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Search: subject:"multivariate Distribution"
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Multivariate distribution
2,583
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514
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513
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Okhrin, Ostap
58
Härdle, Wolfgang
27
Lucas, André
25
Smith, Michael S.
22
Tiwari, Aviral Kumar
22
Weiß, Gregor
21
Patton, Andrew J.
19
Reboredo, Juan Carlos
19
Okhrin, Yarema
18
Prokhorov, Artem
18
Einmahl, John H. J.
17
Kim, Jong-Min
17
Manner, Hans
17
Segers, Johan
17
Czado, Claudia
16
Ning, Cathy Q.
16
Anatolyev, Stanislav
15
Cherubini, Umberto
15
Hammoudeh, Shawkat
15
Koopman, Siem Jan
15
Zimmer, David M.
15
Chen, Xiaohong
14
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14
Ghorbel, Ahmed
14
Hamori, Shigeyuki
14
Songsak Sriboonchitta
14
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13
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13
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12
Oh, Dong Hwan
12
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12
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11
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11
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11
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11
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101
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58
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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
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
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29
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
24
Discussion paper / Tinbergen Institute
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Journal of risk
22
The European journal of finance
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Computational economics
18
International review of economics & finance : IREF
18
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16
International journal of theoretical and applied finance
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16
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Economics letters
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Econometric reviews
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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
Astin bulletin : the journal of the International Actuarial Association
10
Discussion paper
10
Quantitative finance
10
The journal of credit risk : published quarterly by Incisive Media
10
The journal of futures markets
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
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ECONIS (ZBW)
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RePEc
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2561
Lower tail dependence for Archimedean copulas : characterizations and pitfalls
Charpentier, Arthur
;
Segers, Johan
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 525-532
Persistent link: https://www.econbiz.de/10003755787
Saved in:
2562
The one-factor Gaussian copula applied to CDOs : just say NO (or, if you see a correlation smile, she is laughing at your "results")
Cifuentes, Arturo
;
Katsaros, Georgios
- In:
The journal of structured finance
13
(
2007/08
)
3
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003862373
Saved in:
2563
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:
2564
Estimation and model selection of copulas with an application to exchange rates
Manner, Hans
-
2007
Persistent link: https://www.econbiz.de/10003647709
Saved in:
2565
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:
2566
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:
2567
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:
2568
Modellierung multivariater Abhängigkeitsstrukturen auf Finanzmärkten mit archimedischen und hierarchischen archimedischen Copulas
Savu, Cornelia
-
2007
Persistent link: https://www.econbiz.de/10003539213
Saved in:
2569
Copula modeling : an introduction for practitioners
Trivedi, Pravin K.
;
Zimmer, David M.
-
2007
Persistent link: https://www.econbiz.de/10003553428
Saved in:
2570
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:
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