Search Results - subject:"Marshall–Olkin copula"

Choe, Geon Ho; Choi, So Eun; Jang, Hyun Jin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012666122

Jabłecki, Juliusz - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-28

Persistent link: https://www.econbiz.de/10011787469

Crépey, Stéphane; Song, Shiqi - In: Finance and stochastics 20 (2016) 4, pp. 901-930

Persistent link: https://www.econbiz.de/10011569906

Kundu, Debasis; Franco, Manuel; Vivo, Juana-Maria - In: Computational Statistics & Data Analysis 77 (2014) C, pp. 98-112

reversed hazard model can be obtained from the Marshall–Olkin copula. The multivariate proportional reversed hazard models also …

Persistent link: https://www.econbiz.de/10010871446