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Search: subject:"Copula function"
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Multivariate distribution
2,655
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2,654
Theorie
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
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406
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406
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400
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398
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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
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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
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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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2,637
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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
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11
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11
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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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2621
The comonotonicity coefficient : a new measure of positive dependence in a multivariate setting
Koch, Inge
(
contributor
);
De Schepper, Ann
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003467239
Saved in:
2622
A copula approach to value-at-risk estimation for fixed-income portfolios
Martellini, Lionel
;
Meyeredi, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10003502367
Saved in:
2623
Copula modeling : an introduction for practitioners
Trivedi, Pravin K.
;
Zimmer, David M.
-
2007
Persistent link: https://www.econbiz.de/10003553428
Saved in:
2624
The copula approach to modelling multivariate extreme values : theory and examples with financial applications in view
Demarta, Stefano
-
2007
Persistent link: https://www.econbiz.de/10003740889
Saved in:
2625
Extreme Value Theory im Risikomanagement
Zeder, Markus
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002850947
Saved in:
2626
Credit Correlation : Life after Copulas
Lipton, Alexander
-
2007
Key Features:Contributors are practitioners and academics from leading institutions such as Citigroup, Lehmen Brothers, JP Morgan, University of Cambridge, Imperial College London and Stanford University.
Persistent link: https://www.econbiz.de/10012690954
Saved in:
2627
Essays on partial identification in econometrics and finance
Galichon, Alfred
-
2007
Persistent link: https://www.econbiz.de/10009691355
Saved in:
2628
Extreme behavior bivariate elliptical distributions
Asimit, Alexandru V.
;
Jones, Bruce L.
- In:
Insurance
41
(
2007
)
1
,
pp. 53-61
Persistent link: https://www.econbiz.de/10003755665
Saved in:
2629
Lower tail dependence for Archimedean copulas : characterizations and pitfalls
Charpentier, Arthur
;
Segers, Johan
- In:
Insurance
40
(
2007
)
3
,
pp. 525-532
Persistent link: https://www.econbiz.de/10003755787
Saved in:
2630
Use of copulas for risk measurement : dependence, correlation, and nonnormality
Topyan, Kudret
;
Boliari, Natalia
-
2006
Persistent link: https://www.econbiz.de/10003627570
Saved in:
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