Similar Search Results

Estimating non-linear serial and cross-interdependence between financial assets

Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: Journal of banking & finance 37 (2013) 3, pp. 837-846

Persistent link: https://www.econbiz.de/10009708737

Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]

Huynh, Van-Nam (contributor) - 2013 - 1., 2013

Persistent link: https://www.econbiz.de/10009683104

Why Clayton and Gumbel copulas : a symmetry-based explanation

Kreinovich, Vladik; Nguyen, Hung T.; Songsak Sriboonchitta - In: Uncertainty analysis in econometrics with applications …, (pp. 79-90). 2013

Persistent link: https://www.econbiz.de/10009711164

Copula-GARCH time-varying tail dependence

Chen, Jiaqi; Gunther, Jeffery W. - In: 30th anniversary edition, (pp. 411-425). 2012

Persistent link: https://www.econbiz.de/10009711920

Profitability of product bundling

Chen, Yongmin; Riordan, Michael H. - In: International economic review 54 (2013) 1, pp. 35-57

Persistent link: https://www.econbiz.de/10009715160

A time dynamic pair copula construction : with financial applications

Vesper, Andrew - In: Applied financial economics 22 (2012) 19/21, pp. 1697-1711

Persistent link: https://www.econbiz.de/10009715935

Copula bivariate probit models : with an application to medical expenditures

Winkelmann, Rainer - In: Health economics 21 (2012) 12, pp. 1444-1455

Persistent link: https://www.econbiz.de/10009690942

Essays on partial identification in econometrics and finance

Galichon, Alfred - 2007

Persistent link: https://www.econbiz.de/10009691355

Bayesian analysis of multivariate sample selection models using Gaussian copulas

Li, Phillip; Rahman, Mohammad Arshad - 2011

Persistent link: https://www.econbiz.de/10009693815

A flexible sample selection model : a GTL-copula approach

Hasebe, Takuya; Vijverberg, Wim P. M. - 2012

bivariate distribution. The versatility arising from inserting GTL marginal distributions into copula-constructed bivariate … expenditures to speeding tickets and international disputes illustrate the value of the proposed GTL-copula estimator. -- sample … selection ; copula ; Generalized Tukey Lambda distribution …

Persistent link: https://www.econbiz.de/10009665514

A service of the

zbw