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Search: subject:"copula function"
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Multivariate distribution
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Okhrin, Ostap
43
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25
Lucas, André
25
Smith, Michael S.
22
Tiwari, Aviral Kumar
22
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21
Patton, Andrew J.
19
Reboredo, Juan Carlos
19
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17
Kim, Jong-Min
17
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Ning, Cathy Q.
16
Hammoudeh, Shawkat
15
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Chen, Xiaohong
14
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Songsak Sriboonchitta
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Oh, Dong Hwan
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Bouri, Elie
11
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11
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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SFB 649 discussion paper
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Journal of risk and financial management : JRFM
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Journal of risk
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The European journal of finance
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Computational economics
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International review of economics & finance : IREF
18
Discussion paper / Center for Economic Research, Tilburg University
16
International journal of theoretical and applied finance
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Journal of empirical finance
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Research in international business and finance
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Applied economics letters
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Economics letters
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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
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Scandinavian actuarial journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Discussion paper
10
Quantitative finance
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The journal of credit risk : published quarterly by Incisive Media
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The journal of futures markets
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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RePEc
28
Other ZBW resources
5
EconStor
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1601
Modelling dependence structure among European markets and among Asian-Pacific markets : a regime switching regular vine copula approch
Gurgul, Henryk
;
Machno, Artur
- In:
Central European journal of operations research : CEJOR …
24
(
2016
)
3
,
pp. 763-786
Persistent link: https://www.econbiz.de/10011687862
Saved in:
1602
Dependence structure between sukuk (Islamic bonds) and stock market conditions : an empirical analysis with Archimedean copulas
Naifar, Nader
;
Hammoudeh, Shawkat
;
Al dohaiman, Mohamed S.
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 148-165
Persistent link: https://www.econbiz.de/10011690405
Saved in:
1603
Asymmetric forecast densities for U.S. macroeconomic variables from a Gaussian copula model of cross-sectional and serial dependence
Smith, Michael S.
;
Vahey, Shaun P.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 416-434
Persistent link: https://www.econbiz.de/10011691656
Saved in:
1604
Pairs trading with copulas
Xie, Wenjun
;
Rong Qi Liew
;
Wu, Yuan
;
Zou, Xi
- In:
The journal of trading
11
(
2016
)
3
,
pp. 41-52
Persistent link: https://www.econbiz.de/10011697601
Saved in:
1605
Hedging strategy for ethanol processing with copula distributions
Awudu, Iddrisu
;
Wilson, William W.
;
Dahl, Bruce L.
- In:
Energy economics
57
(
2016
),
pp. 59-65
Persistent link: https://www.econbiz.de/10011698281
Saved in:
1606
Diversifying systemic risk in agriculture
Feng, Xiaoguang
;
Hayes, Dermot J.
- In:
Agricultural finance review
76
(
2016
)
4
,
pp. 512-531
Persistent link: https://www.econbiz.de/10011699128
Saved in:
1607
Dependence and extreme correlation among US industry sectors
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
Studies in economics and finance
33
(
2016
)
1
,
pp. 26-49
Persistent link: https://www.econbiz.de/10011718723
Saved in:
1608
A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices
Almeshal, Khalid
;
Naifar, Nader
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
6
(
2016
)
4
,
pp. 374-395
Persistent link: https://www.econbiz.de/10011719674
Saved in:
1609
A time-varying copula approach for modelling dependency : new evidence from commodity and stock markets
Charfeddine, Lanouar
;
Benlagha, Noureddine
- In:
Journal of multinational financial management
37/38
(
2016
),
pp. 168-189
Persistent link: https://www.econbiz.de/10011720305
Saved in:
1610
The dependence structure in volatility between Shanghai and Shenzhen stock market in China : a copula-MEM approach
Guo, Mingyuan
;
Wang, Xu
- In:
China finance review international
6
(
2016
)
3
,
pp. 264-283
Persistent link: https://www.econbiz.de/10011722771
Saved in:
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