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Search: subject:"Copula function"
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Multivariate distribution
2,655
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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
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13
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12
Cherubini, Umberto
12
Dijk, Dick van
12
Fantazzini, Dean
12
Oh, Dong Hwan
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Shi, Peng
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11
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11
Heinen, Andréas
11
Ji, Qiang
11
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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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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
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
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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
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Econometrics : open access journal
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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)
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RePEc
28
EconStor
5
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5
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311
Two phases queue systems with dependent phases service times via copula
Foroutan, Hossein
;
Rad, Mohammad Reza Salehi
- In:
Opsearch : journal of the Operational Research Society …
61
(
2024
)
1
,
pp. 189-204
Persistent link: https://www.econbiz.de/10015127175
Saved in:
312
Dynamic linkages in agricultural and energy markets : a quantile impulse response approach
Wang, Linjie
;
Chavas, Jean-Paul
;
Li, Jian
- In:
Agricultural economics : the journal of the …
55
(
2024
)
4
,
pp. 639-676
Persistent link: https://www.econbiz.de/10015133207
Saved in:
313
Liquidity-adjusted value-at-risk using extreme value theory and copula approach
Kamal, Harish
;
Paul, Samit
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10015108432
Saved in:
314
Vine copula-based scenario tree generation approaches for portfolio optimization
He, Xiaolei
;
Zhang, Weiguo
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 1936-1955
Persistent link: https://www.econbiz.de/10015110342
Saved in:
315
Unveiling mispricing risks : nonlarge homogeneous portfolio factor copula models for enhanced valuation of subordinated loan securitization
Kim, Sung Ik
- In:
The journal of futures markets
44
(
2024
)
10
,
pp. 1710-1732
Persistent link: https://www.econbiz.de/10015110722
Saved in:
316
Empirical performance of an ESG assets portfolio from US market
Pokou, Fredy
;
Kamdem, Jules Sadefo
;
Benhmad, François
- In:
Computational economics
64
(
2024
)
3
,
pp. 1569-1638
Persistent link: https://www.econbiz.de/10015143946
Saved in:
317
A class of distorted Gaussian copulas : theories and applications
Shao, Hui
;
Zhang, Zhe George
- In:
Journal of the Operational Research Society
75
(
2024
)
11
,
pp. 2077-2100
Persistent link: https://www.econbiz.de/10015188767
Saved in:
318
A study of one-factor copula models from a tail dependence perspective
Shyamalkumar, Nariankadu
;
Tao, Siyang
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
3
,
pp. 679-711
Persistent link: https://www.econbiz.de/10015154570
Saved in:
319
Did precious metals serve as hedge and safe-haven alternatives to equity during the COVID-19 pandemic : new insights using a copula-based approach
Banerjee, Ameet Kumar
;
Pradhan, H. K.
- In:
Journal of emerging market finance
23
(
2024
)
4
,
pp. 399-423
Persistent link: https://www.econbiz.de/10015159135
Saved in:
320
Stochastic orders and distortion risk contribution ratio measures
Zhang, Yiying
- In:
Insurance : mathematics and economics
118
(
2024
),
pp. 104-122
Persistent link: https://www.econbiz.de/10015067027
Saved in:
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