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Search: subject:"Gaussian copula"
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Capital income
Gaussian copula
43
Multivariate Verteilung
28
Multivariate distribution
28
Theorie
19
Theory
19
Gaussian Copula
13
CDO
9
Portfolio selection
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t copula
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valuation
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crop insurance
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Shrinkage for Gaussian and t copulas in ultra-high dimensions
Anatolyev, Stanislav
;
Pyrlik, Vladimir
-
2021
Persistent link: https://www.econbiz.de/10012618269
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2
A revisit to size anomalies in U.S. bank stock returns by panel copula
Kim, Jong-Min
;
Jung, Hojin
;
Yang, Brian
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 750-754
Persistent link: https://www.econbiz.de/10013171048
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3
Copula shrinkage and portfolio allocation in ultra-high dimensions
Anatolyev, Stanislav
;
Pyrlik, Vladimir
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013539522
Saved in:
4
Portfolio optimization under mean-CVaR simulation with copulas on the Vietnamese stock exchange
Le Tuan Anh
;
Dao Thi Thanh Binh
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 273-286
Persistent link: https://www.econbiz.de/10012698623
Saved in:
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