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  • Search: subject:"Gaussian copula"
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Year of publication
Subject
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Gaussian copula 16 Gaussian Copula 10 Multivariate Verteilung 7 Multivariate distribution 7 Statistical distribution 6 Statistische Verteilung 6 valuation 5 Endogeneity 4 Stochastic Recovery 4 CDO 3 Estimation theory 3 Intercept 3 SMEs 3 Schätztheorie 3 Simulation 3 Theorie 3 Theory 3 actuarial fairness 3 crop insurance 3 reinsurance 3 securitization 3 systemic risk 3 AAOIFI 2 ARDL 2 Basket Default Swaps 2 Bias 2 CBDC 2 CSP-CFP relationship 2 CSR 2 CSRD index 2 Collateralized Debt Obligations 2 Default Time Copula 2 ESG. 2 Estimator 2 European banks 2 European financial services 2 FinTech innovation 2 GDP 2 GRI 2 Guidelines 2
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Online availability
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Free 35 CC license 1
Type of publication
All
Book / Working Paper 22 Article 12 Other 1
Type of publication (narrower categories)
All
Article in journal 6 Aufsatz in Zeitschrift 6 Working Paper 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 3 Aufsatzsammlung 1
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Language
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English 18 Undetermined 17
Author
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Li, Hui 4 Becker, Jan-Michael 3 Du, Xiaodong 3 Feng, Hongli 3 Ringle, Christian M. 3 Benešová, Petra 2 Bennedsen, Mikkel 2 Chen, Xiaohong 2 Eckert, Christine 2 Fan, Yanqin 2 Fathi, Abid 2 Heiler, Phillip 2 Hennessy, David A. 2 Hohberger, Jan 2 Nader, Naifar 2 Pérez, Andrea 2 Taylor, Luke N. 2 Teplý, Petr 2 Anatolyev, Stanislav 1 Azamighaimasi, Arsalan 1 Balakrishna, B S 1 Blanchet, Didier 1 Bonnet, Carole 1 Brorsen, B. Wade 1 Buzková, Petra 1 David A. Dickey 1 Ferraro, Giovanna 1 Franses, Philip Hans 1 Hennessy, David 1 Ilalan, Deniz 1 Jason Osborne 1 Kapuscinski, Roman 1 Kenkel, Philip L. 1 Kim, See-Woo 1 Kim, Taeyoon 1 Klein, Nadja 1 Lee, Y. 1 Liengaard, Benjamin D. 1 Liengaard, Benjamin Dybro 1 Loisel, Stéphane 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 8 Vanderbilt University Department of Economics 2 Agricultural and Applied Economics Association - AAEA 1 Center for Agricultural and Rural Development (CARD), Iowa State University 1 HAL 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Southern Agricultural Economics Association - SAEA 1
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Published in...
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MPRA Paper 8 Journal of the Academy of Marketing Science 3 International Journal of Financial Research 2 Vanderbilt University Department of Economics Working Papers 2 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 1 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 1 Asian journal of accounting research 1 Center for Agricultural and Rural Development (CARD) Publications 1 Computational economics 1 Demography 1 Econometric Institute research papers 1 HEC Paris research paper series 1 IES Working Paper 1 Journal of applied econometrics 1 Journal of management 1 Prague Economic Papers 1 Working Papers / HAL 1 Working Papers IES 1 Working paper / Center for Agricultural and Rural Development 1 Working paper series / CERGE-EI 1
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Source
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RePEc 18 ECONIS (ZBW) 11 EconStor 5 BASE 1
Showing 1 - 10 of 35
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Dealing with regression models' endogeneity by means of an adjusted estimator for the Gaussian copula approach
Liengaard, Benjamin Dybro; Becker, Jan-Michael; … - In: Journal of the Academy of Marketing Science 53 (2025) 1, pp. 279-299
Persistent link: https://www.econbiz.de/10015193008
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The process supporting the emergence of the environmental innovation capabilities within small businesses : an empirical investigation
Ferraro, Giovanna; Passaro, Renato; Quinto, Ivana; … - 2025
Persistent link: https://www.econbiz.de/10015357417
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How Long Will You Be a Widow? Determinants, Trends, and Income Gradient in Widowhood Duration
Tréguier, Julie; Bonnet, Carole; Blanchet, Didier - In: Demography 62 (2025) 2, pp. 467-488
1962 to 2070 and simulations based on the Gompertz law and a bivariate Gaussian copula, we assess each determinant …
Persistent link: https://www.econbiz.de/10015407252
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Does audit committee composition influence firm performance? : Evidence from the top NSE-listed non-financial companies of India
Singhania, Abhisheck Kumar; Panda, Nagari Mohan - In: Asian journal of accounting research 10 (2025) 1, pp. 2-18
Persistent link: https://www.econbiz.de/10015402879
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Wind power intermittency and profitability : the role of strategic bidding
Shantia, Ali; Wu, Owen; Kapuscinski, Roman - 2025
Persistent link: https://www.econbiz.de/10015410259
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Dealing with regression models’ endogeneity by means of an adjusted estimator for the Gaussian copula approach
Liengaard, Benjamin D.; Becker, Jan-Michael; Bennedsen, … - In: Journal of the Academy of Marketing Science 53 (2024) 1, pp. 279-299
Endogeneity in regression models is a key marketing research concern. The Gaussian copula approach offers an … estimation's quality strongly affects the Gaussian copula approach's performance. Second , we use this insight to develop an … adjusted estimator that improves the Gaussian copula approach's finite sample performance in regression models with (and …
Persistent link: https://www.econbiz.de/10015408704
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Modeling tail dependence using stochastic volatility model
Kim, See-Woo; Ma, Yong-Ki; Necula, Ciprian - In: Computational economics 62 (2023) 1, pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
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Addressing endogeneity without instrumental variables : an evaluation of the Gaussian Copula approach for management research
Eckert, Christine; Hohberger, Jan - In: Journal of management 49 (2023) 4, pp. 1460-1495
Persistent link: https://www.econbiz.de/10014246300
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Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja; Smith, Michael S.; Nott, David J. - In: Journal of applied econometrics 38 (2023) 4, pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
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Gaussian Copula regression in the presence of thresholds
Eckert, Christine; Hohberger, Jan; Franses, Philip Hans - 2022
Persistent link: https://www.econbiz.de/10012879125
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