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Search: subject:"Copula function"
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Multivariate distribution
2,572
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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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Shi, Peng
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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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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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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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551
Managing inventory financing in a volatile market : a novel data-driven copula model
Zhi, Bangdong
;
Wang, Xiaojun
;
Xu, Fangming
- In:
Transportation research / E : an international journal
165
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013383670
Saved in:
552
Dynamic stock dependence and monetary variables in the United States (2000-2016) : a copula and neural network approach
Sosa, Miriam
;
Bucio, Christian
;
Ortiz Calisto, Edgar
- In:
Lecturas de economía
96
(
2022
),
pp. 201-234
Persistent link: https://www.econbiz.de/10013387217
Saved in:
553
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
Kaldorf, Matthias
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013334611
Saved in:
554
Crypto-assets portfolio selection and optimization : a COGARCH-Rvine approach
Mba, Jules Clement
;
Mwambi, Sutene Mwambetania
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 173-190
Persistent link: https://www.econbiz.de/10013334682
Saved in:
555
A new bivariate Archimedean copula with application to the evaluation of VaR
Guloksuz, Cigdem Topcu
;
Kumar, Pranesh
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 273-285
Persistent link: https://www.econbiz.de/10013334726
Saved in:
556
Revisiting the accuracy of standard VaR methods for risk assessment : using the Copula-EVT multidimensional approach for stock markets in the MENA region
Chebbi, Ali
;
Hedhli, Amel
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 430-445
Persistent link: https://www.econbiz.de/10013335886
Saved in:
557
Okun's law : copula-based evidence from G7 countries
Benos, Nikos
;
Stavrakoudis, Athanassios
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 478-491
Persistent link: https://www.econbiz.de/10013335890
Saved in:
558
We don't need no fancy hedges! Or do we?
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013375398
Saved in:
559
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
560
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
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