lien, Da-hsiang Donald
;
Li, Yang
;
Zhou, Chunyang
;
Lee, Geul
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 265-272
Persistent link: https://www.econbiz.de/10010461942
Saved in:
10
Conditional systemic risk with penalized
copula
Okhrin, Ostap
;
Ristig, Alexander
;
Sheen, Jeffrey R.
; …
-
2015
, conditional quantiles are specified via hierarchical Archimedean
copula
. The parameters and structure of this
copula
are …
Persistent link: https://www.econbiz.de/10011309638
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