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Search: subject:"copula function"
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Multivariate distribution
2,572
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2,571
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1,363
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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
Capital income
396
Kapitaleinkommen
396
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388
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386
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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
Kreditrisiko
249
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246
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244
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243
Börsenkurs
241
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241
Aktienmarkt
219
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194
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194
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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
Weigert, Florian
11
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National Bureau of Economic Research
4
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Center for Economic Research <Tilburg>
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Centre for Economic Performance, LSE
1
Economics, Markets, Institutions, IMT Lucca Institute for Advanced Studies
1
Faculty of Economics, University of Cambridge
1
Friedrich-Schiller-Universität Jena
1
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
1
International Center for Financial Asset Management and Engineering
1
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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Source
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ECONIS (ZBW)
2,572
RePEc
28
Other ZBW resources
5
EconStor
4
Showing
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2001
Calibrating probability distributions with convex-concave-convex functions : application to CDO pricing
Veremyev, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
; …
- In:
Computational Management Science : CMS
11
(
2014
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10010437154
Saved in:
2002
Second order risk aggregation with the Bernstein copula
Coqueret, Guillaume
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 150-158
Persistent link: https://www.econbiz.de/10010437578
Saved in:
2003
Quantifying the risk using copulae with nonparametric marginals
Bolancé, Catalina
;
Bahroui, Zuhair
;
Artís Ortuño, Manuel
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 46-56
Persistent link: https://www.econbiz.de/10010437637
Saved in:
2004
Pricing and hedging of variable annuities with state-dependent fees
Delong, Łukasz
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 24-33
Persistent link: https://www.econbiz.de/10010437640
Saved in:
2005
The truncated multivariate normal distribution in finance and econometrics
Wilhelm, Stefan
-
2014
Persistent link: https://www.econbiz.de/10010438565
Saved in:
2006
Co-movement between RMB and New Taiwan Dollars : evidences from NDF markets
Lien, Da-hsiang Donald
;
Li, Yang
;
Zhou, Chunyang
;
Lee, Geul
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 265-272
Persistent link: https://www.econbiz.de/10010461942
Saved in:
2007
Industry co-movement and cross-listing : do home country factors matter?
Lee, Chien-Chiang
;
Chen, Mei-Ping
;
Chang, Chi-Hung
- In:
Japan and the world economy : international journal of …
32
(
2014
),
pp. 96-110
Persistent link: https://www.econbiz.de/10011286648
Saved in:
2008
The dependence between Cape-Verdean and Portuguese inflations : a copula approach
Oliveira, Jailson da Conceição Teixeira de
;
Silva, …
- In:
Revista brasileira de economia de empresas : …
14
(
2014
)
1
,
pp. 51-65
Persistent link: https://www.econbiz.de/10011450792
Saved in:
2009
Dependence of stock and commodity futures markets in China : implications for portfolio investment
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Reboredo, Juan …
- In:
Emerging markets review
21
(
2014
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011304331
Saved in:
2010
Are agribusiness stocks an investor safe haven?
D'Antoni, Jeremy M.
;
Detre, Joshua Dean
- In:
Agricultural finance review
74
(
2014
)
4
,
pp. 522-538
Persistent link: https://www.econbiz.de/10011305888
Saved in:
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