Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Copula function"
Narrow search
Narrow search
Year of publication
From:
To:
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
391
-
400
of
2,609
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
391
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
392
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan
;
Pappert, Sven
;
Ziel, Florian
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
Saved in:
393
Copula approach to market volatility and technology stocks dependence
Rašiová, Barbara
;
Árendáš, Peter
- In:
Finance research letters
52
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014472041
Saved in:
394
Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies
Ur Rehman, Mobeen
;
Katsiampa, Paraskevi
;
Zeitun, Rami
; …
- In:
Emerging markets review
55
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014481146
Saved in:
395
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
396
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
397
Beyond climate and conflict relationships : new evidence from a Copula-based analysis on an historical perspective
Damette, Olivier
;
Goutte, Stéphane
- In:
Journal of comparative economics : the journal of the …
51
(
2023
)
1
,
pp. 295-323
Persistent link: https://www.econbiz.de/10014452436
Saved in:
398
Dependence structure and risk spillover among nonferrous metal futures : a vine copula approach
Ouyang, Ruolan
;
Ma, Jinming
;
Xiao, Xiaoxia
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1253-1260
Persistent link: https://www.econbiz.de/10014303863
Saved in:
399
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
400
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
First
Prev
35
36
37
38
39
40
41
42
43
44
45
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
