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Search: subject:"copula function"
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Multivariate distribution
2,572
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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
Manner, Hans
17
Segers, Johan
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
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15
Chen, Xiaohong
14
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14
Ghorbel, Ahmed
14
Songsak Sriboonchitta
14
Anatolyev, Stanislav
13
Fischer, Matthias
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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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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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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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57
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45
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40
European journal of operational research : EJOR
38
International review of financial analysis
34
Journal of banking & finance
32
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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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2531
Testing for asset market linkages : a new approach based on time-varying copulas
Manner, Hans
;
Candelon, Bertrand
-
2007
Persistent link: https://www.econbiz.de/10003647683
Saved in:
2532
Estimation and model selection of copulas with an application to exchange rates
Manner, Hans
-
2007
Persistent link: https://www.econbiz.de/10003647709
Saved in:
2533
Modeling of CDO squareds : capturing the second dimension
Dorn, Jochen
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10003628175
Saved in:
2534
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2405-2423
Persistent link: https://www.econbiz.de/10003522947
Saved in:
2535
A copula approach to value-at-risk estimation for fixed-income portfolios
Martellini, Lionel
;
Meyeredi, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10003502367
Saved in:
2536
Modellierung multivariater Abhängigkeitsstrukturen auf Finanzmärkten mit archimedischen und hierarchischen archimedischen Copulas
Savu, Cornelia
-
2007
Persistent link: https://www.econbiz.de/10003539213
Saved in:
2537
Copula modeling : an introduction for practitioners
Trivedi, Pravin K.
;
Zimmer, David M.
-
2007
Persistent link: https://www.econbiz.de/10003553428
Saved in:
2538
Modeling credit dependency
Servigny, Arnaud de
- In:
The handbook of structured finance
,
(pp. 137-215)
.
2007
Persistent link: https://www.econbiz.de/10003727133
Saved in:
2539
The copula approach to modelling multivariate extreme values : theory and examples with financial applications in view
Demarta, Stefano
-
2007
Persistent link: https://www.econbiz.de/10003740889
Saved in:
2540
Understanding dependence structure of random variables in financial modelling by using copulas
Biliari, Natalia
;
Topyan, Kudret
-
2007
Persistent link: https://www.econbiz.de/10003668131
Saved in:
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