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Search: subject:"copula function"
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Multivariate distribution
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Okhrin, Ostap
43
Härdle, Wolfgang
25
Lucas, André
25
Smith, Michael S.
22
Tiwari, Aviral Kumar
22
Weiß, Gregor
21
Patton, Andrew J.
19
Reboredo, Juan Carlos
19
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17
Kim, Jong-Min
17
Manner, Hans
17
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17
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16
Ning, Cathy Q.
16
Hammoudeh, Shawkat
15
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15
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15
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15
Chen, Xiaohong
14
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14
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14
Songsak Sriboonchitta
14
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12
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Oh, Dong Hwan
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11
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11
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
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38
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The European journal of finance
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International review of economics & finance : IREF
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14
Journal of international financial markets, institutions & money
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Scandinavian actuarial journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
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10
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The journal of credit risk : published quarterly by Incisive Media
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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RePEc
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5
EconStor
4
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1041
Modeling cause-of-death mortality using hierarchical Archimedean copula
Li, Hong
;
Lu, Yang
- In:
Scandinavian actuarial journal
2019
(
2019
)
3
,
pp. 247-272
Persistent link: https://www.econbiz.de/10012194949
Saved in:
1042
A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances
López-Díaz, María Concepción
;
López-Díaz, Miguel
; …
- In:
Scandinavian actuarial journal
2019
(
2019
)
6
,
pp. 453-477
Persistent link: https://www.econbiz.de/10012194961
Saved in:
1043
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
1044
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
1045
Integrated measurement of liquidity risk and market risk of company bonds based on the optimal Copula model
Lin, Saiyan
;
Chen, Rongda
;
Lv, Zhihong
;
Zhou, Tianqing
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012202884
Saved in:
1046
A copula-based Markov reward approach to the credit spread in the European Union
D'Amico, Guglielmo
;
Petroni, Filippo
;
Regnalt, Philippe
; …
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10012210396
Saved in:
1047
The crude oil-stock market dependence and its determinants : evidence from emerging economies
Wen, Xiaoqian
;
Bouri, Elie
;
Cheng, Hua
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
10
,
pp. 2254-2274
Persistent link: https://www.econbiz.de/10012210971
Saved in:
1048
The dynamic extreme co-movement between Chinese stock market and global stock markets
Huang, Naijing
;
Huang, Zhigang
;
Wang, Weijia
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
14
,
pp. 3241-3257
Persistent link: https://www.econbiz.de/10012211119
Saved in:
1049
Dynamic dependence structure between Chinese stock market returns and RMB exchange rates
Li, Rong
;
Hu, Zongyi
;
Li, Sufang
;
Yu, Keming
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
15
,
pp. 3553-3574
Persistent link: https://www.econbiz.de/10012211176
Saved in:
1050
Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas
Gómez González, José Eduardo
;
Rojas-Espinosa, Wilmer
- In:
Economic systems
43
(
2019
)
3/4
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012314692
Saved in:
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