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Search: subject:"Copula function"
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43
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25
Lucas, André
25
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23
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22
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21
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20
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19
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17
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16
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15
Chen, Xiaohong
14
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14
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14
Songsak Sriboonchitta
14
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13
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13
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13
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12
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12
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12
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11
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
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35
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32
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32
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30
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23
The European journal of finance
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22
International review of economics & finance : IREF
20
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Economics letters
17
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16
International journal of theoretical and applied finance
16
Journal of empirical finance
16
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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
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of international money and finance
11
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11
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ECONIS (ZBW)
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EconStor
5
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1891
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
Saved in:
1892
Is a normal copula the right copula?
Amengual, Dante
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011389239
Saved in:
1893
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
Saved in:
1894
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
Saved in:
1895
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
Saved in:
1896
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
Saved in:
1897
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
Saved in:
1898
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
Saved in:
1899
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
Saved in:
1900
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
Saved in:
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