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Search: subject:"Copula function"
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Multivariate distribution
2,572
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388
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333
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304
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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
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11
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International Monetary Fund
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Springer International Publishing
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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
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Insurance / Mathematics & economics
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Energy economics
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Applied economics
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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
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ECONIS (ZBW)
2,572
RePEc
28
Other ZBW resources
5
EconStor
4
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351
An application of copulas to OPEC's changing influence on fossil fuel prices
Graziano, Clara
;
McInnes, Alex
- In:
Econometric reviews
42
(
2023
)
8
,
pp. 676-699
Persistent link: https://www.econbiz.de/10014321661
Saved in:
352
Portfolio management using time-varying vine copula : an application on the G7 equity market indices
Nguyen, Phong Minh
;
Liu, Wei-Han
- In:
The European journal of finance
29
(
2023
)
11
,
pp. 1303-1329
Persistent link: https://www.econbiz.de/10014323006
Saved in:
353
Identification of causal mechanisms from randomized experiments : a framework for endogenous mediation analysis
Peng, Jing
- In:
Information systems research : ISR
34
(
2023
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10014323359
Saved in:
354
Incorporating ESG into optimal stock portfolios for the global timber & forestry industry
Lööf, Hans
;
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forest economics : JFE
38
(
2023
)
2
,
pp. 133-157
Persistent link: https://www.econbiz.de/10014323531
Saved in:
355
The estimation of a polluting by-production technology using statistical copulas
Repkine, Alexandre
- In:
Journal of productivity analysis : an official journal …
60
(
2023
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10014323641
Saved in:
356
Solvency II and diversification effect for non-life premium and reserves risk : new results based on non-parametric copulas
Szczęsny, Krystian
;
Wanat, Stanisław
;
Denkowska, Anna
- In:
Risk management : an international journal
25
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014326598
Saved in:
357
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
358
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
Saved in:
359
A study on equity home bias using vine copula approach
Garg, Jyoti
;
Karmakar, Madhusudan
;
Paul, Samit
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014246917
Saved in:
360
Stock-bond dependence and flight to/from quality
Ponrajah, Jeremey
;
Ning, Cathy Q.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248292
Saved in:
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