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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
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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International Center for Financial Asset Management and Engineering
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International Monetary Fund
1
Society for the Study of Economic Inequality - ECINEQ
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Springer International Publishing
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Thailand Econometric Society
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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
1
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Insurance / Mathematics & economics
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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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901
On stochastic comparisons of series systems with heterogeneous dependent and independent location-scale family distributed components
Kundu, Amarjit
;
Chowdhury, Shovan
- In:
Operations research letters
48
(
2020
)
1
,
pp. 40-47
Persistent link: https://www.econbiz.de/10012169593
Saved in:
902
Hedge funds portfolio optimisation using a vine copula-GARCH-EVT-CVaR model
Bedoui, Rihab
;
Noiali, Sameh
;
Hamdi, Haykel
- In:
International journal of entrepreneurship and small …
39
(
2020
)
1/2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10012176750
Saved in:
903
Does uncertainty predict cryptocurrency returns? : a copula-based approach
Koumba, Ur
;
Mudzingiri, Calvin
;
Mba, Jules
- In:
Macroeconomics and finance in emerging market economies
13
(
2020
)
1
,
pp. 67-88
Persistent link: https://www.econbiz.de/10012176880
Saved in:
904
Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios
Bruneau, Catherine
;
Flageollet, Alexis
;
Peng, Zhun
-
2020
Persistent link: https://www.econbiz.de/10012165556
Saved in:
905
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
906
An equity-credit hybrid model for asset correlations
Dias, Fabio S.
- In:
International journal of financial engineering and risk …
3
(
2020
)
3
,
pp. 223-239
Persistent link: https://www.econbiz.de/10012253510
Saved in:
907
Randomization tests of copula symmetry
Beare, Brendan K.
;
Seo, Juwon
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1025-1063
Persistent link: https://www.econbiz.de/10012404089
Saved in:
908
Looking beyond wine risk-adjusted performance
Maurer, Frantz
;
Cardebat, Jean-Marie
;
Jiao, Linda
- In:
Journal of wine economics
15
(
2020
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10012404400
Saved in:
909
Analysing the relationship between district heating demand and weather conditions through conditional mixture copula
Di Lascio, F. Marta L.
;
Menapace, Andrea
;
Righetti, Maurizio
-
2020
Persistent link: https://www.econbiz.de/10012415220
Saved in:
910
Time-varying dependence in European equity markets : a contagion and investor sentiment driven analysis
Niţoi, Mihai
;
Pochea, Maria Miruna
- In:
Economic modelling
86
(
2020
),
pp. 133-147
Persistent link: https://www.econbiz.de/10012415531
Saved in:
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