Search Results - subject:"Copula functions"

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Dearden, Lorraine - In: Economics of education review 71 (2019), pp. 49-64

Persistent link: https://www.econbiz.de/10012213857

Gómez González, José Eduardo; Rojas-Espinosa, Wilmer - In: Economic systems 43 (2019) 3/4, pp. 1-12

Persistent link: https://www.econbiz.de/10012314692

Cyr, Don J.; Kwong, Lester; Sun, Ling - In: Journal of wine economics 14 (2019) 2, pp. 133-144

Persistent link: https://www.econbiz.de/10012268702

Cubillos-Rocha, Juan S.; Gómez González, José Eduardo; … - In: The North American journal of economics and finance : a … 47 (2019), pp. 13-22

Persistent link: https://www.econbiz.de/10012117799

De Luca, Giovanni; Zuccolotto, Paola - Volkswirtschaftliche Fakultät, … - 2013

cluster time series of stock returns on the basis of their lower tail dependence coefficients, estimated with copula functions …

Persistent link: https://www.econbiz.de/10011111260

Grundke, Peter; Pliszka, Kamil - In: Review of quantitative finance and accounting 50 (2018) 4, pp. 1093-1130

Persistent link: https://www.econbiz.de/10011979359

Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: Economics Bulletin 32 (2012) 4, pp. 3394-3400

We present in this paper a dynamic hedging strategy for futures based exclusively on copula functions. We develop an …

Persistent link: https://www.econbiz.de/10011278689

De Luca, Giovanni; Zuccolotto, Paola - In: Statistics & Risk Modeling 34 (2017) 1-2, pp. 1-12

the upper tail dependence. Tail dependence coefficients are estimated with copula functions. The final goal is to exploit …

Persistent link: https://www.econbiz.de/10014621246

Bonanno, Graziella; Giovanni, Domenico de; Domma, Filippo - In: Journal of productivity analysis 47 (2017) 1, pp. 49-64

Persistent link: https://www.econbiz.de/10011741310

Cyr, Don J.; Kwong, Lester; Sun, Ling - In: Journal of wine economics 12 (2017) 3, pp. 252-266

Persistent link: https://www.econbiz.de/10011844423

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