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Search: subject:"conditional copula"
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Multivariate Verteilung
11
Multivariate distribution
11
Theorie
9
Theory
9
conditional copula
8
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Estimation
3
Risikomaß
3
Risk measure
3
Schätzung
3
Stock market
3
Time series analysis
3
Time-varying conditional copula
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
bootstrap
3
AR-GARCH-t model
2
Capital income
2
Conditional Copula
2
Conditional copula
2
Contagion in financial markets
2
Copula functions
2
DCC-MVGARCH
2
Dependence structure
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
GARCH model
2
Granger-causality in conditional quantiles
2
Inverting conditional copula
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Schätztheorie
2
copula function
2
currency market
2
dynamic conditional copula
2
structural break
2
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Free
11
Undetermined
5
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Article
11
Book / Working Paper
8
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Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
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Article
1
Thesis
1
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English
14
Undetermined
5
Author
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Cai, Zongwu
2
Fermanian, Jean-David
2
Hu, Jian
2
Liu, Guannan
2
Long, Wei
2
Lopez, Olivier
2
Mokrzycka, Justyna
2
Yang, Weiping
2
Acar, Elif Fidan
1
Chakraborty, Sandip
1
Chuang, Chung-Chu
1
Craiu, Radu
1
Dalla Valle, Luciana
1
Derumigny, Alexis
1
Farkas, Sébastien
1
Hotta, L. K.
1
Hsieh, Chia-Hsun
1
Hsieh, Chia-hsun
1
Huang, Shian-Chang
1
Huang, Shian-chang
1
Kakani, Ram Kumar
1
Krawiec, Kamil
1
Krawiec, Krzysztof
1
Lee, Jeff T. C.
1
Lee, Tae-Hwy
1
Lee, Tae-hwy
1
Leisen, Fabrizio
1
Leskow, Jacek
1
Leśkow, Jacek
1
Lucas, E. C.
1
Luo, Xuehong
1
Mandal, Anandadeep
1
Palaro, H. P
1
Poshakwale, Sunil S.
1
Rossini, Luca
1
Sampath, Aravind
1
Statistics
1
Wu, Chih-Chiang
1
Yang, Bingduo
1
Yao, Fang
1
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Southern Methodist University, Department of Economics
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
International review of financial analysis
2
Série des documents de travail
2
Working papers series in theoretical and applied economics
2
"e-Finanse"
1
Departmental Working Papers / Southern Methodist University, Department of Economics
1
Emerging Markets Finance and Trade
1
International Review of Financial Analysis
1
Journal of international financial markets, institutions & money
1
MPRA Paper
1
Multinational Finance Journal
1
Scandinavian actuarial journal
1
Working papers
1
e-Finanse: Financial Internet Quarterly
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ECONIS (ZBW)
11
RePEc
6
BASE
1
EconStor
1
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1
Semiparametric conditional mixture copula models with copula selection
Cai, Zongwu
;
Liu, Guannan
;
Long, Wei
;
Luo, Xuehong
-
2023
Persistent link: https://www.econbiz.de/10014521027
Saved in:
2
Semiparametric copula models applied to the decomposition of claim amounts
Farkas, Sébastien
;
Lopez, Olivier
- In:
Scandinavian actuarial journal
2024
(
2024
)
10
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10015188244
Saved in:
3
Semiparametric estimation and model selection for conditional mixture copula models
Liu, Guannan
;
Long, Wei
;
Yang, Bingduo
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425393
Saved in:
4
Portfolio risk and stress across the business cycle
Chakraborty, Sandip
;
Kakani, Ram Kumar
;
Sampath, Aravind
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533149
Saved in:
5
About tests of the "simplifying" assumption for conditional copulas
Derumigny, Alexis
;
Fermanian, Jean-David
-
2017
Persistent link: https://www.econbiz.de/10012196359
Saved in:
6
Modeling stock market indexes with copula functions
Leśkow, Jacek
;
Mokrzycka, Justyna
;
Krawiec, Kamil
- In:
e-Finanse: Financial Internet Quarterly
7
(
2011
)
2
,
pp. 1-16
part of this paper dynamic models such as DCC-MVGARCH and
conditional
copula
are analyzed. Moreover, we also present an …
Persistent link: https://www.econbiz.de/10010289522
Saved in:
7
MODELING STOCK MARKET INDEXES WITH COPULA FUNCTIONS
Leskow, Jacek
;
Mokrzycka, Justyna
;
Krawiec, Krzysztof
- In:
"e-Finanse"
7
(
2011
)
2
,
pp. 1-16
part of this paper dynamic models such as DCC-MVGARCH and
conditional
copula
are analyzed. Moreover, we also present an …
Persistent link: https://www.econbiz.de/10010815420
Saved in:
8
Bayesian nonparametric
conditional
Copula
estimation of twin data
Dalla Valle, Luciana
;
Leisen, Fabrizio
;
Rossini, Luca
-
2016
Persistent link: https://www.econbiz.de/10011639374
Saved in:
9
Single-index copulae
Fermanian, Jean-David
;
Lopez, Olivier
-
2015
Persistent link: https://www.econbiz.de/10011854699
Saved in:
10
Impacts of economic integration on stock market dependence without jump effects
Chuang, Chung-Chu
;
Lee, Jeff T. C.
;
Wu, Chih-Chiang
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 132-143
Persistent link: https://www.econbiz.de/10012122860
Saved in:
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