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~subject:"Risikomaß"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Risikomaß
Stochastischer Prozess
Multivariate Analyse
1,385
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1,385
Theorie
540
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540
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220
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Asai, Manabu
4
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4
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3
Furman, Edward
3
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Mailhot, Mélina
3
Righi, Marcelo Brutti
3
Semeraro, Patrizia
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Su, Jianxi
3
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Meyer, Renate
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Weiß, Gregor
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Wong, Bernard
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Woo, Jae-Kyung
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Yu, Jun
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1
Asimit, Alexandru V.
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Assaf, Ata
1
Bandi, Federico M.
1
Barros, Carlos Pestana
1
Belles-Sampera, Jaume
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1
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Insurance / Mathematics & economics
15
Econometric reviews
13
Journal of econometrics
8
International journal of theoretical and applied finance
7
Astin bulletin : the journal of the International Actuarial Association
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Risks : open access journal
5
Quantitative finance
4
Econometric theory
3
European journal of operational research : EJOR
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of derivatives research
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Finance research letters
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International journal of production research
2
Journal of banking & finance
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Journal of empirical finance
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Journal of forecasting
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Operations research letters
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Scandinavian actuarial journal
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ASTIN bulletin : the journal of the International Actuarial Association
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Annals of operations research
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Applied financial economics letters
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Betriebswirtschaftliche Forschung und Praxis : BFuP
1
Borsa Istanbul Review
1
Econometrics : open access journal
1
Economic modelling
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance : revue de l'Association Française de Finance
1
Intelligent systems in accounting finance and management : international journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of financial engineering
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International journal of forecasting
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International journal of management concepts and philosophy : IJMCP
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ECONIS (ZBW)
139
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139
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1
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
2
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
3
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Saved in:
4
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
5
Proximity-structured multivariate volatility models
Caporin, Massimiliano
;
Paruolo, Paolo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 559-593
Persistent link: https://www.econbiz.de/10011373256
Saved in:
6
Integrated portfolio risk measure : estimation and asymptotics of multivariate geometric quantiles
Sun, Edward W.
;
Wang, Yu-Jen
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 627-652
Persistent link: https://www.econbiz.de/10012053017
Saved in:
7
Multivariate marked poisson processes and market related multidimensional information flows
Jevtić, Petar
;
Marena, Marina
;
Semeraro, Patrizia
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012013851
Saved in:
8
Multivariate modelling of household claim frequencies in motor third-party liability insurance
Pechon, Florian
;
Trufin, Julien
;
Denuit, Michel
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
3
,
pp. 969-993
Persistent link: https://www.econbiz.de/10011999834
Saved in:
9
Evolution of multivariate copulas in continuous and discrete processes
Yoshizawa, Yasukazu
;
Ishimura, Naoyuki
- In:
Intelligent systems in accounting finance and …
25
(
2018
)
1
,
pp. 44-59
Persistent link: https://www.econbiz.de/10011890511
Saved in:
10
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
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