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Search: subject:"copula function"
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Multivariate distribution
2,572
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Okhrin, Ostap
43
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25
Lucas, André
25
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22
Tiwari, Aviral Kumar
22
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21
Patton, Andrew J.
19
Reboredo, Juan Carlos
19
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17
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17
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17
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16
Ning, Cathy Q.
16
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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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Songsak Sriboonchitta
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11
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
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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
18
Discussion paper / Center for Economic Research, Tilburg University
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International journal of theoretical and applied finance
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Journal of empirical finance
16
Research in international business and finance
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Applied economics letters
15
Economics letters
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Econometric reviews
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
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
Other ZBW resources
5
EconStor
4
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241
Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction
Shi, Peng
;
Zhao, Zifeng
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015075032
Saved in:
242
Conditions for extrapolating differences in consumption to differences in welfare
Zhao, Wei
;
Kaplan, David M.
- In:
Economic inquiry
62
(
2024
)
3
,
pp. 1090-1104
Persistent link: https://www.econbiz.de/10015123740
Saved in:
243
Liquidity-adjusted value-at-risk using extreme value theory and copula approach
Kamal, Harish
;
Paul, Samit
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10015108432
Saved in:
244
Vine copula-based scenario tree generation approaches for portfolio optimization
He, Xiaolei
;
Zhang, Weiguo
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 1936-1955
Persistent link: https://www.econbiz.de/10015110342
Saved in:
245
Unveiling mispricing risks : nonlarge homogeneous portfolio factor copula models for enhanced valuation of subordinated loan securitization
Kim, Sung Ik
- In:
The journal of futures markets
44
(
2024
)
10
,
pp. 1710-1732
Persistent link: https://www.econbiz.de/10015110722
Saved in:
246
Portfolio selection via high-dimensional stochastic factor Copula
Chen, Zhenlong
;
Chang, Jing
;
Hao, Xiaozhen
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015061465
Saved in:
247
American financial markets dependencies : a vine copula approach
Lorenzo-Valdes, Arturo
- In:
International journal of computational economics and …
14
(
2024
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10015062779
Saved in:
248
Transmission of the 2010 Greek sovereign debt crisis to Asia-Pacific stock markets : a copula-based approach
Jayech, Salma
;
Abdennadher, Emna
- In:
International journal of economics and business …
27
(
2024
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10015063241
Saved in:
249
An assessment of copula functions approach in conjunction with factor model in portfolio credit risk management
Kao, Lie-Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015045615
Saved in:
250
Dynamic dependence and spillover among the energy related ETFs : from the hedging effectiveness perspective
Ji, Hao
;
Naeem, Muhammad
;
Zhang, Jing
;
Tiwari, Aviral Kumar
- In:
Energy economics
136
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015046908
Saved in:
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