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  • Search: subject:"Copula function"
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Year of publication
Subject
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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
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Online availability
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Undetermined 954 Free 910 CC license 91
Type of publication
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Article 1,700 Book / Working Paper 909
Type of publication (narrower categories)
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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
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Language
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English 2,553 German 31 Undetermined 25 Czech 1 French 1
Author
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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 11 Shi, Peng 11 Trivedi, Pravin K. 11 Uddin, Mohammed Gazi Salah 11 Weigert, Florian 11
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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
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Published in...
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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
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Source
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ECONIS (ZBW) 2,572 RePEc 28 Other ZBW resources 5 EconStor 4
Showing 881 - 890 of 2,609
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Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
Wei, Jiaqin; Cheng, Xiang; Jin, Zhuo; Wang, Hao - In: Insurance / Mathematics & economics 91 (2020), pp. 244-256
Persistent link: https://www.econbiz.de/10012242023
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Bonus-Malus premiums under the dependent frequency-severity modeling
Oh, Rosy; Shi, Peng; Ahn, Jae Youn - In: Scandinavian actuarial journal 2020 (2020) 3, pp. 172-195
Persistent link: https://www.econbiz.de/10012195040
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Spillovers across European sovereign credit markets and role of surprise and uncertainty
Bekiros, Stelios; Shahzad, Syed Jawad Hussain; Jammazi, … - In: Applied economics 52 (2020) 8, pp. 851-865
Persistent link: https://www.econbiz.de/10012197481
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Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2020
Persistent link: https://www.econbiz.de/10012210436
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Potential dependence of financial cycles between emerging and developed countries : based on ARIMA-GARCH copula model
Li, Tinghui; Zhong, Junhao; Huang, Zimei - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 6, pp. 1237-1250
Persistent link: https://www.econbiz.de/10012211540
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On the dependence structure between S&P500, VIX and implicit Interexpectile Differences
Bellini, Fabio; Mercuri, Lorenzo; Rroji, Edit - In: Quantitative finance 20 (2020) 11, pp. 1839-1848
Persistent link: https://www.econbiz.de/10012313519
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Quantifying systemic risk with factor copulas
Chen, Yi-Hsuan; Nasekin, Sergey - In: The European journal of finance 26 (2020) 18, pp. 1926-1947
Persistent link: https://www.econbiz.de/10012314665
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A diagnostic test for specification of copulas under censorship
Lin, Juan; Wu, Ximing - In: Econometric reviews 39 (2020) 9, pp. 930-946
Persistent link: https://www.econbiz.de/10012295589
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Impawn rate optimisation in inventory financing : a canonical vine copula-based approach
Zhi, Bangdong; Wang, Xiaojun; Xu, Fangming - In: International journal of production economics 227 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012297443
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Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius; Nagl, Maximilian; Fischer, Matthias; … - In: Journal of risk 22 (2019/2020) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
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