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Search: subject:"Copula Models"
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Multivariate Verteilung
46
Multivariate distribution
46
Copula models
26
Theorie
22
Theory
22
copula models
18
Capital income
15
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15
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15
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15
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14
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14
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12
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11
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11
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10
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10
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9
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Copula Models
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Gupta, Rangan
5
Majumdar, Anandamayee
4
Goodwin, Barry K.
3
Hofert, Marius
3
Horta, Paulo
3
Kim, Jong-Min
3
Koike, Takaaki
3
Lopez, Olivier
3
Pircalabu, Anca
3
Shemyakin, Arkady
3
Trück, Stefan
3
Wang, Antai
3
Araichi, Sawssen
2
Christensen, Troels Sønderby
2
Dionísio, Andreia Teixeira Marques
2
Ferreira, Paulo
2
Gronwald, Marc
2
Herbertsson, Alexander
2
Holt, Matthew T.
2
Jang, Hyuna
2
Ketterer, Janina
2
Kumerow, John
2
Lagoa, Sérgio
2
Mohti, Wahbeeah
2
Noh, Hohsuk
2
Onel, Gulcan
2
Peters, Gareth W.
2
Prestemon, Jeffrey P.
2
Reichert, Katja
2
Serra, Teresa
2
Shevchenko, Pavel V.
2
Targino, Rodrigo S.
2
Tinkl, Fabian
2
Vieira, Isabel
2
Wifvat, Kathryn
2
Ajina, Rawan
1
Almulhim, Tarifa
1
Ames, Matthew
1
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1
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1
International Association of Agricultural Economists - IAAE
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1
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
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Applied economics
5
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3
Risks : open access journal
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2
Finance research letters
2
Insurance / Mathematics & economics
2
Insurance: Mathematics and Economics
2
International journal of forecasting
2
International review of financial analysis
2
Journal of Multivariate Analysis
2
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2
Working papers in economics
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2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania
1
2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil
1
American journal of agricultural economics
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China & world economy
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Departmental Working Papers of Economics - University 'Roma Tre'
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1
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1
IMA journal of management mathematics
1
IWQW Discussion Paper Series
1
IWQW Discussion Papers
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International Journal of Biostatistics
1
International Review of Financial Analysis
1
International journal of financial engineering and risk management
1
Journal of financial econometrics
1
Journal of international money and finance
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Journal of marketing research : JMR
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Journal of multinational financial management
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ECONIS (ZBW)
49
RePEc
17
EconStor
5
BASE
2
Other ZBW resources
1
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21
Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo
;
Liu, Lan
;
Wang, Da
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
Saved in:
22
Bayesian nonparametric conditional Copula estimation of twin data
Dalla Valle, Luciana
;
Leisen, Fabrizio
;
Rossini, Luca
-
2016
Persistent link: https://www.econbiz.de/10011639374
Saved in:
23
Another look at the implied and realised volatility relation : a copula-based approach
Pérez Rodríguez, Jorge V.
- In:
Risk management : a journal of risk, crisis and disaster
22
(
2020
)
1
,
pp. 38-64
Persistent link: https://www.econbiz.de/10012297596
Saved in:
24
An equity-credit hybrid model for asset correlations
Dias, Fabio S.
- In:
International journal of financial engineering and risk …
3
(
2020
)
3
,
pp. 223-239
Persistent link: https://www.econbiz.de/10012253510
Saved in:
25
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
26
Estimating multifactor portfolio credit risk : a variance reduction approach
Hsieh, Ming-Hua
;
Lee, Yi-Hsi
;
Shyu, So-De
;
Chiu, Yu-Fen
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012170623
Saved in:
27
A new approach to measure systemic risk : a bivariate copula model for dependent censored data
Calabrese, Raffaella
;
Osmetti, Silvia Angela
- In:
European journal of operational research : EJOR
279
(
2019
)
3
,
pp. 1053-1064
Persistent link: https://www.econbiz.de/10012102835
Saved in:
28
A seasonal copula mixture for hedging the clean spark spread with wind power futures
Christensen, Troels Sønderby
;
Pircalabu, Anca
;
Høg, …
- In:
Energy economics
78
(
2019
),
pp. 64-80
Persistent link: https://www.econbiz.de/10012159883
Saved in:
29
Compatibility and attainability of matrices of correlation-based measures of concordance
Hofert, Marius
;
Koike, Takaaki
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 885-918
Persistent link: https://www.econbiz.de/10012125190
Saved in:
30
Parallel Bayesian inference for high-dimensional dynamic factor copulas
Nguyen, Hoang
;
Ausín, M. Concepción
;
Galeano, Pedro
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 118-151
Persistent link: https://www.econbiz.de/10012054431
Saved in:
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