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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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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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Copula
304
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297
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297
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246
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244
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243
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241
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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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National Bureau of Economic Research
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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
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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
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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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1951
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
Saved in:
1952
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
1953
Dependence structure between nominal and index-linked bond returns : a bivariate copula and DCC-GARCH approach
Benlagha, Noureddine
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3849-3860
Persistent link: https://www.econbiz.de/10010419885
Saved in:
1954
Modelling the dependence structures of Australian iTraxx CDS index
Fenech, Jean-pierre
;
Vosgha, Hamed
;
Shafik, Salwa
- In:
Applied economics
46
(
2014
)
4/6
,
pp. 420-431
Persistent link: https://www.econbiz.de/10010358995
Saved in:
1955
A bottom-up dynamic model of portfolio credit risk : part I ; Markov copula perspective
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 25-49)
.
2014
Persistent link: https://www.econbiz.de/10010359909
Saved in:
1956
Using copulas to model time dependence in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 497-522
Persistent link: https://www.econbiz.de/10010360796
Saved in:
1957
Influence of external factors on the Taiwan Stock Exchange
Huang, Chin-wen
- In:
The international journal of business and finance …
8
(
2014
)
4
,
pp. 109-120
Persistent link: https://www.econbiz.de/10010361313
Saved in:
1958
Robust portfolio optimization with copulas
Kakouris, Iakovos
;
Rustem, Berç
- In:
European journal of operational research : EJOR
235
(
2014
)
1
,
pp. 28-37
Persistent link: https://www.econbiz.de/10010361414
Saved in:
1959
Constructing discrete unbounded distributions with Gaussian-copula dependence and given rank correlation
Avramidis, Athanassios N.
- In:
INFORMS journal on computing : JOC
26
(
2014
)
2
,
pp. 269-279
Persistent link: https://www.econbiz.de/10010362443
Saved in:
1960
A goodness-of-fit test for copulas
Huang, Wanling
;
Prokhorov, Artem
- In:
Econometric reviews
33
(
2014
)
7
,
pp. 751-771
Persistent link: https://www.econbiz.de/10010363881
Saved in:
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