EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Copula function"
Narrow search

Narrow search

Year of publication
Subject
All
Multivariate distribution 2,572 Multivariate Verteilung 2,571 Theorie 1,363 Theory 1,363 Risikomaß 514 Risk measure 513 Statistical distribution 503 Statistische Verteilung 503 Portfolio selection 481 Portfolio-Management 481 Risikomanagement 411 Risk management 404 Capital income 396 Kapitaleinkommen 396 Zeitreihenanalyse 388 Time series analysis 386 Volatility 333 Volatilität 333 ARCH model 327 ARCH-Modell 327 Estimation 306 Schätzung 305 Copula 304 Estimation theory 297 Schätztheorie 297 Kreditrisiko 249 Credit risk 246 Risk 244 Risiko 243 Börsenkurs 241 Share price 241 Aktienmarkt 219 Stock market 219 Correlation 194 Korrelation 194 Welt 194 World 194 Finanzkrise 193 Multivariate Analyse 193 Financial crisis 191
more ... less ...
Online availability
All
Undetermined 954 Free 910 CC license 91
Type of publication
All
Article 1,700 Book / Working Paper 909
Type of publication (narrower categories)
All
Article in journal 1,559 Aufsatz in Zeitschrift 1,559 Graue Literatur 410 Non-commercial literature 410 Arbeitspapier 395 Working Paper 395 Aufsatz im Buch 97 Book section 97 Hochschulschrift 70 Thesis 52 Collection of articles of several authors 14 Sammelwerk 14 Collection of articles written by one author 11 Conference paper 11 Konferenzbeitrag 11 Sammlung 11 Aufsatzsammlung 5 Article 4 Konferenzschrift 4 research-article 4 Conference proceedings 3 Mikroform 3 Amtsdruckschrift 2 Government document 2 Lehrbuch 2 Systematic review 2 Textbook 2 Übersichtsarbeit 2 Bibliografie 1 Bibliografie enthalten 1 Bibliography included 1 Festschrift 1 Rezension 1
more ... less ...
Language
All
English 2,553 German 31 Undetermined 25 Czech 1 French 1
Author
All
Okhrin, Ostap 43 Härdle, Wolfgang 25 Lucas, André 25 Smith, Michael S. 22 Tiwari, Aviral Kumar 22 Weiß, Gregor 21 Patton, Andrew J. 19 Reboredo, Juan Carlos 19 Einmahl, John H. J. 17 Kim, Jong-Min 17 Manner, Hans 17 Segers, Johan 17 Czado, Claudia 16 Ning, Cathy Q. 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 Dijk, Dick van 12 Fantazzini, Dean 12 Oh, Dong Hwan 12 Bouri, Elie 11 Cherubini, Umberto 11 Embrechts, Paul 11 Heinen, Andréas 11 Ji, Qiang 11 Nguyen, Duc Khuong 11 Okhrin, Yarema 11 Shi, Peng 11 Trivedi, Pravin K. 11 Uddin, Mohammed Gazi Salah 11 Weigert, Florian 11
more ... less ...
Institution
All
National Bureau of Economic Research 4 Bergische Universität Wuppertal 2 Center for Economic Research <Tilburg> 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 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
more ... less ...
Published in...
All
Insurance / Mathematics & economics 100 Energy economics 57 Applied economics 45 Economic modelling 40 Risks : open access journal 40 European journal of operational research : EJOR 38 International review of financial analysis 34 Journal of banking & finance 32 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 32 The North American journal of economics and finance : a journal of financial economics studies 32 Finance research letters 29 Journal of econometrics 29 SFB 649 discussion paper 27 Journal of risk and financial management : JRFM 24 Discussion paper / Tinbergen Institute 23 Journal of risk 22 The European journal of finance 22 Computational economics 18 International review of economics & finance : IREF 18 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 Applied economics letters 15 Economics letters 15 Econometric reviews 14 Journal of international financial markets, institutions & money 14 International journal of forecasting 13 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 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 Scandinavian actuarial journal 12 Journal of financial econometrics : official journal of the Society for Financial Econometrics 11 Discussion paper 10 Quantitative finance 10 The journal of credit risk : published quarterly by Incisive Media 10 The journal of futures markets 10 Astin bulletin : the journal of the International Actuarial Association 9 Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie 9 Econometric theory 9
more ... less ...
Source
All
ECONIS (ZBW) 2,572 RePEc 28 Other ZBW resources 5 EconStor 4
Showing 321 - 330 of 2,609
Cover Image
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
Cover Image
Identification and estimation of triangular models with a binary treatment
Pereda-Fernández, Santiago - In: Journal of econometrics 234 (2023) 2, pp. 585-623
Persistent link: https://www.econbiz.de/10014434353
Saved in:
Cover Image
Asymptotic subadditivity/superadditivity of Value-at-Risk under tail dependence
Zhu, Wenhao; Li, Lujun; Yang, Jingping; Xie, Jiehua; … - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1314-1369
Persistent link: https://www.econbiz.de/10014370668
Saved in:
Cover Image
Bayesian multivariate mixed poisson models with copula-based mixture
Zhang, Pengcheng; Calderín-Ojeda, Enrique; Li, Shuanming; … - In: North American actuarial journal : NAAJ ; leading the … 27 (2023) 3, pp. 560-578
Persistent link: https://www.econbiz.de/10014373546
Saved in:
Cover Image
Joint chance-constrained multi-objective multi-commodity minimum cost network flow problem with copula theory
Khezri, Somayeh; Khodayifar, Salman - In: Computers & operations research : and their … 156 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014373687
Saved in:
Cover Image
Vector copulas
Fan, Yanqin; Henry, Marc - In: Journal of econometrics 234 (2023) 1, pp. 128-150
Persistent link: https://www.econbiz.de/10014364686
Saved in:
Cover Image
The stable tail dependence and influence among the European stock markets : a score-driven dynamic copula approach
Barnett, William A.; Wang, Xue; Xu, Hai-Chuan; Zhou, … - In: The European journal of finance 29 (2023) 16, pp. 1933-1956
Persistent link: https://www.econbiz.de/10014388527
Saved in:
Cover Image
Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak; Mues, Christophe; Okhrati, Ramin - In: European journal of operational research : EJOR 311 (2023) 1, pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
Cover Image
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri; Díaz Hernández, Adán; … - In: Applied economics 55 (2023) 37, pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
Cover Image
ESG, risk, and (tail) dependence
Bax, Karoline; Sahin, Özge; Czado, Claudia; Paterlini, … - In: International review of financial analysis 87 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014456333
Saved in:
  • First
  • Prev
  • 28
  • 29
  • 30
  • 31
  • 32
  • 33
  • 34
  • 35
  • 36
  • 37
  • 38
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...