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~subject:"Ausreißer"
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Ausreißer
Copula
620
Multivariate Verteilung
574
Multivariate distribution
574
copula
433
Theorie
360
Theory
340
Statistische Verteilung
199
Tail dependence
193
Statistical distribution
192
Risikomaß
177
tail dependence
176
Risk measure
174
Kapitaleinkommen
152
Capital income
150
Portfolio-Management
128
Portfolio selection
125
Zeitreihenanalyse
122
Volatility
119
Volatilität
119
Risk management
114
Time series analysis
114
Risikomanagement
110
Schätzung
110
ARCH-Modell
109
ARCH model
107
Estimation
107
Börsenkurs
92
Share price
88
Schätztheorie
85
Aktienmarkt
84
Stock market
84
Estimation theory
81
Risiko
77
Risk
77
Welt
71
Outliers
70
Financial crisis
69
Finanzkrise
68
World
68
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Online availability
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Undetermined
42
Free
15
CC license
1
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Article
57
Book / Working Paper
13
Type of publication (narrower categories)
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Article in journal
55
Aufsatz in Zeitschrift
55
Arbeitspapier
13
Working Paper
13
Graue Literatur
11
Non-commercial literature
11
Aufsatz im Buch
2
Book section
2
Conference paper
2
Konferenzbeitrag
2
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English
70
Author
All
Einmahl, John H. J.
5
Weiß, Gregor
4
Chen Zhou
3
Hou, Yanxi
3
Hussain, Saiful Izzuan
3
Li, Steven
3
Berghaus, Betina
2
Bormann, Carsten
2
Boukef Jlassi, Nabila
2
Bücher, Axel
2
Jeribi, Ahmed
2
Karmakar, Madhusudan
2
Lahiani, Amine
2
Li, Lujun
2
Ning, Cathy Q.
2
Paul, Samit
2
Peng, Liang
2
Ponrajah, Jeremey
2
Schienle, Melanie
2
Siburg, Karl Friedrich
2
Su, Ender
2
Yang, Jingping
2
Zitikis, Ričardas
2
Abduraimova, Kumushoy
1
Adam, Anokye M.
1
Adewuyi, Adeolu O.
1
Ahmed, Hanan
1
Albulescu, Claudiu Tiberiu
1
Allard, Anne-Florence
1
Angelo, Claudio F. de
1
Artís Ortuño, Manuel
1
Asimit, Alexandru V.
1
Bahroui, Zuhair
1
Bax, Karoline
1
Bergmann, Daniel Reed
1
Bolancé, Catalina
1
Bouaddi, Mohammed
1
Can, Sami Umut
1
Cao, Jie
1
Chen, Cathy Yi-Hsuan
1
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Insurance / Mathematics & economics
6
Discussion paper / Center for Economic Research, Tilburg University
5
Applied economics
4
Journal of banking & finance
4
The North American journal of economics and finance : a journal of financial economics studies
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Computational economics
2
International review of financial analysis
2
Journal of econometrics
2
Journal of risk
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Astin bulletin : the journal of the International Actuarial Association
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Documents de recherche / ESSEC Centre de Recherche
1
Economics letters
1
European journal of operational research : EJOR
1
Finance research letters
1
Financial markets and portfolio management
1
Insurance : mathematics and economics
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Pacific-Basin finance journal
1
Quantitative finance and economics
1
Research in international business and finance
1
Research paper series / Swiss Finance Institute
1
Risk management : a journal of risk, crisis and disaster
1
Risk management : an international journal
1
Risks : open access journal
1
SFB 649 discussion paper
1
Scandinavian actuarial journal
1
Studies in economics and finance
1
Swiss Finance Institute Research Paper
1
The energy journal
1
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ECONIS (ZBW)
70
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1
Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
Saved in:
2
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
3
Measuring contagion risk in high volatility state among Taiwanese major banks
Su, Ender
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
3
,
pp. 185-241
Persistent link: https://www.econbiz.de/10011885900
Saved in:
4
Tail behaviour and tail dependence of generalized hyperbolic distributions
Hammerstein, Ernst August v.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 3-40)
.
2016
Persistent link: https://www.econbiz.de/10011800330
Saved in:
5
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Ken Seng Tan
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
6
Portfolio management with tail dependence
Bergmann, Daniel Reed
;
Savoia, José Roberto Ferreira
; …
- In:
Applied economics
50
(
2018
)
51
,
pp. 5510-5520
Persistent link: https://www.econbiz.de/10012062255
Saved in:
7
Measuring non-exchangeable tail dependence using tail copulas
Koike, Takaaki
;
Kato, Shogo
;
Hofert, Marius
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 466-487
Persistent link: https://www.econbiz.de/10014320337
Saved in:
8
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
9
Comparing and quantifying tail dependence
Siburg, Karl Friedrich
;
Strothmann, Christopher
;
Weiß, …
- In:
Insurance : mathematics and economics
118
(
2024
),
pp. 95-103
Persistent link: https://www.econbiz.de/10015067023
Saved in:
10
Identifying mixture
copula
components using outlier detection methods and goodness-of-fit tests
Weiß, Gregor
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 61-101
Persistent link: https://www.econbiz.de/10013262930
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