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Search: subject:"multivariate Distribution"
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Multivariate distribution
2,583
Multivariate Verteilung
2,571
Theorie
1,378
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1,373
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514
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513
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510
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508
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414
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406
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396
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394
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388
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334
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334
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328
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314
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308
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298
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297
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251
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250
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244
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243
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241
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241
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220
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219
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204
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196
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196
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195
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194
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194
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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
Fermanian, Jean-David
14
Ghorbel, Ahmed
14
Hamori, Shigeyuki
14
Songsak Sriboonchitta
14
Fantazzini, Dean
13
Fischer, Matthias
13
Dijk, Dick van
12
Oh, Dong Hwan
12
Romagnoli, Silvia
12
Bouri, Elie
11
Embrechts, Paul
11
Heinen, Andréas
11
Ji, Qiang
11
Nguyen, Duc Khuong
11
Shi, Peng
11
Trivedi, Pravin K.
11
Uddin, Mohammed Gazi Salah
11
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National Bureau of Economic Research
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International Monetary Fund
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Bergische Universität Wuppertal
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Berkeley Electronic Press
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Center for Economic Research <Tilburg>
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Statistisk Sentralbyrå, Government of Norway
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1
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EconWPA
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Ruhr-Universität Bochum
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Springer International Publishing
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Thailand Econometric Society
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1
Universität Bremen
1
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1
Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
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Insurance / Mathematics & economics
101
Energy economics
58
Applied economics
45
Economic modelling
40
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
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
10
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
Econometric theory
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ECONIS (ZBW)
2,585
RePEc
42
USB Cologne (EcoSocSci)
10
EconStor
8
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4
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2571
The copula approach to modelling multivariate extreme values : theory and examples with financial applications in view
Demarta, Stefano
-
2007
Persistent link: https://www.econbiz.de/10003740889
Saved in:
2572
Understanding dependence structure of random variables in financial modelling by using copulas
Biliari, Natalia
;
Topyan, Kudret
-
2007
Persistent link: https://www.econbiz.de/10003668131
Saved in:
2573
Credit Correlation : Life after Copulas
Lipton, Alexander
-
2007
Key Features:Contributors are practitioners and academics from leading institutions such as Citigroup, Lehmen Brothers, JP Morgan, University of Cambridge, Imperial College London and Stanford University.
Persistent link: https://www.econbiz.de/10012690954
Saved in:
2574
Convergence of archimedean copulas
Charpentier, Arthur
(
contributor
);
Segers, Johan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003314853
Saved in:
2575
Lower tail dependence for archimedean copulas: characterizations and pitfalls
Charpentier, Arthur
(
contributor
);
Segers, Johan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003314856
Saved in:
2576
Nonparametric methods in economics and finance : dependence, causality and prediction
Panchenko, Valentyn
-
2006
Persistent link: https://www.econbiz.de/10003379623
Saved in:
2577
Correlated default processes: a criterion-based copula approach
Das, Sanjiv R.
;
Geng, Gary
- In:
The credit market handbook : advanced modeling issues
,
(pp. 186-218)
.
2006
Persistent link: https://www.econbiz.de/10003338134
Saved in:
2578
Testing for equality between two copulas
Rémillard, Bruno
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003354351
Saved in:
2579
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
-
2006
Persistent link: https://www.econbiz.de/10003322651
Saved in:
2580
Modeling individual earnings trajectories using copulas : France, 1990 - 2002
Bonhomme, Stéphane
;
Robin, Jean-Marc
- In:
Structural models of wage and employment dynamics : …
,
(pp. 441-478)
.
2006
Persistent link: https://www.econbiz.de/10003331590
Saved in:
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