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Search: subject:"copula function"
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Multivariate distribution
2,572
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514
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304
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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
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1
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
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Insurance / Mathematics & economics
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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
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ECONIS (ZBW)
2,572
RePEc
28
Other ZBW resources
5
EconStor
4
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2501
On the construction of copulas and quasi-copulas with given diagonal sections
Nelsen, Roger B.
;
Quesada-Molina, José Juan
; …
- In:
Insurance / Mathematics & economics
42
(
2008
)
2
,
pp. 473-483
Persistent link: https://www.econbiz.de/10003733058
Saved in:
2502
Korrelation und Copulae : eine Übersicht verschiedener Konzepte zur Modellierung der stochastischen Abhängigkeit
Weiß, Gregor
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
37
(
2008
)
1
,
pp. 33-36
Persistent link: https://www.econbiz.de/10003627010
Saved in:
2503
Modelling credit derivatives
Voort, Martinus Franciscus Antonius van der
-
2008
Persistent link: https://www.econbiz.de/10003941299
Saved in:
2504
Improving upon the marginal empirical distribuition functions when the copula is known
Segers, Johan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003736683
Saved in:
2505
A copula test space model : how to avoid the wrong copula choice
Michiels, Frederik
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724694
Saved in:
2506
Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
(
contributor
);
Heinen, Andréas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003726991
Saved in:
2507
Monte-Carlo-Methoden für das Risikomanagement und Treasury
Kienitz, Jörg
;
Küpker, Horst
- In:
Bankrisikomanagement : Mindestanforderungen, …
,
(pp. 535-565)
.
2008
Persistent link: https://www.econbiz.de/10003710851
Saved in:
2508
Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung
Köck, Christian
-
2008
Persistent link: https://www.econbiz.de/10003717606
Saved in:
2509
Copula-based default dependence modeling : where do we stand?
Luciano, Elisa
- In:
Credit risk : models, derivatives, and management
,
(pp. 327-345)
.
2008
Persistent link: https://www.econbiz.de/10003718534
Saved in:
2510
Correlated default processes : a criterion-based copula approach
Das, Sanjiv R.
;
Geng, Gary
- In:
Credit risk : models, derivatives, and management
,
(pp. 347-375)
.
2008
Persistent link: https://www.econbiz.de/10003718543
Saved in:
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