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Search: subject:"Copula function"
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Multivariate distribution
2,655
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406
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400
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398
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352
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352
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317
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316
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316
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305
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305
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261
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250
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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
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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
Bouri, Elie
12
Cherubini, Umberto
12
Dijk, Dick van
12
Fantazzini, Dean
12
Oh, Dong Hwan
12
Shi, Peng
12
Amengual, Dante
11
Embrechts, Paul
11
Heinen, Andréas
11
Ji, Qiang
11
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11
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11
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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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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
1
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Energy economics
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47
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41
European journal of operational research : EJOR
38
International review of financial analysis
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Journal of banking & finance
32
The North American journal of economics and finance : a journal of financial economics studies
32
Finance research letters
30
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
17
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
10
Econometrics : open access journal
10
The journal of credit risk : published quarterly by Incisive Media
10
Astin bulletin : the journal of the International Actuarial Association
9
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ECONIS (ZBW)
2,655
RePEc
28
EconStor
5
Other ZBW resources
5
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601
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-Chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
602
Multivariate crash risk
Chabi-Yo, Fousseni
;
Huggenberger, Markus
;
Weigert, Florian
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10013473731
Saved in:
603
Pricing the correlation skew with normal mean-variance mixture copulas
Luján Fernández, Ignacio
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 83-99
Persistent link: https://www.econbiz.de/10013549659
Saved in:
604
Dependence structure between oil and other commodity futures in China based on extreme value theory and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
The world economy : the leading journal on …
45
(
2022
)
1
,
pp. 317-335
Persistent link: https://www.econbiz.de/10012818942
Saved in:
605
Dependence and risk spillover effect of China's exchange market
Liu, Chao
;
Zhang, Ruixue
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
1
,
pp. 214-243
Persistent link: https://www.econbiz.de/10012802066
Saved in:
606
Multivariate composite copulas
Xie, Jiehua
;
Fang, Jun
;
Yang, Jingping
;
Bu, Lan
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 145-184
Persistent link: https://www.econbiz.de/10012805743
Saved in:
607
COVID-19 pandemic and the dependence structure of global stock markets
Aslam, Faheem
;
Mughal, Khurrum Shahzad
;
Aziz, Saqib
; …
- In:
Applied economics
54
(
2022
)
18
,
pp. 2013-2031
Persistent link: https://www.econbiz.de/10012875715
Saved in:
608
A two-product newsvendor problem with partial demand substitution
Lei, Lei
;
Ru, Jun
;
Shi, Ruixia
;
Zhang, Jun
- In:
Production and operations management : the flagship …
31
(
2022
)
3
,
pp. 1157-1173
Persistent link: https://www.econbiz.de/10013164067
Saved in:
609
On a family of log-gamma-generated archimedean copulas
Yang, Yaming
;
Li, Shuanming
- In:
North American actuarial journal : NAAJ ; leading the …
26
(
2022
)
1
,
pp. 123-142
Persistent link: https://www.econbiz.de/10013167045
Saved in:
610
Modeling dependent structure among micro-economics variables through COPAR (1)-model in Pakistan
Khan, Yousaf Ali
- In:
Journal of quantitative economics
20
(
2022
)
1
,
pp. 257-279
Persistent link: https://www.econbiz.de/10013167499
Saved in:
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