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Search: subject:"Copula function"
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Multivariate distribution
2,655
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526
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316
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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
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11
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11
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International Center for Financial Asset Management and Engineering
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International Monetary Fund
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Society for the Study of Economic Inequality - ECINEQ
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Springer International Publishing
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Thailand Econometric Society
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University of California Davis / Department of Economics
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Universität Bremen
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Université Paris-Dauphine (Paris IX)
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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
1
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Energy economics
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Risks : open access journal
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47
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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
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ECONIS (ZBW)
2,655
RePEc
28
EconStor
5
Other ZBW resources
5
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291
Sample selection bias in non-traditional lending : a copula-based approach for imbalanced data
Calabrese, Raffaella
;
Osmetti, Silvia Angela
;
Zanin, Luca
- In:
Socio-economic planning sciences : the international …
95
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015101827
Saved in:
292
Efficiency and productivity analysis : using copulas in stochastic frontier models
Prokhorov, Artem
-
2024
Persistent link: https://www.econbiz.de/10014515426
Saved in:
293
Modelling simultaneously censored outcomes of private policing and crime
Petterini, Francis C.
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1311-1331
Persistent link: https://www.econbiz.de/10014519822
Saved in:
294
Geographic dependence and diversification in house price returns : the role of leverage
Heinen, Andréas
;
Kim, Mi Lim
;
Hamadi, Malika
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 297-334
Persistent link: https://www.econbiz.de/10014526319
Saved in:
295
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
296
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
297
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
298
Hedging performance analysis of energy markets : evidence from copula quantile regression
Ren, Xianling
;
Yu, Xinping
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 432-450
Persistent link: https://www.econbiz.de/10014475503
Saved in:
299
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
300
A bivariate relative poverty line for leisure time and income poverty : detecting intersectional differences using distributional copulas
Dorn, Franziska
;
Radice, Rosalba
;
Marra, Giampiero
; …
- In:
Review of income and wealth
70
(
2024
)
2
,
pp. 395-419
Persistent link: https://www.econbiz.de/10014536160
Saved in:
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