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  • Search: subject:"Copula Models"
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Year of publication
Subject
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Multivariate Verteilung 46 Multivariate distribution 46 Copula models 26 Theorie 22 Theory 22 copula models 18 Capital income 15 Kapitaleinkommen 15 Risikomaß 15 Risk management 15 Risikomanagement 14 Risk measure 14 Portfolio selection 12 Portfolio-Management 12 Statistical distribution 12 Statistische Verteilung 12 Volatility 11 Volatilität 11 Aktienmarkt 10 Schätzung 10 Stock market 10 Börsenkurs 9 Credit risk 8 Estimation 8 Share price 8 Copula Models 7 Kreditrisiko 7 Correlation 6 Estimation theory 6 Financial crisis 6 Finanzmarkt 6 Korrelation 6 Schätztheorie 6 Welt 6 World 6 ARCH-Modell 5 Financial market 5 Finanzkrise 5 Forecasting model 5 Markov chain 5
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Online availability
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Undetermined 40 Free 26 CC license 4
Type of publication
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Article 57 Book / Working Paper 16 Other 1
Type of publication (narrower categories)
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Article in journal 44 Aufsatz in Zeitschrift 44 Working Paper 6 Arbeitspapier 4 Article 3 Graue Literatur 3 Non-commercial literature 3 Aufsatz im Buch 1 Book section 1 Thesis 1
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Language
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English 59 Undetermined 15
Author
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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 Ansaram, Karishma 1 Ardakani, Omid M. 1
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Institution
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Agricultural and Applied Economics Association - AAEA 1 CESifo 1 COMISEF 1 Computer Science 1 Department of Economics, Faculty of Economic and Management Sciences 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 International Association of Agricultural Economists - IAAE 1 Vanderbilt University Department of Economics 1 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 1
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Published in...
All
Applied economics 5 Energy economics 3 Risks : open access journal 3 Economic modelling 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 Risks 2 Working papers in economics 2 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 1 Applied economics letters 1 Astin bulletin : the journal of the International Actuarial Association 1 Australasian accounting business and finance journal : AABF 1 CESifo Working Paper 1 CESifo Working Paper Series 1 China & world economy 1 Departmental Working Papers of Economics - University 'Roma Tre' 1 Economies 1 Economies : open access journal 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energy Policy 1 Energy strategy reviews 1 European journal of operational research : EJOR 1 IMA journal of management mathematics 1 IWQW Discussion Paper Series 1 IWQW Discussion Papers 1 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 1 Journal of marketing research : JMR 1 Journal of multinational financial management 1 Pacific-Basin finance journal 1 Review of managerial science 1
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Source
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ECONIS (ZBW) 49 RePEc 17 EconStor 5 BASE 2 Other ZBW resources 1
Showing 1 - 10 of 74
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Measurement, identification, and spillover effects of systemic risk in the international clean energy market
Zhao, Mingtao; Lu, Suwan; Cui, Lianbiao - In: Energy strategy reviews 52 (2024), pp. 1-14
The International Clean Energy Market (ICEM) has emerged as one of the fastest-growing sectors in the energy industry. The increasing financialization and integration of the ICEM has meant that internal systemic risks have begun to surface, which can potentially seriously threaten the stable...
Persistent link: https://www.econbiz.de/10014583304
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Risk management of stock portfolios with jumps at exogenous default events
Herbertsson, Alexander - 2023
Persistent link: https://www.econbiz.de/10014431441
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Copula models of COVID-19 mortality in Minnesota and Wisconsin
Lei, Xianhui; Shemyakin, Arkady - In: Risks : open access journal 11 (2023) 11, pp. 1-17
In this study, we assess COVID-19-related mortality in Minnesota and Wisconsin with the aim of demonstrating both the temporal dynamics and the magnitude of the pandemic's influence from an actuarial risk standpoint. In the initial segment of this paper, we discuss the methodology successfully...
Persistent link: https://www.econbiz.de/10014436366
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Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander - 2023
Persistent link: https://www.econbiz.de/10014518798
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Vine copula Granger causality in quantiles
Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Applied economics 56 (2024) 10, pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
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Tail risks in household finance
Ardakani, Omid M.; Ajina, Rawan - In: Finance research letters 69 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10015079725
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Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations
Imai, Hiroyuki; Kim, Jong-Min - In: Applied economics 56 (2024) 47, pp. 5634-5649
Persistent link: https://www.econbiz.de/10015051126
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Dependence structure among carbon markets around the world : new evidence from GARCH-Copula Analysis
Ansaram, Karishma; Mazza, Paolo - In: The energy journal 45 (2024) 2, pp. 237-260
Persistent link: https://www.econbiz.de/10014582993
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ESG, risk, and (tail) dependence
Bax, Karoline; Sahin, Özge; Czado, Claudia; Paterlini, … - In: International review of financial analysis 87 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014456333
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A copula-based time series model for global horizontal irradiation
Müller, Alfred; Reuber, Matthias - In: International journal of forecasting 39 (2023) 2, pp. 869-883
Persistent link: https://www.econbiz.de/10014465159
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