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Search: subject:"copula function"
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43
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25
Lucas, André
25
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22
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21
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19
Reboredo, Juan Carlos
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17
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Chen, Xiaohong
14
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Songsak Sriboonchitta
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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
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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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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
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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
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EconStor
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2021
The expectation and variance of dependent random sums using copulas
Mao, Ze-Chun
;
Zhao, Xia
- In:
IMA journal of management mathematics
25
(
2014
)
4
,
pp. 421-433
Persistent link: https://www.econbiz.de/10011350334
Saved in:
2022
Assessing high-risk scenarios by full-range tail dependence copulas
Hua, Lei
;
Xia, Michelle
- In:
North American actuarial journal
18
(
2014
)
3
,
pp. 363-378
Persistent link: https://www.econbiz.de/10011338997
Saved in:
2023
Forecasting surrender rates using elliptical copulas and financial variables
Neves, César
;
Fernandes, Cristiano Augusto Coelho
; …
- In:
North American actuarial journal
18
(
2014
)
2
,
pp. 343-362
Persistent link: https://www.econbiz.de/10011338999
Saved in:
2024
Dependence patterns across Gulf Arab stock markets : a copula approach
Basher, Syed Abul
;
Nechi, Salem
;
Zhu, Hui
- In:
Journal of multinational financial management
25/26
(
2014
),
pp. 30-50
Persistent link: https://www.econbiz.de/10010516825
Saved in:
2025
Granger-causality in quantiles between financial markets : using copula approach
Lee, Tae-hwy
;
Yang, Weiping
- In:
International review of financial analysis
33
(
2014
),
pp. 70-78
Persistent link: https://www.econbiz.de/10010520073
Saved in:
2026
Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
Berger, Theo
;
Missong, Martin
- In:
International review of financial analysis
33
(
2014
),
pp. 33-38
Persistent link: https://www.econbiz.de/10010520086
Saved in:
2027
On the structure of financial contagion : econometric tests and Mercocur evidence
Viale, Ariel M.
;
Bessler, David A.
;
Kolari, James W.
- In:
Journal of applied economics
17
(
2014
)
2
,
pp. 373-400
Persistent link: https://www.econbiz.de/10011554835
Saved in:
2028
Grouping stock markets with time-varying Copula-GARCH model
Czapkiewicz, Anna
;
Majdosz, Paweł
- In:
Finance a úvěr
64
(
2014
)
2
,
pp. 144-159
Persistent link: https://www.econbiz.de/10010340205
Saved in:
2029
Dependence between stock markets of MENA countries after sub-prime crisis using bivariate extreme value theory
Ghorbel, Ahmed
;
Attafi, Zayneb
- In:
International journal of applied management science
6
(
2014
)
4
,
pp. 343-364
Persistent link: https://www.econbiz.de/10011346405
Saved in:
2030
Copulas in econometrics
Fan, Yanqin
;
Patton, Andrew J.
- In:
Annual review of economics
6
(
2014
),
pp. 179-200
Persistent link: https://www.econbiz.de/10011380011
Saved in:
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