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Search: subject:"Copula function"
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43
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25
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25
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23
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22
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21
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19
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17
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
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International review of economics & finance : IREF
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Research in international business and finance
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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
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Scandinavian actuarial journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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2521
Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam
- In:
Econometric theory
25
(
2009
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
Saved in:
2522
Contracts with endogenous information
Szalay, Dezső
- In:
Games and economic behavior
65
(
2009
)
2
,
pp. 586-625
Persistent link: https://www.econbiz.de/10003841179
Saved in:
2523
Collaborative planning: issues with asymmetric cost and hold-up in automotive supply chains
Staeblein, Thomas
- In:
Operations research proceedings 2008 : selected papers …
,
(pp. 227-232)
.
2009
Persistent link: https://www.econbiz.de/10003841192
Saved in:
2524
Joint and conditional transformed t-mixture models with applications to financial and economic data
Friedman, Craig
;
Cao, Wenbo
;
Huang, Jinggang
;
Zhang, …
- In:
Journal of risk
11
(
2008/09
)
3
,
pp. 25-54
Persistent link: https://www.econbiz.de/10003844346
Saved in:
2525
A tractable multivariate default model based on a stochastic time-change
Mai, Jan-Frederik
;
Scherer, Matthias
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 227-249
Persistent link: https://www.econbiz.de/10003855783
Saved in:
2526
Pitfalls in modelling dependence structures : explorations with copulas
Trivedi, Pravin K.
;
Zimmer, David M.
- In:
The methodology and practice of econometrics : a …
,
(pp. 149-172)
.
2009
Persistent link: https://www.econbiz.de/10003857838
Saved in:
2527
Copula-based multivariate GARCH model with uncorrelated dependent errors
Lee, Tae-hwy
;
Long, Xiangdong
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10003858572
Saved in:
2528
A study on the dependence structure of aggregate loss distributions based on frequency dependence
Kim, Woohwan
;
Bang, Seungbeom
- In:
The ICFAI university journal of financial risk …
6
(
2009
)
3/4
,
pp. 121-130
Persistent link: https://www.econbiz.de/10003949545
Saved in:
2529
Counterparty risk for credit default swaps : impact of spread volatility and default correlation
Brigo, Damiano
;
Chourdakis, Kyriakos
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1007-1026
Persistent link: https://www.econbiz.de/10003928780
Saved in:
2530
Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance
Giacomini, Enzo
-
2009
Persistent link: https://www.econbiz.de/10003931427
Saved in:
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