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Search: subject:"Copula Selection"
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Copula Selection
4
Mixture Copula
4
Multivariate Verteilung
4
Multivariate distribution
4
Risikomaß
4
Risk measure
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
3
Theory
3
Copula
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
SCAD
2
Time-Varying Copula
2
Algorithm
1
Algorithmus
1
Bank
1
Bank risk
1
Bankrisiko
1
Bayesian copula selection
1
Commercial bank risks
1
Conditional Copula
1
Copula functions
1
Copula selection
1
Copula selection procedure
1
Copulas
1
Dependence models
1
Detrended fluctuation analysis
1
EM Algorithm
1
EM algorithm
1
Econophysics
1
Estimation theory
1
Graphical tool
1
Hurst exponent
1
Kendall’s tau
1
Multidimensional scaling
1
Non-parametric kernel density
1
Optimal copula selection method
1
Schätztheorie
1
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Free
5
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English
6
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Cai, Zongwu
4
Liu, Guannan
4
Hafner, Christian M.
3
Yang, Bingduo
3
Błachowicz, Tomasz
1
Chen, Rongda
1
Cheng, Diandian
1
DE SCHEPPER, Ann
1
Domino, Krzysztof
1
Fantazzini, Dean
1
Jin, Chenglu
1
Long, Wei
1
Luo, Xuehong
1
MICHIELS, Frederik
1
Mo, Sitian
1
Yang, Ke
1
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Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
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Working papers series in theoretical and applied economics
3
Applied Econometrics
1
Finance research letters
1
IRTG 1792 Discussion Paper
1
Physica A: Statistical Mechanics and its Applications
1
Working Papers / Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
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ECONIS (ZBW)
4
RePEc
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EconStor
1
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1
Semiparametric conditional mixture copula models with
copula
selection
Cai, Zongwu
;
Liu, Guannan
;
Long, Wei
;
Luo, Xuehong
-
2023
Persistent link: https://www.econbiz.de/10014521027
Saved in:
2
Time-varying mixture copula models with
copula
selection
Yang, Bingduo
;
Cai, Zongwu
;
Hafner, Christian M.
;
Liu, …
-
2021
Persistent link: https://www.econbiz.de/10012602628
Saved in:
3
Trending mixture copula models with
copula
selection
Yang, Bingduo
;
Cai, Zongwu
;
Hafner, Christian M.
;
Liu, …
-
2018
Persistent link: https://www.econbiz.de/10011965829
Saved in:
4
Trending Mixture Copula Models with
Copula
Selection
Yang, Bingduo
;
Cai, Zongwu
;
Hafner, Christian M.
;
Liu, …
-
2018
(SCAD) penalty functions to do the estimation and
copula
selection
simultaneously. Monte Carlo simulation results suggest …
Persistent link: https://www.econbiz.de/10012433206
Saved in:
5
Analysis of multidimensional probability distributions with copula functions. III
Fantazzini, Dean
- In:
Applied Econometrics
24
(
2011
)
4
,
pp. 100-130
The final part of the consultation series on copula functions is devoted to the description of
copula
selection
methods …
Persistent link: https://www.econbiz.de/10010841018
Saved in:
6
The dependency measures of commercial bank risks : using an optimal
copula
selection
method based on non-parametric kernel density
Jin, Chenglu
;
Chen, Rongda
;
Cheng, Diandian
;
Mo, Sitian
; …
- In:
Finance research letters
37
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485064
Saved in:
7
The use of copula functions for modeling the risk of investment in shares traded on the Warsaw Stock Exchange
Domino, Krzysztof
;
Błachowicz, Tomasz
- In:
Physica A: Statistical Mechanics and its Applications
413
(
2014
)
C
,
pp. 77-85
predict high drops of those prices. It appeared to be a valuable indicator in the
copula
selection
procedure, since Hurst …
Persistent link: https://www.econbiz.de/10011060119
Saved in:
8
A new graphical tool for
copula
selection
MICHIELS, Frederik
;
DE SCHEPPER, Ann
-
Faculteit Toegepaste Economische Wetenschappen, …
-
2010
copula
selection
, based on a statistical analysis technique called ‘principal coordinate analysis’. The advantage is …
Persistent link: https://www.econbiz.de/10008577573
Saved in:
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