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  • Search: subject:"copula"
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Year of publication
Subject
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Multivariate distribution 2,605 Multivariate Verteilung 2,602 Theorie 1,455 Theory 1,423 Copula 623 Risikomaß 540 Risk measure 534 Statistische Verteilung 525 Statistical distribution 516 Portfolio-Management 509 Portfolio selection 505 Risikomanagement 443 Risk management 442 copula 437 Kapitaleinkommen 411 Capital income 409 Zeitreihenanalyse 409 Time series analysis 395 Volatilität 379 Volatility 378 ARCH-Modell 353 ARCH model 350 Schätzung 345 Estimation 340 Schätztheorie 314 Estimation theory 310 Risk 271 Risiko 269 Credit risk 265 Kreditrisiko 265 Börsenkurs 262 Share price 257 Stock market 247 Aktienmarkt 245 Welt 227 World 224 Correlation 215 Financial crisis 212 Finanzkrise 210 Multivariate Analyse 207
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Online availability
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Free 1,613 Undetermined 1,465 CC license 111
Type of publication
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Article 2,432 Book / Working Paper 1,473 Other 14
Type of publication (narrower categories)
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Article in journal 1,757 Aufsatz in Zeitschrift 1,757 Working Paper 536 Graue Literatur 439 Non-commercial literature 439 Arbeitspapier 418 Aufsatz im Buch 100 Book section 100 Article 88 Hochschulschrift 77 Thesis 70 research-article 19 Collection of articles of several authors 18 Sammelwerk 18 Collection of articles written by one author 12 Sammlung 12 Conference paper 11 Konferenzbeitrag 11 Aufsatzsammlung 7 Dissertation u.a. Prüfungsschriften 7 Konferenzschrift 4 Conference proceedings 3 Lehrbuch 3 Mikroform 3 Textbook 3 research-paper 3 Amtsdruckschrift 2 Conference Paper 2 Government document 2 Preprint 2 Systematic review 2 Übersichtsarbeit 2 Bibliografie 1 Bibliografie enthalten 1 Bibliography included 1 Festschrift 1 Research Report 1 Rezension 1 Universitätsschrift 1 editorial 1
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Language
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English 3,148 Undetermined 703 German 51 Spanish 7 French 4 Italian 2 Portuguese 2 Russian 2 Czech 1 Polish 1
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Author
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Okhrin, Ostap 85 Lucas, André 35 Härdle, Wolfgang 31 Chen, Xiaohong 27 Guegan, Dominique 26 Koopman, Siem Jan 25 Smith, Michael S. 25 Fantazzini, Dean 24 Tiwari, Aviral Kumar 24 Czado, Claudia 23 Weiß, Gregor 22 Patton, Andrew J. 21 Segers, Johan 21 Bouezmarni, Taoufik 20 Cherubini, Umberto 20 Kim, Jong-Min 19 Reboredo, Juan Carlos 19 Hamori, Shigeyuki 18 Hautsch, Nikolaus 18 Okhrin, Yarema 18 Einmahl, John H. J. 17 Fan, Yanqin 17 Manner, Hans 17 Ning, Cathy Q. 17 Panchenko, Valentyn 17 Prokhorov, Artem 17 Ristig, Alexander 17 Songsak Sriboonchitta 17 Taamouti, Abderrahim 17 Winkelmann, Rainer 17 Dijk, Dick van 16 Goodwin, Barry K. 16 Romagnoli, Silvia 16 Anatolyev, Stanislav 15 Bouri, Elie 15 Durante, Fabrizio 15 Fermanian, Jean-David 15 Fischer, Matthias 15 Ghorbel, Ahmed 15 Hammoudeh, Shawkat 15
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 42 HAL 20 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 17 Agricultural and Applied Economics Association - AAEA 12 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 12 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 10 Tinbergen Instituut 9 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 8 Departamento de Economía, Universidad Carlos III de Madrid 6 School of Economics and Management, University of Aarhus 6 Tilburg University, Center for Economic Research 6 Tinbergen Institute 6 Vanderbilt University Department of Economics 6 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 6 Faculty of Economics, University of Cambridge 5 Department of Econometrics and Business Statistics, Monash Business School 4 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 4 Finance Discipline Group, Business School 4 National Bureau of Economic Research 4 Southern Agricultural Economics Association - SAEA 4 Swiss Finance Institute 4 BANCO DE LA REPÚBLICA 3 Banco de la Republica de Colombia 3 C.E.P.R. Discussion Papers 3 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 3 Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora 3 Department of Economics, University of California-San Diego (UCSD) 3 Department of Economics, University of Warwick 3 Deutsche Bundesbank 3 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 3 European Association of Agricultural Economists - EAAE 3 Handelshøgskolen, Universitetet i Stavanger 3 Institut de Préparation à l'Administration et à la Gestion (IPAG) 3 International Centre for Economic Research (ICER) 3 London School of Economics (LSE) 3 Society for Computational Economics - SCE 3 Université Paris-Dauphine (Paris IX) 3 Banque de France 2 Bergische Universität Wuppertal 2 CESifo 2
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Published in...
