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Search: subject:"copula function"
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Multivariate distribution
2,572
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514
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513
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503
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503
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481
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481
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411
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404
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396
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396
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388
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333
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333
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327
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327
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306
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305
Copula
304
Estimation theory
297
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297
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249
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246
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244
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243
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241
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219
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194
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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
Einmahl, John H. J.
17
Kim, Jong-Min
17
Manner, Hans
17
Segers, Johan
17
Czado, Claudia
16
Ning, Cathy Q.
16
Hammoudeh, Shawkat
15
Hamori, Shigeyuki
15
Koopman, Siem Jan
15
Prokhorov, Artem
15
Zimmer, David M.
15
Chen, Xiaohong
14
Fermanian, Jean-David
14
Ghorbel, Ahmed
14
Songsak Sriboonchitta
14
Anatolyev, Stanislav
13
Fischer, Matthias
13
Romagnoli, Silvia
13
Dijk, Dick van
12
Fantazzini, Dean
12
Oh, Dong Hwan
12
Bouri, Elie
11
Cherubini, Umberto
11
Embrechts, Paul
11
Heinen, Andréas
11
Ji, Qiang
11
Nguyen, Duc Khuong
11
Okhrin, Yarema
11
Shi, Peng
11
Trivedi, Pravin K.
11
Uddin, Mohammed Gazi Salah
11
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11
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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1
Economics, Markets, Institutions, IMT Lucca Institute for Advanced Studies
1
Faculty of Economics, University of Cambridge
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Friedrich-Schiller-Universität Jena
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Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
1
International Center for Financial Asset Management and Engineering
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International Monetary Fund
1
Society for the Study of Economic Inequality - ECINEQ
1
Springer International Publishing
1
Thailand Econometric Society
1
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
1
University of California Davis / Department of Economics
1
Universität Bremen
1
Université Paris-Dauphine (Paris IX)
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
1
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Insurance / Mathematics & economics
100
Energy economics
57
Applied economics
45
Economic modelling
40
Risks : open access journal
40
European journal of operational research : EJOR
38
International review of financial analysis
34
Journal of banking & finance
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
The North American journal of economics and finance : a journal of financial economics studies
32
Finance research letters
29
Journal of econometrics
29
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
24
Discussion paper / Tinbergen Institute
23
Journal of risk
22
The European journal of finance
22
Computational economics
18
International review of economics & finance : IREF
18
Discussion paper / Center for Economic Research, Tilburg University
16
International journal of theoretical and applied finance
16
Journal of empirical finance
16
Research in international business and finance
16
Applied economics letters
15
Economics letters
15
Econometric reviews
14
Journal of international financial markets, institutions & money
14
International journal of forecasting
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Scandinavian actuarial journal
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Discussion paper
10
Quantitative finance
10
The journal of credit risk : published quarterly by Incisive Media
10
The journal of futures markets
10
Astin bulletin : the journal of the International Actuarial Association
9
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
Econometric theory
9
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ECONIS (ZBW)
2,572
RePEc
28
Other ZBW resources
5
EconStor
4
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1591
A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Saved in:
1592
Default probability estimation via pair copula constructions
Dalla Valle, Luciana
;
De Giuli, Maria Elena
;
Tarantola, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 298-311
Persistent link: https://www.econbiz.de/10011435851
Saved in:
1593
The contagion channels of July-August-2011 stock market crash : a DAG-copula based approach
Jayech, Selma
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 631-646
Persistent link: https://www.econbiz.de/10011436789
Saved in:
1594
Crash aversion and the cross-section of expected stock returns worldwide
Weigert, Florian
- In:
Review of asset pricing studies
6
(
2016
)
1
,
pp. 135-178
Persistent link: https://www.econbiz.de/10011526449
Saved in:
1595
An order of asymmetry in copulas, and implications for risk management
Siburg, Karl Friedrich
;
Stehling, Katharina
;
Stoimenov, …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 241-247
Persistent link: https://www.econbiz.de/10011493850
Saved in:
1596
Rate-based daily arrival process models with application to call centers
Oreshkin, Boris N.
;
Réegnard, Nazim
;
L'Ecuyer, Pierre
- In:
Operations research
64
(
2016
)
2
,
pp. 510-527
Persistent link: https://www.econbiz.de/10011485622
Saved in:
1597
A new class of copulas involving geometric distribution : estimation and applications
Zhang, Kong-Sheng
;
Lin, Jin-Guan
;
Xu, Pei-Rong
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011442646
Saved in:
1598
Evidence on copula-based double-hurdle models with flexible margins
Schwiebert, Jörg
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
1
,
pp. 245-289
Persistent link: https://www.econbiz.de/10011516004
Saved in:
1599
Time-varying parameter models for discrete valued time series
Lit, Rutger
-
2016
Persistent link: https://www.econbiz.de/10011415304
Saved in:
1600
A model based on copula theory for sustainable and social responsible investments
Bilbao Terol, Amelia
;
Arenas-Parra, Mar
; …
- In:
Revista de contabilidad : RC-SAR
19
(
2016
)
1
,
pp. 55-76
Persistent link: https://www.econbiz.de/10011686380
Saved in:
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