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Search: subject:"Copula function"
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Multivariate distribution
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Okhrin, Ostap
43
Härdle, Wolfgang
25
Lucas, André
25
Smith, Michael S.
22
Tiwari, Aviral Kumar
22
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21
Patton, Andrew J.
19
Reboredo, Juan Carlos
19
Einmahl, John H. J.
17
Kim, Jong-Min
17
Manner, Hans
17
Segers, Johan
17
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16
Ning, Cathy Q.
16
Hammoudeh, Shawkat
15
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15
Chen, Xiaohong
14
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Songsak Sriboonchitta
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Oh, Dong Hwan
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11
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Ji, Qiang
11
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Okhrin, Yarema
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
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Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
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Finance research letters
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SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
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Journal of risk
22
The European journal of finance
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Computational economics
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International review of economics & finance : IREF
18
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International journal of theoretical and applied finance
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Journal of empirical finance
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Research in international business and finance
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Applied economics letters
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Economics letters
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Econometric reviews
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Journal of international financial markets, institutions & money
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International journal of forecasting
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Scandinavian actuarial journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
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10
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The journal of credit risk : published quarterly by Incisive Media
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The journal of futures markets
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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RePEc
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5
EconStor
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1431
A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets
Pircalabu, Anca
;
Benth, Fred Espen
- In:
Energy economics
68
(
2017
),
pp. 283-302
Persistent link: https://www.econbiz.de/10011905725
Saved in:
1432
Semi-parametric estimation of income mobility with D‑vines using bivariate penalised splines
Schellhase, Christian
;
Kuhlenkasper, Torben
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
11
(
2017
)
2
,
pp. 107-134
Persistent link: https://www.econbiz.de/10011889820
Saved in:
1433
Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar
Huang, Wanling
;
Mollick, André Varella
;
Nguyen Khoa Huu
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 959-997
Persistent link: https://www.econbiz.de/10011892922
Saved in:
1434
Time-varying copula models in the shipping derivatives market
Shi, Wenming
;
Li, Kevin Xingang
;
Yang, Zhongzhi
;
Wang, …
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 1039-1058
Persistent link: https://www.econbiz.de/10011892949
Saved in:
1435
What forces drive the dynamic interaction between regional housing prices?
Wu, Yun-Ling
;
Lu, Chien-Lin
;
Chen, Ming-Chi
;
Chu, Fang-Ni
- In:
International journal of strategic property management
21
(
2017
)
3
,
pp. 225-239
Persistent link: https://www.econbiz.de/10011893475
Saved in:
1436
The Copula ADCC-GARCH model can help PIIGS to fly
Miralles-Quirós, José Luis
;
Miralles-Quirós, María …
- In:
Journal of international financial markets, …
50
(
2017
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011896152
Saved in:
1437
The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
Saved in:
1438
Hedging downside risk of oil refineries : a vine copula approach
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
Energy economics
66
(
2017
),
pp. 493-507
Persistent link: https://www.econbiz.de/10011896556
Saved in:
1439
Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach
Zhu, Wenjun
;
Ken Seng Tan
;
Wang, Chou-Wen
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 477-493
Persistent link: https://www.econbiz.de/10011685213
Saved in:
1440
Mortality leads and lags
Milidonis, Andreas
;
Efthymiou, Maria
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 495-514
Persistent link: https://www.econbiz.de/10011685215
Saved in:
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