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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
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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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16
Hammoudeh, Shawkat
15
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15
Chen, Xiaohong
14
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Songsak Sriboonchitta
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12
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Oh, Dong Hwan
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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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34
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Finance research letters
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SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
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The European journal of finance
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International review of economics & finance : IREF
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International journal of theoretical and applied 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
12
Scandinavian actuarial journal
12
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
10
The journal of futures markets
10
Astin bulletin : the journal of the International Actuarial Association
9
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ECONIS (ZBW)
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RePEc
28
Other ZBW resources
5
EconStor
4
Showing
1,841
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1841
Using copula functions in Bayesian analysis : a comparison of the lognormal conjugate
Herath, Hemantha S. B.
;
Kumar, Pranesh
- In:
The engineering economist : a journal devoted to the …
60
(
2015
)
2
,
pp. 89-108
Persistent link: https://www.econbiz.de/10011295316
Saved in:
1842
Copula-based models of systemic risk in U.S. agriculture : implications for crop insurance and reinsurance contracts
Goodwin, Barry K.
;
Hungerford, Ashley
- In:
American journal of agricultural economics
97
(
2015
)
3
,
pp. 879-896
Persistent link: https://www.econbiz.de/10011296168
Saved in:
1843
On a bivariate risk process with a dividend barrier strategy
Liu, Luyin
;
Cheung, Eric C. K.
- In:
Annals of actuarial science : publ. by the Institute of …
9
(
2015
)
1
,
pp. 3-35
Persistent link: https://www.econbiz.de/10011299206
Saved in:
1844
Stress testing of credit portfolios in light- and heavy-tailed models
Kalkbrener, Michael
;
Packham, Natalie
- In:
Journal of risk management in financial institutions
8
(
2015
)
1
,
pp. 34-44
Persistent link: https://www.econbiz.de/10010526459
Saved in:
1845
Stress testing of credit portfolios in light- and heavy-tailed models
Kalkbrener, Michael
;
Packham, Natalie
- In:
Journal of risk management in financial institutions
8
(
2015
)
1
,
pp. 34-44
Persistent link: https://www.econbiz.de/10010526460
Saved in:
1846
Multiattribute utility functions satisfying mutual preferential independence
Abbas, Ali E.
;
Sun, Zhengwei
- In:
Operations research
63
(
2015
)
2
,
pp. 378-393
Persistent link: https://www.econbiz.de/10010526702
Saved in:
1847
Pricing method and applications for the farmer's joint liability based on intensity model and Monte Carlo simulation
Pang, Sulin
;
Xiao, Jinwang
;
Li, Shuqing
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010528376
Saved in:
1848
Multi-objective portfolio optimization considering the dependence structure of asset returns
Babaei, Sadra
;
Sepehri, Mohammad Mehdi
;
Babaei, Edris
- In:
European journal of operational research : EJOR
244
(
2015
)
2
,
pp. 525-539
Persistent link: https://www.econbiz.de/10010531892
Saved in:
1849
International dependence and contagion across asset classes : the case of Poland
Adam, Michał
;
Bańbuła, Piotr
;
Markun, Michał
- In:
Finance a úvěr
65
(
2015
)
3
,
pp. 254-270
Persistent link: https://www.econbiz.de/10010532095
Saved in:
1850
Vertical price dependence structures : copula-based evidence from the beef supply chain in the USA
Emmanouilides, Christos J.
;
Fousekis, Panajiotis
- In:
European review of agricultural economics : ERAE
42
(
2015
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10011279793
Saved in:
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