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~subject:"Multivariate distribution"
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Multivariate distribution
Copula
619
Multivariate Verteilung
573
copula
433
Theorie
359
Theory
339
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199
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193
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192
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177
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176
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174
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152
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150
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128
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81
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70
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70
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Kim, Jong-Min
10
Jung, Hojin
8
Mensi, Walid
8
Okhrin, Ostap
7
Tiwari, Aviral Kumar
7
Shahzad, Syed Jawad Hussain
6
Weiß, Gregor
6
Einmahl, John H. J.
5
Hamori, Shigeyuki
5
Hanif, Waqas
5
Prokhorov, Artem
5
Serletis, Apostolos
5
Shi, Peng
5
Anatolyev, Stanislav
4
Arellano, Manuel
4
Bonhomme, Stéphane
4
Bouri, Elie
4
Gospodinov, Nikolaj
4
Hammoudeh, Shawkat
4
Hussain, Saiful Izzuan
4
Karmakar, Madhusudan
4
Laeven, Roger J. A.
4
Lau, Chi Keung
4
Liu, Jinan
4
Mangold, Benedikt
4
Papadopoulos, Alecos
4
Power, Gabriel J.
4
Reboredo, Juan Carlos
4
Vo Xuan Vinh
4
Wang, Shixuan
4
Wu, Ximing
4
Yang, Jingping
4
Al-Yahyaee, Khamis Hamed
3
Albulescu, Claudiu Tiberiu
3
Amengual, Dante
3
Bai, Xiwen
3
Can, Sami Umut
3
Dahl, Bruce L.
3
Durante, Fabrizio
3
Elberg, Christina
3
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Insurance / Mathematics & economics
22
Applied economics
21
Energy economics
21
The North American journal of economics and finance : a journal of financial economics studies
17
European journal of operational research : EJOR
13
Journal of econometrics
12
International review of financial analysis
11
Journal of banking & finance
11
Risks : open access journal
11
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10
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10
Economics letters
8
International review of economics & finance : IREF
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of risk and financial management : JRFM
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Computational economics
6
Finance research letters
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Astin bulletin : the journal of the International Actuarial Association
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of forecasting
5
Journal of risk
5
SFB 649 discussion paper
5
Scandinavian actuarial journal
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
Discussion paper / Center for Economic Research, Tilburg University
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of empirical finance
4
The European journal of finance
4
ASTIN bulletin : the journal of the International Actuarial Association
3
CEMFI working paper
3
Central European journal of economic modelling and econometrics
3
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3
Discussion paper / Tinbergen Institute
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
IWQW discussion paper series
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ECONIS (ZBW)
573
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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
Saved in:
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
Saved in:
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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