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Search: subject:"copula function"
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Multivariate distribution
2,572
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513
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503
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396
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Copula
304
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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
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Shi, Peng
11
Trivedi, Pravin K.
11
Uddin, Mohammed Gazi Salah
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Economics, Markets, Institutions, IMT Lucca Institute for Advanced Studies
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Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
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International Center for Financial Asset Management and Engineering
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International Monetary Fund
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Society for the Study of Economic Inequality - ECINEQ
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Springer International Publishing
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Thailand Econometric Society
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Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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University of California Davis / Department of Economics
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Universität Bremen
1
Université Paris-Dauphine (Paris IX)
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
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Insurance / Mathematics & economics
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Energy economics
57
Applied economics
45
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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
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ECONIS (ZBW)
2,572
RePEc
28
Other ZBW resources
5
EconStor
4
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1871
Latin American exchange rate dependencies : a regular vine copula approach
Loiza-Maya, Ruben
;
Gómez González, José Eduardo
; …
- In:
Contemporary economic policy : a journal of Western …
33
(
2015
)
3
,
pp. 535-549
Persistent link: https://www.econbiz.de/10011338784
Saved in:
1872
Estimating dynamic copula dependence using intraday data
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
Saved in:
1873
Geographical diversification in wheat farming : a copula-based CVaR framework
Larsen, Ryan
;
Leatham, David J.
;
Sukcharoen, Kunlapath
- In:
Agricultural finance review
75
(
2015
)
3
,
pp. 368-384
Persistent link: https://www.econbiz.de/10011341937
Saved in:
1874
Analyzing comovements in housing prices using vine copulas
Zimmer, David M.
- In:
Economic inquiry : journal of the Western Economic …
53
(
2015
)
2
,
pp. 1156-1169
Persistent link: https://www.econbiz.de/10011344412
Saved in:
1875
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Saved in:
1876
Modeling correlation structure for collateralized debt obligations
Ilalan, Deniz
- In:
International journal of financial research
6
(
2015
)
2
,
pp. 72-83
Persistent link: https://www.econbiz.de/10011404924
Saved in:
1877
Measuring risk of portfolio : GARCH-copula model
Messaoud, Samia Ben
;
Aloui, Chaker
- In:
Journal of economic integration
30
(
2015
)
1
,
pp. 172-205
Persistent link: https://www.econbiz.de/10011406924
Saved in:
1878
Change analysis for the dependence structure and dynamic pricing of basket default swaps
Li, Ping
;
Li, Ze-Zheng
- In:
European financial management : the journal of the …
21
(
2015
)
4
,
pp. 646-671
Persistent link: https://www.econbiz.de/10011408174
Saved in:
1879
Measuring systemic risk : common factor exposures and tail dependence effects
Chiu, Wan-Chien
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
European financial management : the journal of the …
21
(
2015
)
5
,
pp. 833-866
Persistent link: https://www.econbiz.de/10011408533
Saved in:
1880
Improved detection of rare-event risk of a portfolio with US REITs
So, Leh-Chyan
;
Yu, Jun-Yang
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011408574
Saved in:
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