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New insight on the CAPM : a copula-based approach Tunisian and international evidence
Mabrouk, Houda Ben; Bouri, Abdelfettah - In: International journal of accounting and finance 4 (2013) 1, pp. 35-62
Persistent link: https://www.econbiz.de/10009752646
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Profitability of product bundling
Chen, Yongmin; Riordan, Michael H. - 2012 - rev.
Persistent link: https://www.econbiz.de/10009754174
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Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support
Diks, Cees G. H.; Panchenko, Valentyn; Sokolinskiy, Oleg; … - 2013
Persistent link: https://www.econbiz.de/10009756306
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Identifying asymmetric comovements of international stock market returns
Li, Fuchun - In: Journal of financial econometrics : official journal of … 12 (2014) 3, pp. 507-543
Persistent link: https://www.econbiz.de/10010391948
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Copula-based dependence between frequency and class in car insurance with excess zeros
Zhao, XiaoBing; Zhou, Xian - In: Operations research letters 42 (2014) 4, pp. 273-277
Persistent link: https://www.econbiz.de/10010396165
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Neumann series on the recursive moments of copula-dependent aggregate discounted claims
Ramli, Siti Norafidah Mohd; Jang, Jiwook - In: Risks : open access journal 2 (2014) 2, pp. 195-210
structure is captured by a Farlie-Gumbel-Morgenstern (FGM) copula, a Gaussian copula and a Gumbel copula with exponential …
Persistent link: https://www.econbiz.de/10010399755
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An algorithm for constructing high dimensional distributions from distributions of lower dimension
Anatolyev, Stanislav; Khabibullin, Renat; Prokhorov, Artem - In: Economics letters 123 (2014) 3, pp. 257-261
Persistent link: https://www.econbiz.de/10010400222
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Optimal capital allocations to interdependent actuarial risks
You, Yinping; Li, Xiaohu - In: Insurance / Mathematics & economics 57 (2014), pp. 104-113
Persistent link: https://www.econbiz.de/10010402711
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Quantile spectral analysis for locally stationary time series
Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014
Persistent link: https://www.econbiz.de/10010376928
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Quantile spectral analysis for locally stationary time series
Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014
Persistent link: https://www.econbiz.de/10010347305