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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
Tiwari, Aviral Kumar
22
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21
Reboredo, Juan Carlos
20
Patton, Andrew J.
19
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17
Kim, Jong-Min
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Manner, Hans
17
Ning, Cathy Q.
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16
Hammoudeh, Shawkat
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Chen, Xiaohong
14
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Songsak Sriboonchitta
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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
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38
International review of financial analysis
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35
Journal of banking & finance
32
The North American journal of economics and finance : a journal of financial economics studies
32
Finance research letters
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Journal of econometrics
30
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
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The European journal of finance
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Computational economics
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Journal of risk
22
International review of economics & finance : IREF
20
Applied economics letters
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Economics letters
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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
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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
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ECONIS (ZBW)
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RePEc
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EconStor
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2611
Testing for asset market linkages : a new approach based on time-varying copulas
Manner, Hans
;
Candelon, Bertrand
-
2007
Persistent link: https://www.econbiz.de/10003647683
Saved in:
2612
Estimation and model selection of copulas with an application to exchange rates
Manner, Hans
-
2007
Persistent link: https://www.econbiz.de/10003647709
Saved in:
2613
The one-factor Gaussian copula applied to CDOs : just say NO (or, if you see a correlation smile, she is laughing at your "results")
Cifuentes, Arturo
;
Katsaros, Georgios
- In:
The journal of structured finance
13
(
2007/08
)
3
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003862373
Saved in:
2614
Modeling of CDO squareds : capturing the second dimension
Dorn, Jochen
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10003628175
Saved in:
2615
Modeling credit dependency
Servigny, Arnaud de
- In:
The handbook of structured finance
,
(pp. 137-215)
.
2007
Persistent link: https://www.econbiz.de/10003727133
Saved in:
2616
Understanding dependence structure of random variables in financial modelling by using copulas
Biliari, Natalia
;
Topyan, Kudret
-
2007
Persistent link: https://www.econbiz.de/10003668131
Saved in:
2617
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2405-2423
Persistent link: https://www.econbiz.de/10003522947
Saved in:
2618
Modellierung multivariater Abhängigkeitsstrukturen auf Finanzmärkten mit archimedischen und hierarchischen archimedischen Copulas
Savu, Cornelia
-
2007
Persistent link: https://www.econbiz.de/10003539213
Saved in:
2619
Correlation expansions for CDO pricing
Glasserman, Paul
;
Suchintabandid, Sira
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1375-1398
Persistent link: https://www.econbiz.de/10003461167
Saved in:
2620
The Euro and European financial market dependence
Bartram, Söhnke M.
;
Taylor, Stephen
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1461-1481
Persistent link: https://www.econbiz.de/10003461173
Saved in:
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