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Search: subject:"copula function"
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43
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25
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25
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22
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22
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21
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19
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The European journal of finance
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International review of economics & finance : IREF
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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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The journal of credit risk : published quarterly by Incisive Media
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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EconStor
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2281
The dynamic dependence between the Chinese market and other international stock markets : a time-varying copula approach
Wang, Kehluh
;
Chen, Yi-Hsuan
;
Huang, Szu-wei
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 654-664
Persistent link: https://www.econbiz.de/10009303893
Saved in:
2282
Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.
;
Moreira, Fernando
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
Saved in:
2283
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang
;
Liang, Shin-shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
Saved in:
2284
Alternativen der Risikosteuerung von Banken in Zeiten der Finanzkrise
Schmidt, Daniel
- In:
Kleine und mittlere Unternehmen : Finanz-, Wirtschafts- …
,
(pp. 105-123)
.
2011
Persistent link: https://www.econbiz.de/10008990911
Saved in:
2285
Copula based models for serial dependence
Mendes, Beatriz Vaz de Melo
;
Aíube, Cecília
- In:
International journal of managerial finance : IJMF
7
(
2011
)
1
,
pp. 68-82
Persistent link: https://www.econbiz.de/10008992011
Saved in:
2286
Shape-based scenario generation using copulas
Kaut, Michal
;
Wallace, Stein W.
- In:
Computational Management Science : CMS
8
(
2011
)
1/2
,
pp. 181-199
Persistent link: https://www.econbiz.de/10008992037
Saved in:
2287
Optimal asset allocation under linear loss aversion
Fortin, Ines
;
Hlouskova, Jaroslava
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2974-2990
Persistent link: https://www.econbiz.de/10009374686
Saved in:
2288
An alternative bivariate zero-inflated negative binomial regression model using a copula
So, Sunha
;
Lee, Dong-hee
;
Jung, Byoung Cheol
- In:
Economics letters
113
(
2011
)
2
,
pp. 183-185
Persistent link: https://www.econbiz.de/10009375559
Saved in:
2289
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
2290
How do crude oil prices co-move? : a copula approach
Reboredo, Juan Carlos
- In:
Energy economics
33
(
2011
)
5
,
pp. 948-955
Persistent link: https://www.econbiz.de/10009382973
Saved in:
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