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Search: subject:"Copula function"
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Okhrin, Ostap
43
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25
Lucas, André
25
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23
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22
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21
Reboredo, Juan Carlos
20
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19
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17
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Songsak Sriboonchitta
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
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The European journal of finance
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International review of economics & finance : IREF
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Applied economics letters
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Journal of empirical finance
16
Research in international business and finance
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of international financial markets, institutions & money
14
International journal of forecasting
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Scandinavian actuarial journal
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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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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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2401
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang
;
Liang, Shin-shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
Saved in:
2402
Negative default dependence in supplier networks
Wagner, Stephan M.
;
Bode, Christoph
;
Koziol, Philipp
- In:
International journal of production economics
134
(
2011
)
2
,
pp. 398-406
Persistent link: https://www.econbiz.de/10009373813
Saved in:
2403
A copula-based simulation model for supply portfolio risk
Sak, Halis
;
Haksöz, Çağrı
- In:
The journal of operational risk
6
(
2011
)
3
,
pp. 15-38
Persistent link: https://www.econbiz.de/10009374121
Saved in:
2404
Optimal asset allocation under linear loss aversion
Fortin, Ines
;
Hlouskova, Jaroslava
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2974-2990
Persistent link: https://www.econbiz.de/10009374686
Saved in:
2405
An alternative bivariate zero-inflated negative binomial regression model using a copula
So, Sunha
;
Lee, Dong-hee
;
Jung, Byoung Cheol
- In:
Economics letters
113
(
2011
)
2
,
pp. 183-185
Persistent link: https://www.econbiz.de/10009375559
Saved in:
2406
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
2407
How do crude oil prices co-move? : a copula approach
Reboredo, Juan Carlos
- In:
Energy economics
33
(
2011
)
5
,
pp. 948-955
Persistent link: https://www.econbiz.de/10009382973
Saved in:
2408
Archimedean copulas in finite and infinite dimensions : with application to ruin problems
Constantinescu, Corina
;
Hashorva, Enkelejd
;
Ji, Lanpeng
- In:
Insurance
49
(
2011
)
3
,
pp. 487-495
Persistent link: https://www.econbiz.de/10009404679
Saved in:
2409
Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement
Weiß, Gregor
- In:
Kredit und Kapital
44
(
2011
)
4
,
pp. 543-577
Persistent link: https://www.econbiz.de/10009504812
Saved in:
2410
The crash-NIG copula model : risk measurement and management of credit portfolios
Schlösser, Anna
;
Zagst, Rudi
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
4
,
pp. 392-418
Persistent link: https://www.econbiz.de/10009507706
Saved in:
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