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  • Search: subject:"Copula function"
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Year of publication
Subject
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Multivariate distribution 2,645 Multivariate Verteilung 2,644 Theorie 1,390 Theory 1,390 Risikomaß 524 Risk measure 523 Statistical distribution 515 Statistische Verteilung 515 Portfolio selection 491 Portfolio-Management 491 Risikomanagement 425 Risk management 418 Capital income 403 Kapitaleinkommen 403 Zeitreihenanalyse 398 Time series analysis 396 Volatility 349 Volatilität 349 ARCH model 338 ARCH-Modell 338 Copula 316 Estimation 316 Schätzung 315 Estimation theory 305 Schätztheorie 305 Risk 259 Risiko 258 Kreditrisiko 253 Credit risk 250 Börsenkurs 246 Share price 246 Aktienmarkt 225 Stock market 225 Welt 208 World 208 Finanzkrise 205 Financial crisis 203 Correlation 198 Korrelation 198 Multivariate Analyse 195
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Online availability
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Undetermined 994 Free 972 CC license 104
Type of publication
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Article 1,767 Book / Working Paper 916
Type of publication (narrower categories)
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Article in journal 1,621 Aufsatz in Zeitschrift 1,621 Graue Literatur 414 Non-commercial literature 414 Arbeitspapier 399 Working Paper 399 Aufsatz im Buch 101 Book section 101 Hochschulschrift 71 Thesis 52 Collection of articles of several authors 15 Sammelwerk 15 Conference paper 13 Konferenzbeitrag 13 Collection of articles written by one author 12 Sammlung 12 Article 5 Aufsatzsammlung 5 Konferenzschrift 4 research-article 4 Conference proceedings 3 Mikroform 3 Amtsdruckschrift 2 Government document 2 Lehrbuch 2 Systematic review 2 Textbook 2 Übersichtsarbeit 2 Bibliografie 1 Bibliografie enthalten 1 Bibliography included 1 Festschrift 1 Rezension 1
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Language
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English 2,627 German 31 Undetermined 25 Czech 1 French 1
Author
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Okhrin, Ostap 43 Härdle, Wolfgang 25 Lucas, André 25 Smith, Michael S. 23 Tiwari, Aviral Kumar 22 Weiß, Gregor 21 Reboredo, Juan Carlos 20 Patton, Andrew J. 19 Einmahl, John H. J. 17 Kim, Jong-Min 17 Manner, Hans 17 Ning, Cathy Q. 17 Segers, Johan 17 Czado, Claudia 16 Hammoudeh, Shawkat 15 Hamori, Shigeyuki 15 Koopman, Siem Jan 15 Prokhorov, Artem 15 Zimmer, David M. 15 Chen, Xiaohong 14 Fermanian, Jean-David 14 Ghorbel, Ahmed 14 Songsak Sriboonchitta 14 Anatolyev, Stanislav 13 Fischer, Matthias 13 Romagnoli, Silvia 13 Bouri, Elie 12 Cherubini, Umberto 12 Dijk, Dick van 12 Fantazzini, Dean 12 Oh, Dong Hwan 12 Shi, Peng 12 Embrechts, Paul 11 Heinen, Andréas 11 Ji, Qiang 11 Mensi, Walid 11 Nguyen, Duc Khuong 11 Okhrin, Yarema 11 Trivedi, Pravin K. 11 Uddin, Mohammed Gazi Salah 11
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Institution
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National Bureau of Economic Research 4 Bergische Universität Wuppertal 2 Center for Economic Research <Tilburg> 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 World Scientific (Firm) 2 Centre for Economic Performance, LSE 1 Economics, Markets, Institutions, IMT Lucca Institute for Advanced Studies 1 Faculty of Economics, University of Cambridge 1 Friedrich-Schiller-Universität Jena 1 Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center 1 International Center for Financial Asset Management and Engineering 1 International Monetary Fund 1 Society for the Study of Economic Inequality - ECINEQ 1 Springer International Publishing 1 Thailand Econometric Society 1 Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen 1 University of California Davis / Department of Economics 1 Universität Bremen 1 Université Paris-Dauphine (Paris IX) 1 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 1 Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau> 1 Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 1
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Published in...
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Insurance 100 Energy economics 59 Risks : open access journal 48 Applied economics 45 Economic modelling 41 European journal of operational research : EJOR 38 International review of financial analysis 37 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 35 Journal of banking & finance 32 The North American journal of economics and finance : a journal of financial economics studies 32 Finance research letters 30 Journal of econometrics 30 SFB 649 discussion paper 27 Journal of risk and financial management : JRFM 24 Discussion paper / Tinbergen Institute 23 The European journal of finance 23 Computational economics 22 Journal of risk 22 International review of economics & finance : IREF 20 Applied economics letters 17 Economics letters 17 Discussion paper / Center for Economic Research, Tilburg University 16 International journal of theoretical and applied finance 16 Journal of empirical finance 16 Research in international business and finance 16 Econometric reviews 15 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 15 Journal of international financial markets, institutions & money 14 International journal of forecasting 13 Scandinavian actuarial journal 13 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 13 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 12 Quantitative finance 12 Journal of financial econometrics : official journal of the Society for Financial Econometrics 11 Journal of international money and finance 11 The journal of futures markets 11 Discussion paper 10 Econometrics : open access journal 10 The journal of credit risk : published quarterly by Incisive Media 10 Astin bulletin : the journal of the International Actuarial Association 9
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Source
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ECONIS (ZBW) 2,645 RePEc 28 EconStor 5 Other ZBW resources 5
Showing 1,891 - 1,900 of 2,683
Cover Image
Use of copula functions for the reliability of series systems
Achcar, Jorge Alberto; Moala, Fernando - In: International journal of quality & reliability management 32 (2015) 6, pp. 617-634
Persistent link: https://www.econbiz.de/10011381842
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Is a normal copula the right copula?
Amengual, Dante; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011389239
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Smooth tests of copula specifications
Lin, Juan; Wu, Ximing - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 128-143
Persistent link: https://www.econbiz.de/10011389984
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Semiparametric conditional quantile estimation through copula-based multivariate models
Noh, Hohsuk; El Ghouch, Anouar; Van Keilegom, Ingrid - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 167-178
Persistent link: https://www.econbiz.de/10011390008
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Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut; Raters, Fabian H. C. - In: Economics letters 133 (2015), pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
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Endogeneity in stochastic frontier models : Copula approach without external instruments
Tran, Kien; Tsionas, Efthymios G. - In: Economics letters 133 (2015), pp. 85-88
Persistent link: https://www.econbiz.de/10011432003
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Idiosyncratic risks, bailout, and financial crisis : a copula approach
Wang, Daphne; Nguyen Khoa Huu - In: Global business and finance review 20 (2015) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10011434259
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Industry co-movements of American depository receipts : evidences from the copula approaches
Lee, Chien-Chiang; Chang, Chi-Hung; Chen, Mei-Ping - In: Economic modelling 46 (2015), pp. 301-314
Persistent link: https://www.econbiz.de/10011436620
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Loan default correlation using an Archimedean copula approach : a case for recalibration
Fenech, Jean Pierre; Vosgha, Hamed; Shafik, Salwa - In: Economic modelling 47 (2015), pp. 340-354
Persistent link: https://www.econbiz.de/10011439450
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Stress-testing for portfolios of commodity futures
Paraschiv, Florentina; Mudry, Pierre-Antoine; Andrieş, … - In: Economic modelling 50 (2015), pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
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