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Search: subject:"copula function"
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Multivariate distribution
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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
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17
Kim, Jong-Min
17
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17
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17
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16
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16
Hammoudeh, Shawkat
15
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15
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15
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15
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15
Chen, Xiaohong
14
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14
Ghorbel, Ahmed
14
Songsak Sriboonchitta
14
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13
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12
Fantazzini, Dean
12
Oh, Dong Hwan
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Bouri, Elie
11
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Ji, Qiang
11
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Okhrin, Yarema
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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Journal of econometrics
29
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
24
Discussion paper / Tinbergen Institute
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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
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
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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
28
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5
EconStor
4
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2341
Generalized diagonal band copulas with two-sided generating densities
Kotz, Samuel
;
Dorp, Johan René van
- In:
Decision analysis : a journal of the Institute for …
7
(
2010
)
2
,
pp. 196-214
Persistent link: https://www.econbiz.de/10003980629
Saved in:
2342
Pair-copulas modeling in finance
Mendes, Beatriz Vaz de Melo
;
Semeraro, Mariângela Mendes
; …
- In:
Financial markets and portfolio management
24
(
2010
)
2
,
pp. 193-213
Persistent link: https://www.econbiz.de/10003983974
Saved in:
2343
Comparison of three semiparametric methods for estimating dependence parameters in copula models
Kojadinovic, Ivan
;
Yan, Jun
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 52-63
Persistent link: https://www.econbiz.de/10003985390
Saved in:
2344
Changing default risk dependencies during the subprime crisis : DJ iTraxx subindices and goodness-of-fit-testing for copulas
Grundke, Peter
- In:
Review of managerial science
4
(
2010
)
2
,
pp. 91-118
Persistent link: https://www.econbiz.de/10003987045
Saved in:
2345
Aggregation von Marktpreis- und Adressenausfallrisiko
Hahneiser, Olaf
;
Schulte-Mattler, Hermann
- In:
Risiko-Manager
(
2010
)
15
,
pp. 1,8-15
Persistent link: https://www.econbiz.de/10003987059
Saved in:
2346
Availability, MTTF and cost analysis of complex system under preemptive-repeat repair discipline using Gumbel-Hougaard family copula
Ram, Mangey
;
Singh, S. B.
- In:
International journal of quality & reliability management
27
(
2010
)
4/5
,
pp. 576-595
Persistent link: https://www.econbiz.de/10003987819
Saved in:
2347
Copulas and temporal dependence
Beare, Brendan K.
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 395-410
Persistent link: https://www.econbiz.de/10003989270
Saved in:
2348
Dependence structure between the equity market and the foreign exchange market : a copula approach
Ning, Cathy Q.
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 743-759
Persistent link: https://www.econbiz.de/10003989912
Saved in:
2349
Joint characteristic functions construction via copulas
Komelj, Janez
;
Perman, Mihael
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 137-143
Persistent link: https://www.econbiz.de/10008654265
Saved in:
2350
An improved implied copula model and its application to the valuation of bespoke CDO tranches
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
8
(
2010
)
3
,
pp. 11-31
Persistent link: https://www.econbiz.de/10008654919
Saved in:
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