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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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513
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503
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481
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396
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388
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333
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327
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305
Copula
304
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297
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249
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244
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243
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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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11
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International Monetary Fund
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Society for the Study of Economic Inequality - ECINEQ
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Springer International Publishing
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Universität Bremen
1
Université Paris-Dauphine (Paris IX)
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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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Energy economics
57
Applied economics
45
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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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561
Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation
Agiakloglou, Christos N.
;
Bera, Anil K.
;
Deligiannakis, …
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 535-552
Persistent link: https://www.econbiz.de/10013442210
Saved in:
562
Twitter-based uncertainty and cryptocurrency returns
Aharon, David Y.
;
Demir, Ender
;
Lau, Chi Keung
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013402135
Saved in:
563
"Digital gold" and geopolitics
Selmi, Refk
;
Bouoiyour, Jamal
;
Wohar, Mark E.
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013410829
Saved in:
564
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
565
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-Chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
566
Multivariate crash risk
Chabi-Yo, Fousseni
;
Huggenberger, Markus
;
Weigert, Florian
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10013473731
Saved in:
567
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
568
Dependence and contagion between Vietnamese and major East Asian stock markets
Nguyen Van Chien
;
Nguyen Thu Thuy
- In:
International journal of management practice : IJMP
15
(
2022
)
4
,
pp. 445-459
Persistent link: https://www.econbiz.de/10013415125
Saved in:
569
Study on the optimal hedging ratio of Shanghai crude oil futures based on Copula models
Wu, Xiaofei
;
Miao, Hailong
;
Zhu, Shuzhen
;
Li, Xin
- In:
Asia-Pacific journal of accounting & economics : …
29
(
2022
)
6
,
pp. 1657-1670
Persistent link: https://www.econbiz.de/10013415547
Saved in:
570
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
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