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Search: subject:"Copula function"
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Multivariate distribution
2,572
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2,571
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1,363
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514
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513
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503
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503
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481
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481
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404
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396
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396
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388
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333
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333
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327
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327
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306
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305
Copula
304
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297
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297
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249
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244
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243
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241
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Okhrin, Ostap
43
Härdle, Wolfgang
25
Lucas, André
25
Smith, Michael S.
22
Tiwari, Aviral Kumar
22
Weiß, Gregor
21
Patton, Andrew J.
19
Reboredo, Juan Carlos
19
Einmahl, John H. J.
17
Kim, Jong-Min
17
Manner, Hans
17
Segers, Johan
17
Czado, Claudia
16
Ning, Cathy Q.
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
Dijk, Dick van
12
Fantazzini, Dean
12
Oh, Dong Hwan
12
Bouri, Elie
11
Cherubini, Umberto
11
Embrechts, Paul
11
Heinen, Andréas
11
Ji, Qiang
11
Nguyen, Duc Khuong
11
Okhrin, Yarema
11
Shi, Peng
11
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11
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International Center for Financial Asset Management and Engineering
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International Monetary Fund
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Society for the Study of Economic Inequality - ECINEQ
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Springer International Publishing
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Universität Bremen
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Université Paris-Dauphine (Paris IX)
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
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Energy economics
57
Applied economics
45
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European journal of operational research : EJOR
38
International review of financial analysis
34
Journal of banking & finance
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
The North American journal of economics and finance : a journal of financial economics studies
32
Finance research letters
29
Journal of econometrics
29
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
24
Discussion paper / Tinbergen Institute
23
Journal of risk
22
The European journal of finance
22
Computational economics
18
International review of economics & finance : IREF
18
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
Applied economics letters
15
Economics letters
15
Econometric reviews
14
Journal of international financial markets, institutions & money
14
International journal of forecasting
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
Scandinavian actuarial journal
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Discussion paper
10
Quantitative finance
10
The journal of credit risk : published quarterly by Incisive Media
10
The journal of futures markets
10
Astin bulletin : the journal of the International Actuarial Association
9
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
Econometric theory
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ECONIS (ZBW)
2,572
RePEc
28
Other ZBW resources
5
EconStor
4
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200
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191
Asymmetries in risk spillovers between currency and stock markets : evidence from the CoVaR-copula approach
Wang, Yi-Chiuan
;
Lai, Yi-hao
;
Wu, Jyh-lin
- In:
Review of quantitative finance and accounting
63
(
2024
)
3
,
pp. 1083-1119
Persistent link: https://www.econbiz.de/10015178475
Saved in:
192
Semiparametric copula models applied to the decomposition of claim amounts
Farkas, Sébastien
;
Lopez, Olivier
- In:
Scandinavian actuarial journal
2024
(
2024
)
10
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10015188244
Saved in:
193
Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
;
Xu, Ziqing
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 132-150
Persistent link: https://www.econbiz.de/10015066737
Saved in:
194
Stochastic orders and distortion risk contribution ratio measures
Zhang, Yiying
- In:
Insurance : mathematics and economics
118
(
2024
),
pp. 104-122
Persistent link: https://www.econbiz.de/10015067027
Saved in:
195
A study of one-factor copula models from a tail dependence perspective
Shyamalkumar, Nariankadu
;
Tao, Siyang
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
3
,
pp. 679-711
Persistent link: https://www.econbiz.de/10015154570
Saved in:
196
Did precious metals serve as hedge and safe-haven alternatives to equity during the COVID-19 pandemic : new insights using a copula-based approach
Banerjee, Ameet Kumar
;
Pradhan, H. K.
- In:
Journal of emerging market finance
23
(
2024
)
4
,
pp. 399-423
Persistent link: https://www.econbiz.de/10015159135
Saved in:
197
Uncovered equity parity : new evidence from a copula approach
Jung, Hojin
;
Su, Li
;
Jung, Kuk Mo
- In:
Applied economics
56
(
2024
)
59
,
pp. 8690-8703
Persistent link: https://www.econbiz.de/10015141901
Saved in:
198
Empirical performance of an ESG assets portfolio from US market
Pokou, Fredy
;
Kamdem, Jules Sadefo
;
Benhmad, François
- In:
Computational economics
64
(
2024
)
3
,
pp. 1569-1638
Persistent link: https://www.econbiz.de/10015143946
Saved in:
199
Examining the dependence structure between carry trade and equity market returns in BRICS economies
Makhanya, Kabelo Collen
;
Bonga-Bonga, Lumengo
; …
- In:
International economic journal
38
(
2024
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10014577873
Saved in:
200
Analysing the dynamic co-movement between tourism and expected economic growth considering extreme events
Liu, Jianxu
;
Ramos, Vicente
;
Yang, Bing
;
Wang, Mengjiao
; …
- In:
Tourism economics : the business and finance of tourism …
30
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014580628
Saved in:
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