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~language:"eng"
~person:"Chen, Xiaohong"
~person:"Fantazzini, Dean"
~subject:"EU-Staaten"
~subject:"Multivariate Verteilung"
~type_genre:"Article in journal"
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Search: subject_exact:"Copulafunktion"
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EU-Staaten
Multivariate Verteilung
Multivariate distribution
5
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Chen, Xiaohong
Fantazzini, Dean
Reboredo, Juan Carlos
18
Tiwari, Aviral Kumar
18
Kim, Jong-Min
16
Hammoudeh, Shawkat
13
Smith, Michael S.
12
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11
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11
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11
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10
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10
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10
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9
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9
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9
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9
Zimmer, David M.
9
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8
Ji, Qiang
8
Jung, Hojin
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8
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Shi, Peng
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Wu, Ximing
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7
Cherubini, Umberto
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International journal of risk assessment and management : IJRAM
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ECONIS (ZBW)
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Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
2
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
3
A copula-VAR-X approach for industrial production modelling and forecasting
Bianchi, Carluccio
;
Carta, Alessandro
;
Fantazzini, Dean
; …
- In:
Applied economics
42
(
2010
)
25/27
,
pp. 3267-3277
Persistent link: https://www.econbiz.de/10008748842
Saved in:
4
Copula-based nonlinear quantile autoregression
Chen, Xiaohong
;
Koenker, Roger
;
Xiao, Zhijie
- In:
The econometrics journal
12
(
2009
),
pp. 50-67
Persistent link: https://www.econbiz.de/10003876289
Saved in:
5
Copulae and operational risks
Fantazzini, Dean
;
Dalla Valle, Luciana
;
Giudici, Paolo
- In:
International journal of risk assessment and management …
9
(
2008
)
3
,
pp. 238-257
Persistent link: https://www.econbiz.de/10003806839
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