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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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503
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481
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481
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411
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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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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
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11
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11
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1
Economics, Markets, Institutions, IMT Lucca Institute for Advanced Studies
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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
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International Monetary Fund
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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
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
1
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Insurance / Mathematics & economics
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Energy economics
57
Applied economics
45
Economic modelling
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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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610
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601
Dependence and systemic risk analysis between S&P 500 index and sector indexes : a conditional value-at-risk approach
Jiao, Shoukun
;
Ye, Wuyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1203-1229
Persistent link: https://www.econbiz.de/10013169244
Saved in:
602
Performance evaluation of a hybrid series-parallel system with two human operators using Gumbel-Hougaard family copula
Ismail, Abdulkareem Lado
;
Abdullahi, Sanusi
;
Yusuf, Ibrahim
- In:
International journal of quality & reliability management
39
(
2022
)
1
,
pp. 297-315
Persistent link: https://www.econbiz.de/10013169344
Saved in:
603
Performance assessment of the complex repairable system with n-identical units under (k-out-of-n: G) scheme and copula linguistic repair approach
Singh, V. V.
;
Mohhammad, Abubakkar Idris
;
Ibrahim, …
- In:
International journal of quality & reliability management
39
(
2022
)
2
,
pp. 367-386
Persistent link: https://www.econbiz.de/10013169360
Saved in:
604
Copula-based direct utility models for correlated choice alternatives
Kim, Chul
;
Jun, Duk Bin
;
Park, Sungho
- In:
Quantitative marketing and economics : QME
20
(
2022
)
1
,
pp. 69-99
Persistent link: https://www.econbiz.de/10013190785
Saved in:
605
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
606
Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang
;
Chen, Yu
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
Saved in:
607
A two-product newsvendor problem with partial demand substitution
Lei, Lei
;
Ru, Jun
;
Shi, Ruixia
;
Zhang, Jun
- In:
Production and operations management : the flagship …
31
(
2022
)
3
,
pp. 1157-1173
Persistent link: https://www.econbiz.de/10013164067
Saved in:
608
On a family of log-gamma-generated archimedean copulas
Yang, Yaming
;
Li, Shuanming
- In:
North American actuarial journal : NAAJ ; leading the …
26
(
2022
)
1
,
pp. 123-142
Persistent link: https://www.econbiz.de/10013167045
Saved in:
609
Modeling dependent structure among micro-economics variables through COPAR (1)-model in Pakistan
Khan, Yousaf Ali
- In:
Journal of quantitative economics
20
(
2022
)
1
,
pp. 257-279
Persistent link: https://www.econbiz.de/10013167499
Saved in:
610
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
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