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Insurance 106 Energy economics 62 Applied economics 50 Risks : open access journal 47 Economic modelling 46 MPRA Paper 42 International review of financial analysis 40 Finance research letters 39 European journal of operational research : EJOR 38 Journal of Multivariate Analysis 38 Insurance: Mathematics and Economics 36 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 34 The North American journal of economics and finance : a journal of financial economics studies 33 Journal of banking & finance 32 Journal of econometrics 31 SFB 649 discussion paper 28 Journal of risk and financial management : JRFM 25 Discussion paper / Tinbergen Institute 23 Journal of risk 23 The European journal of finance 23 International review of economics & finance : IREF 22 Computational economics 21 Journal of Risk and Financial Management 21 Statistics & Probability Letters 21 SFB 649 Discussion Paper 20 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 20 Research in international business and finance 19 Risks 19 Applied economics letters 18 Economics letters 18 SFB 649 Discussion Papers 17 Computational Statistics & Data Analysis 16 Discussion paper / Center for Economic Research, Tilburg University 16 International journal of theoretical and applied finance 16 Journal of empirical finance 16 Statistics & Risk Modeling 16 Applied Econometrics 15 Econometric reviews 15 Journal of international financial markets, institutions & money 15 Post-Print / HAL 15
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Source
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ECONIS (ZBW) 2,811 RePEc 824 EconStor 215 BASE 30 Other ZBW resources 29 USB Cologne (EcoSocSci) 10
Showing 1 - 10 of 3,919
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Copula modeling of COVID-19 excess mortality
Asplund, Jonas; Shemyakin, Arkady - In: Risks : open access journal 13 (2025) 7, pp. 1-18
suggest vine copulas with Bayesian pair copula selection. This is a new methodology and after its discussion we offer an … normality, while the remaining residuals suggest skewed Student t-distributions as a plausible fit. A vine copula model was then … geographically exhibiting weak or no association. The validity of fitted distributions and resulting vine copula was checked using …
Persistent link: https://www.econbiz.de/10015437055
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A nonparametric conditional copula-based imputation method
Di Lascio, F. Marta L.; Gatto, Aurora - 2025
Persistent link: https://www.econbiz.de/10015437084
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Copula-based risk aggregation and the significance of reinsurance
Dias, Alexandra; Ismail, Isaudin; Zhang, Aihua - In: Risks : open access journal 13 (2025) 3, pp. 1-23
results show that a mixture of copulas can provide a better fit to the data than an individual copula and consequently avoid …
Persistent link: https://www.econbiz.de/10015358934
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Portfolio tail risk forecasting for international financial assets : a GARCH-MIDAS-R-Vine copula model
Yao, Yinhong; Chen, Xiuwen; Chen, Zhensong - In: The North American journal of economics and finance : a … 77 (2025), pp. 1-14
Persistent link: https://www.econbiz.de/10015374390
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Mechanistic modeling of social conditions in disease-prediction simulations via copulas and probabilistic graphical models : HIV case study
Khosheghbal, Amir; Haas, Peter J.; Gopalappa, Chaitra - In: Health care management science : a new journal serving … 28 (2025) 1, pp. 28-49
Persistent link: https://www.econbiz.de/10015437651
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The risk of clustering of deprivations in Spain : a tale of two crises
García-Gómez, César; Pérez, Ana - In: Applied economic analysis : AEA 33 (2025) 97, pp. 53-75
Persistent link: https://www.econbiz.de/10015411670
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Exploring dynamic extreme dependence of oil and agricultural markets
Kisswani, Khalid M.; Lahiani, Amine; Fikru, Mahelet G. - In: International review of economics & finance : IREF 99 (2025), pp. 1-19
Persistent link: https://www.econbiz.de/10015454547
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Risk modeling of property insurance claims from weather events
Gao, Yixing; Shi, Peng - In: ASTIN bulletin : the journal of the International … 55 (2025) 2, pp. 242-262
Persistent link: https://www.econbiz.de/10015450031
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Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management : dynamic skew-t copula approach
Ito, Kakeru; Yoshiba, Toshinao - In: International review of economics & finance : IREF 97 (2025), pp. 1-19
Persistent link: https://www.econbiz.de/10015324226
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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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