Narrow search
Showing 1,381 - 1,390 of 735,815
Cover Image
Canonical vine copulas in the context of modern portfolio management : are they worth it?
Low, Rand Kwong Yew; Alcock, Jamie; Faff, Robert W.; … - In: Asymmetric dependence in finance : diversification, …, (pp. 263-289). 2018
Persistent link: https://www.econbiz.de/10011978511
Cover Image
The most entropic canonical copula with an application to "style" investment
Chu, Ba; Satchell, Stephen - In: Asymmetric dependence in finance : diversification, …, (pp. 221-262). 2018
Persistent link: https://www.econbiz.de/10011978516
Cover Image
Copula functions and applications in engineering
Kumar, Pranesh - In: Logistics, supply chain and financial predictive …, (pp. 195-209). 2019
Persistent link: https://www.econbiz.de/10011980439
Cover Image
Impact of dependence modeling of non-life insurance risks on capital requirement : D-Vine copula approach
Mejdoub, Hanène; Arab, Mounira Ben - In: Research in international business and finance 45 (2018), pp. 208-218
Persistent link: https://www.econbiz.de/10011983230
Cover Image
Exploiting investor sentiment for portfolio optimization
Banholzer, Nicolas; Heiden, Sebastian; Schneller, Dominik - In: Business research 12 (2019) 2, pp. 671-702
future returns and volatility. Employing the approach of Copula Opinion Pooling, we explore how sentiment information …
Persistent link: https://www.econbiz.de/10012256371
Cover Image
Score-driven copula models for portfolios of two risky assets
Ayala, Astrid; Blazsek, Szabolcs - In: The European journal of finance 24 (2018) 18, pp. 1861-1884
Persistent link: https://www.econbiz.de/10012259236
Cover Image
Is a normal copula the right copula?
Amengual, Dante; Sentana, Enrique - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 350-366
Persistent link: https://www.econbiz.de/10012262480
Cover Image
Detecting structural differences in tail dependence of financial time series
Bormann, Carsten; Schienle, Melanie - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
Cover Image
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben; Smith, Michael S. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
Cover Image
Mixed marginal copula modeling
Gunawan, David; Khaled, Mohamad A.; Kohn, Robert - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 137-147
Persistent link: https://www.econbiz.de/10012179532