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1. Portfolio management under asymmetric dependence and distribution

   Author: Hlawatsch, Stefan; Reichling, Peter

   Published: 2010

   Publisher:  Univ., FEMM, Magdeburg

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Print
   Series:	Working paper series ; No. 2010,17
   Subjects:	Portfolio Selection; Kapitalertrag; Börsenkurs; Wahrscheinlichkeitsverteilung; Kopula <Mathematik>; Value at Risk; Schätzung
   Other subjects:	(stw)Portfolio-Management; (stw)Kapitaleinkommen; (stw)Börsenkurs; (stw)Statistische Verteilung; (stw)Multivariate Verteilung; (stw)Risikomaß; (stw)Börsenkurs; (stw)Schätzung; (stw)Eurozone; Online-Publikation; Arbeitspapier; Online-Publikation; Arbeitspapier; Graue Literatur
   Scope:	26 S., graph. Darst., 30 cm
   Notes:	Literaturangaben

2. Unravelling spatial patterns in efficiency frontiers with an extension to endogeneity-robust modelling using copulas

   Author: Haschka, Rouven Edgar

   Published: 2019

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   Source:	Union catalogues
   Language:	English
   Media type:	Dissertation
   Format:	Print
   Subjects:	Produktivität; Frontier-Funktion; Kopula <Mathematik>; Panel; Spitzentechnologie; Technologieunternehmen; Innovation; Effizienz; Medizinische Versorgung; Räumliche Verteilung; Technischer Fortschritt; Forschung
   Other subjects:	(stw)Produktivität; (stw)Technische Effizienz; (stw)Multivariate Verteilung; (stw)Panel; (stw)Hochtechnologie; (stw)Innovation; (stw)Effizienz; (stw)Europa; (stw)Gesundheitsversorgung; (stw)Räumliche Verteilung; (stw)Deutschland; (stw)Technischer Fortschritt; (stw)Forschung; Graue Literatur
   Scope:	226 Seiten, Diagramme, Karten, 21 cm
   Notes:	Dissertation, Georg-August-Universität Göttingen, 2019

3. Portfolio Management under Asymmetric Dependence and Distributio

   Author: Hlawatsch, Stefan; Reichling, Peter

   Published: 2018

   Publisher:  Universitätsbibliothek Magdeburg, Magdeburg

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   Source:	Union catalogues
   Language:	English
   Media type:	E-Journal
   Format:	Online
   ISSN:	2628-1724
   Other identifier:	doi: 10.24352/UB.OVGU-2018-435 urn: urn:nbn:de:101:1-2021042309250742683175
   Series:	Working paper series ; 17.2010
   Subjects:	Portfolio Selection; Kapitalertrag; Börsenkurs; Wahrscheinlichkeitsverteilung; Kopula <Mathematik>; Value at Risk; Schätzung
   Other subjects:	(stw)Portfolio-Management; (stw)Kapitaleinkommen; (stw)Börsenkurs; (stw)Statistische Verteilung; (stw)Multivariate Verteilung; (stw)Risikomaß; (stw)Börsenkurs; (stw)Schätzung; (stw)Eurozone; Online-Publikation; Arbeitspapier; Online-Publikation; Arbeitspapier; Graue Literatur
   Scope:	Online-Ressource

4. Modelling dependence of extreme events in energy markets using tail copulas

   Author: Jäschke, Stefan; Siburg, Karl F.; Stoimenov, Pavel A.

   Published: 2011

   Publisher:  Universitätsbibliothek Dortmund, Dortmund

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Other identifier:	hdl: 2003/27610 urn: urn:nbn:de:101:1-201606131215
   Series:	Discussion Paper / SFB 823 ; 08/2011
   Subjects:	Erdölpreis; Erdgas; Preis; Wahrscheinlichkeitsverteilung; Kopula <Mathematik>; Schätzung; Warentermingeschäft; Warenterminhandel; Warenterminmarkt; Warenterminoption; :z Geschichte 2007-2010
   Other subjects:	(stw)2007-2010; (stw)Ölpreis; (stw)Erdgas; (stw)Preis; (stw)Statistische Verteilung; (stw)Multivariate Verteilung; (stw)Schätzung; (stw)Rohstoffderivat; (stw)USA; Crude oil; Extreme event; Natural gas; Tail copula; Tail dependence; Graue Literatur
   Scope:	Online-Ressource

5. Stock market confidence and copula-based Markov models

   Author: Jovanović, Mario

   Published: 2010

   Publisher:  Universitätsbibliothek Dortmund, Dortmund

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Other identifier:	hdl: 2003/27407 urn: urn:nbn:de:101:1-201607206012
   Series:	Discussion Paper / SFB 823 ; 38/2010
   Subjects:	Börsenkurs; Risiko; Schätztheorie; Kopula <Mathematik>; Theorie
   Other subjects:	(stw)Börsenkurs; (stw)Risiko; (stw)Schätztheorie; (stw)Multivariate Verteilung; (stw)Theorie; (stw)USA; confidence; temporal dependence; uncertainty; Graue Literatur
   Scope:	Online-Ressource

6. Estimation of risk measures in energy portfolios using modern copula techniques

   Author: Jäschke, Stefan

   Published: 2012

   Publisher:  Universitätsbibliothek Dortmund, Dortmund

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Other identifier:	hdl: 2003/29691 urn: urn:nbn:de:101:1-201607262363
   Series:	Discussion Paper / SFB 823 ; 43/2012
   Subjects:	Erdölpreis; Warentermingeschäft; Warenterminhandel; Warenterminmarkt; Warenterminoption; Portfolio Selection; Value at Risk; Kopula <Mathematik>; Schätzung
   Other subjects:	(stw)Ölpreis; (stw)Rohstoffderivat; (stw)Portfolio-Management; (stw)Risikomaß; (stw)Multivariate Verteilung; (stw)Schätzung; (stw)USA; (stw)Europa; backtesting; crude oil; goodness-of-fit tests; joint dynamics; risk measures; tail copulas; Graue Literatur
   Scope:	Online-Ressource

7. Realized Copula

   Author: Fengler, Matthias R.; Okhrin, Ostap

   Published: 2012

   Publisher:  Humboldt-Universität zu Berlin, Berlin

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Other identifier:	doi: 10.18452/4407 urn: urn:nbn:de:kobv:11-100202412
   Subjects:	Kapitalertrag; Kopula <Mathematik>; Zeitreihenanalyse; Varianzanalyse; Theorie
   Other subjects:	(stw)Kapitaleinkommen; (stw)Multivariate Verteilung; (stw)Zeitreihenanalyse; (stw)Varianzanalyse; (stw)Theorie; realized variance; realized covariance; realized copula; multivariate dependence; Arbeitspapier; Graue Literatur
   Scope:	Online-Ressource
   Notes:	In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2012, Ausgabe 34, 2012