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~isPartOf:"Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Estimation theory"
~subject:"USA"
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Search: subject_exact:"Copula function"
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USA
Multivariate Verteilung
14
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Insurance / Mathematics & economics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
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Reihe Quantitative Ökonomie : Ökon
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ECONIS (ZBW)
7
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1
Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar
Huang, Wanling
;
Mollick, André Varella
;
Nguyen Khoa Huu
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 959-997
Persistent link: https://www.econbiz.de/10011892922
Saved in:
2
Penalized exponential series estimation of copula densities with an application to intergenerational dependence of body mass index
Gao, Yichen
;
Zhang, Yu Yvette
;
Wu, Ximing
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10011285954
Saved in:
3
Asymmetric dependence in house prices : evidence from USA and international data
Zimmer, David M.
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10011325608
Saved in:
4
A copula-GARCH model for macro asset allocation of a portfolio with commodities : an out-of-sample analysis
Riccetti, Luca
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1315-1336
Persistent link: https://www.econbiz.de/10009749481
Saved in:
5
Voltality spillovers, assymmetry and extreme events in securitized real estate returns
Hoesli, Martin
;
Reka, Kustrim
-
2010
Persistent link: https://www.econbiz.de/10008758759
Saved in:
6
Testing for equality between two copulas
Rémillard, Bruno
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003354351
Saved in:
7
Kernel based goodness-of-fit tests for copulas with fixed smoothing parameters
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120209
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