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Search: subject:"Gaussian copula"
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Gaussian copula
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crop insurance
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systemic risk
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Feng, Hongli
Du, Xiaodong
4
Li, Hui
4
Smith, Michael S.
4
Hennessy, David A.
3
Anatolyev, Stanislav
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Benešová, Petra
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Chen, Xiaohong
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Cousin, Areski
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Crépey, Stéphane
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Fan, Yanqin
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Ilalan, Deniz
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Ringle, Christian M.
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Shi, Peng
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Teplý, Petr
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ALBA, JOSEPH D.
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Abid, Fathi
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2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota
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1
Land Resilience and Tail Dependence among Crop Yield Distributions
Hennessy, David A.
;
Du, Xiaodong
;
Feng, Hongli
-
Center for Agricultural and Rural Development (CARD), …
-
2015
assuming that yields can be represented by a
Gaussian
copula
. A goodness-of-fit test rejects the standard
Gaussian
copula
model …
Persistent link: https://www.econbiz.de/10011268019
Saved in:
2
Land resilience and tail dependence among crop yield distributions
Du, Xiaodong
;
Hennessy, David A.
;
Feng, Hongli
-
2015
Persistent link: https://www.econbiz.de/10012386940
Saved in:
3
Tail Dependence is to be Expected Among Crop Yields
Du, Xiaodong
;
Hennessy, David
;
Feng, Hongli
-
Agricultural and Applied Economics Association - AAEA
-
2014
goodness-of-fit test fails to reject the standard
Gaussian
Copula
model, which can be due to power of the tests, sampling error …
Persistent link: https://www.econbiz.de/10011069083
Saved in:
4
Land resilience and tail dependence among crop yield distributions
Du, Xiaodong
;
Hennessy, David A.
;
Feng, Hongli
;
Arora, …
- In:
American journal of agricultural economics
100
(
2018
)
3
,
pp. 809-828
Persistent link: https://www.econbiz.de/10012009106
Saved in:
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