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Search: subject:"copula function"
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Multivariate distribution
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Okhrin, Ostap
43
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25
Lucas, André
25
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22
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22
Weiß, Gregor
21
Patton, Andrew J.
19
Reboredo, Juan Carlos
19
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17
Kim, Jong-Min
17
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17
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17
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16
Ning, Cathy Q.
16
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15
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15
Chen, Xiaohong
14
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Songsak Sriboonchitta
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11
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
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Finance research letters
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27
Journal of risk and financial management : JRFM
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Journal of risk
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The European journal of finance
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Computational economics
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International review of economics & finance : IREF
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International journal of theoretical and applied finance
16
Journal of empirical finance
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Research in international business and finance
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Applied economics letters
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Economics letters
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Journal of international financial markets, institutions & money
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Scandinavian actuarial journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
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10
Quantitative finance
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The journal of credit risk : published quarterly by Incisive Media
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The journal of futures markets
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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RePEc
28
Other ZBW resources
5
EconStor
4
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950
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941
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
942
Dependence structure in the Australian electricity markets : new evidence from regular vine copulae
Apergēs, Nikolaos
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
Energy economics
90
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012517130
Saved in:
943
Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė
;
Ausín, M. Concepción
; …
- In:
Energy economics
92
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
Saved in:
944
Dynamic exchange rate dependences : the effect of the US-China trade war
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of international financial markets, …
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012495877
Saved in:
945
Information flow dependence in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
Saved in:
946
Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Zhou, Xinmiao
;
Qian, Huanhuan
;
Pérez Rodríguez, Jorge V.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012654918
Saved in:
947
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
948
The dependency measures of commercial bank risks : using an optimal copula selection method based on non-parametric kernel density
Jin, Chenglu
;
Chen, Rongda
;
Cheng, Diandian
;
Mo, Sitian
; …
- In:
Finance research letters
37
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485064
Saved in:
949
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
950
Regional and copula estimation effects on EU and US energy equity portfolios
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Shahzad, Syed …
- In:
Applied economics
52
(
2020
)
49
,
pp. 5311-5342
Persistent link: https://www.econbiz.de/10012307235
Saved in:
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