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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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404
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396
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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
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297
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297
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249
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246
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244
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243
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241
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219
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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
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2
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1
Economics, Markets, Institutions, IMT Lucca Institute for Advanced Studies
1
Faculty of Economics, University of Cambridge
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Friedrich-Schiller-Universität Jena
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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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ECONIS (ZBW)
2,572
RePEc
28
Other ZBW resources
5
EconStor
4
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2361
Modeling exchange rate dependence dynamics at different time horizons
Dias, Alexandra
;
Embrechts, Paul
- In:
Journal of international money and finance
29
(
2010
)
8
,
pp. 1687-1705
Persistent link: https://www.econbiz.de/10009239631
Saved in:
2362
Option pricing under time varying correlation with conditional dependence : a copula based approach to recover the index skew from the constituent dynamics
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
-
2010
Persistent link: https://www.econbiz.de/10009240321
Saved in:
2363
Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1596-1609
Persistent link: https://www.econbiz.de/10009125848
Saved in:
2364
Pricing of CDOs based on the multivariate Wang transform
Kijima, Masaaki
;
Motomiya, Shin-ichi
;
Suzuki, Yoichi
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2259-2272
Persistent link: https://www.econbiz.de/10009008889
Saved in:
2365
Exponential series estimation of empirical copulas with application to financial returns
Chui, Chinman
;
Wu, Ximing
- In:
Nonparametric econometric methods
,
(pp. 263-290)
.
2010
Persistent link: https://www.econbiz.de/10010216413
Saved in:
2366
On measuring nonlinear risk with scarce observations
Cherny, Alexander
;
Douady, Raphael
;
Molčanov, …
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 375-395
Persistent link: https://www.econbiz.de/10010216489
Saved in:
2367
A copula-VAR-X approach for industrial production modelling and forecasting
Bianchi, Carluccio
;
Carta, Alessandro
;
Fantazzini, Dean
; …
- In:
Applied economics
42
(
2010
)
25/27
,
pp. 3267-3277
Persistent link: https://www.econbiz.de/10008748842
Saved in:
2368
Voltality spillovers, assymmetry and extreme events in securitized real estate returns
Hoesli, Martin
;
Reka, Kustrim
-
2010
Persistent link: https://www.econbiz.de/10008758759
Saved in:
2369
A versatile copula and its application to risk measures
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
International journal of business and economics
9
(
2010
)
3
,
pp. 213-231
Persistent link: https://www.econbiz.de/10008933251
Saved in:
2370
On Kolmogorov equations for anisotropic multivariate Lévy processes
Reich, N.
;
Schwab, Christoph
;
Winter, C.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 527-567
Persistent link: https://www.econbiz.de/10008823691
Saved in:
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