//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Copula function"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
15
Multivariate distribution
15
Theorie
8
Theory
8
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
5
Estimation theory
5
Outliers
5
Schätztheorie
5
Statistical test
4
Statistischer Test
4
tail dependence
3
Martingal
2
Martingale
2
martingale transformation
2
Brown-resnick process
1
Comparison
1
Customer value
1
Economic convergence
1
Extreme value statistics
1
Extreme value theory
1
Financial crisis
1
Finanzkrise
1
Finanzmathematik
1
Forecasting model
1
Khmaladze transform
1
Kundenwert
1
Mathematical finance
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Method of moments
1
Modellierung
1
Momentenmethode
1
Multivariate Analyse
1
Multivariate analysis
1
Option pricing theory
1
Optionspreistheorie
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Arbeitspapier
15
Working Paper
15
Graue Literatur
13
Non-commercial literature
13
Language
All
English
15
Author
All
Einmahl, John H. J.
8
Segers, Johan
6
Can, Sami Umut
3
Laeven, Roger J. A.
3
Akker, Ramon van den
2
Charpentier, Arthur
2
Krajina, Andrea
2
Werker, Bas J. M.
2
Chen Zhou
1
Croux, Christophe
1
Genest, Christian
1
Glady, Nicolas
1
Goorbergh, Rob Willem Jean van den
1
Haan, Laurens de
1
Khmaladze, Estate V.
1
Kiriliouk, Anna
1
Lemmens, Aurélie
1
Li, Deyuan
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
2
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
Insurance / Mathematics & economics
95
Energy economics
59
Risks : open access journal
42
Applied economics
41
Economic modelling
37
European journal of operational research : EJOR
34
International review of financial analysis
33
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of banking & finance
31
Finance research letters
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of econometrics
27
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
24
Discussion paper / Tinbergen Institute
22
Journal of risk
22
The European journal of finance
22
Research in international business and finance
19
International journal of theoretical and applied finance
16
Journal of empirical finance
16
Applied economics letters
15
Computational economics
15
International review of economics & finance : IREF
15
Econometric reviews
14
Economics letters
13
International journal of forecasting
13
Journal of international financial markets, institutions & money
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
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Quantitative finance
11
Scandinavian actuarial journal
11
Discussion paper
10
Robustness in econometrics
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
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
15
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
3
Empirical tail copulas for functional data
Einmahl, John H. J.
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012161555
Saved in:
4
Asymptotically distribution-free goodness-of-fit testing for copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2017
Persistent link: https://www.econbiz.de/10011764588
Saved in:
5
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Khmaladze, Estate V.
; …
-
2014
Persistent link: https://www.econbiz.de/10011283328
Saved in:
6
An M-estimator of spatial tail dependence
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Krajina, Andrea
; …
-
2014
Persistent link: https://www.econbiz.de/10010395535
Saved in:
7
Superefficient estimation of the marginals by exploiting knowledge on the copula
Einmahl, John H. J.
;
Akker, Ramon van den
-
2010
Persistent link: https://www.econbiz.de/10008746125
Saved in:
8
Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
Saved in:
9
Non-parametric inference for bivariate extreme-value copulas
Segers, Johan
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002453243
Saved in:
10
Multivariate option pricing using dynamic copula models
Goorbergh, Rob Willem Jean van den
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871136
Saved in:
11
Modeling within- and across-customer association in lifetime value with copulas
Glady, Nicolas
;
Lemmens, Aurélie
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008664215
Saved in:
12
A method of moments estimator of tail dependence in elliptical copula models
Krajina, Andrea
-
2009
Persistent link: https://www.econbiz.de/10003865602
Saved in:
13
Improving upon the marginal empirical distribuition functions when the copula is known
Segers, Johan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003736683
Saved in:
14
Convergence of archimedean copulas
Charpentier, Arthur
(
contributor
);
Segers, Johan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003314853
Saved in:
15
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->