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~subject:"Multivariate Verteilung"
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Multivariate Verteilung
India
11
Indien
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ARCH model
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ARCH-Modell
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Risikomaß
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Risk measure
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Aktienmarkt
9
Capital income
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Kapitaleinkommen
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Portfolio selection
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Portfolio-Management
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Stock market
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Volatility
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Volatilität
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Börsenkurs
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Share price
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Theorie
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Theory
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Multivariate distribution
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Risikomanagement
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Risk management
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Peak over threshold method
5
Ausreißer
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EVT
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Forecasting model
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GARCH
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Outliers
4
Prognoseverfahren
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Risiko
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Risk
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VAR model
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VAR-Modell
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CVaR
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Capital market returns
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Conditional EVT
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Copula
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Estimation
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Hedging
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Kapitalmarktrendite
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English
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Karmakar, Madhusudan
5
Paul, Samit
3
Garg, Jyoti
1
Karnakar, Madhusudan
1
Khadotra, Ravi
1
Sharma, Udayan
1
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Applied economics
1
International journal of forecasting
1
Review of financial economics : RFE
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
6
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1
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
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2
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
3
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
4
A study on equity home bias using vine copula approach
Garg, Jyoti
;
Karmakar, Madhusudan
;
Paul, Samit
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014246917
Saved in:
5
Downside risk and portfolio optimization of energy stocks : a study on the extreme value theory and the vine copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
The energy journal
44
(
2023
)
2
,
pp. 139-179
Persistent link: https://www.econbiz.de/10014249083
Saved in:
6
Forecasting liquidity-adjusted VaR : a conditional EVT-copula approach
Karmakar, Madhusudan
;
Khadotra, Ravi
- In:
Review of financial economics : RFE
41
(
2023
)
3
,
pp. 283-321
Persistent link: https://www.econbiz.de/10014336153
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