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Search: subject:"Copula function"
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Multivariate distribution
2,655
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2,654
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1,395
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1,395
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527
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526
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518
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518
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493
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493
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428
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421
Capital income
406
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406
Zeitreihenanalyse
400
Time series analysis
398
Volatility
352
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352
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340
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340
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317
Copula
316
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316
Estimation theory
305
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305
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261
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260
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253
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250
Börsenkurs
247
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247
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226
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226
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210
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210
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977
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2,637
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25
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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
Amengual, Dante
11
Embrechts, Paul
11
Heinen, Andréas
11
Ji, Qiang
11
Mensi, Walid
11
Nguyen, Duc Khuong
11
Okhrin, Yarema
11
Sentana, Enrique
11
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National Bureau of Economic Research
4
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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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Insurance
100
Energy economics
59
Risks : open access journal
50
Applied economics
47
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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ECONIS (ZBW)
2,655
RePEc
28
EconStor
5
Other ZBW resources
5
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2591
Modeling duration clusters with dynamic copulas
Wing Lon Ng
- In:
Finance research letters
5
(
2008
)
2
,
pp. 96-103
Persistent link: https://www.econbiz.de/10003751303
Saved in:
2592
Nichtparametrische Inferenz für Copulas : quantitative Risikoanalysen für den deutschen Finanzmarkt
Dobrić, Jadran
-
2008
Persistent link: https://www.econbiz.de/10003751715
Saved in:
2593
How long memory in volatility affects true dependence structure
Mendes, Beatriz Vaz de Melo
;
Kolev, Nikolai
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1070-1086
Persistent link: https://www.econbiz.de/10003792442
Saved in:
2594
Econometrics and risk management
Fouque, Jean-Pierre
(
ed.
);
Fomby, Thomas B.
(
ed.
); …
-
2008
-
1. ed.
Persistent link: https://www.econbiz.de/10003793159
Saved in:
2595
WTI crude oil Futures in portfolio diversification : the time-to-maturity effect
Geman, Hélyette
;
Kharoubi, Cécile
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2553-2559
Persistent link: https://www.econbiz.de/10003795775
Saved in:
2596
Copulae and operational risks
Fantazzini, Dean
;
Dalla Valle, Luciana
;
Giudici, Paolo
- In:
International journal of risk assessment and management …
9
(
2008
)
3
,
pp. 238-257
Persistent link: https://www.econbiz.de/10003806839
Saved in:
2597
On the structure and estimation of hierarchical archimedian copulas
Okhrin, Ostap
;
Okhrin, Yarema
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800392
Saved in:
2598
Performance-Messung und Copula-Funktionen : eine Synthese
Schulz, Martin T.
-
2008
Persistent link: https://www.econbiz.de/10003752816
Saved in:
2599
Copula-based nonlinear quantile autoregression
Chen, Xiaohong
;
Koenker, Roger
;
Xiao, Zhijie
-
2008
Persistent link: https://www.econbiz.de/10003839704
Saved in:
2600
Modelling credit derivatives
Voort, Martinus Franciscus Antonius van der
-
2008
Persistent link: https://www.econbiz.de/10003941299
Saved in:
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