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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
Copula
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
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
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
Nguyen, Duc Khuong
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11
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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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Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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University of California Davis / Department of Economics
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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
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Insurance
100
Energy economics
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Risks : open access journal
50
Applied economics
47
Economic modelling
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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801
Knowledge learning of insurance risks using dependence models
Zhao, Zifeng
;
Shi, Peng
;
Feng, Xiaoping
- In:
INFORMS journal on computing : JOC
33
(
2021
)
3
,
pp. 1177-1196
Persistent link: https://www.econbiz.de/10012631667
Saved in:
802
Empirical analysis of the dynamic dependence between WTI oil and Chinese energy stocks
Li, Jie
;
Li, Ping
- In:
Energy economics
93
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012643312
Saved in:
803
Precautionary buffers and stochastic dependence in environmental policy
Holzer, Jorge
;
Olson, Lars J.
- In:
Journal of environmental economics and management : …
106
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012649139
Saved in:
804
Right-truncated Archimedean and related copulas
Hofert, Marius
- In:
Insurance
99
(
2021
),
pp. 79-91
Persistent link: https://www.econbiz.de/10012649209
Saved in:
805
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Ken Seng Tan
;
Yang, Fan
- In:
Insurance
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
806
Modelling mortality dependence : an application of dynamic vine copula
Rui, Zhou
;
Ji, Min
- In:
Insurance
99
(
2021
),
pp. 241-255
Persistent link: https://www.econbiz.de/10012649231
Saved in:
807
Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation
Pradhan, Ashis Kumar
;
Mittal, Ishan
;
Tiwari, Aviral Kumar
- In:
Macroeconomics and finance in emerging market economies
14
(
2021
)
3
,
pp. 291-307
Persistent link: https://www.econbiz.de/10012649582
Saved in:
808
On the use of Archimedean copulas for insurance modelling
Kularatne, Thilini Dulanjali
;
Li, Jackie
;
Pitt, David C.
- In:
Annals of actuarial science
15
(
2021
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10012505597
Saved in:
809
Alternative capital requirement for insurers : possibilities and issues
Zariņa, Ilze
;
Voronova, Irina
;
Pettere, Gaida
- In:
International journal of economics and business …
21
(
2021
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10012508726
Saved in:
810
Liquidity in high resolution in limit order markets
Pani, Sudhanshu
- In:
International Journal of Financial Markets and …
8
(
2021
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10012510329
Saved in:
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