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Search: subject:"copula function"
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Okhrin, Ostap
43
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25
Lucas, André
25
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22
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22
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21
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19
Reboredo, Juan Carlos
19
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17
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17
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17
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17
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16
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15
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15
Chen, Xiaohong
14
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Songsak Sriboonchitta
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12
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11
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Finance research letters
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The European journal of finance
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International review of economics & finance : IREF
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16
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
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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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5
EconStor
4
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2081
Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals : aggregation and capital allocation
Cossette, Hélène
;
Côté, Marie-Pier
;
Marceau, Etienne
; …
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 560-572
Persistent link: https://www.econbiz.de/10009763583
Saved in:
2082
Maximum likelihood estimation of seemingly unrelated stochastic frontier regressions
Lai, Hung-pin
;
Huang, Cliff J.
- In:
Journal of productivity analysis
40
(
2013
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009768400
Saved in:
2083
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
Journal of empirical finance
22
(
2013
),
pp. 94-112
Persistent link: https://www.econbiz.de/10009768422
Saved in:
2084
Copulae in mathematical and quantitative finance : proceedings of the workshop held in Cracow, 10 - 11 July 2012
Jaworski, Piotr
(
ed.
);
Durante, Fabrizio
(
ed.
); …
-
2013
Persistent link: https://www.econbiz.de/10009768760
Saved in:
2085
Tail dependence between Central and Eastern European and major European stock markets : a copula approach
Dajcman, Silvo
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1567-1573
Persistent link: https://www.econbiz.de/10010221720
Saved in:
2086
Regional air quality conformity in transportation networks with stochastic dependencies : a theoretical Copula-based model
Ng, ManWo
;
Lo, Hong K.
- In:
Networks and spatial economics : a journal of …
13
(
2013
)
4
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010226738
Saved in:
2087
Multivariate patchwork copulas : a unified approach with applications to partial comonotonicity
Durante, Fabrizio
;
Sánchez, Juan Fernández
;
Sempi, Carlo
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 897-905
Persistent link: https://www.econbiz.de/10010227787
Saved in:
2088
Total loss estimation using copula-based regression models
Krämer, Nicole
;
Brechmann, Eike C.
;
Silvestrini, Daniel
; …
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 829-839
Persistent link: https://www.econbiz.de/10010227816
Saved in:
2089
On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing
Dutang, Christophe
;
Lefevre, Claude
;
Loisel, Stéphane
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 774-785
Persistent link: https://www.econbiz.de/10010227872
Saved in:
2090
Conditional copula simulation for systemic risk stress testing
Brechmann, Eike C.
;
Hendrich, Katharina
;
Czado, Claudia
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 722-732
Persistent link: https://www.econbiz.de/10010227893
Saved in:
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