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Search: subject:"Gaussian copula"
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Multivariate Verteilung
24
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24
Gaussian copula
19
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8
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2
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ECONIS (ZBW)
27
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1
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
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2
Addressing endogeneity without instrumental variables : an evaluation of the
Gaussian
Copula
approach for management research
Eckert, Christine
;
Hohberger, Jan
- In:
Journal of management
49
(
2023
)
4
,
pp. 1460-1495
Persistent link: https://www.econbiz.de/10014246300
Saved in:
3
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
4
Positive demand spillover of popular app adoption : implications for platform owners' management of complements
Lee, Mi Hyun
;
Han, Sang Pil
;
Park, Sungho
;
Oh, Wonseok
- In:
Information systems research : ISR
34
(
2023
)
3
,
pp. 961-995
Persistent link: https://www.econbiz.de/10014383695
Saved in:
5
Accounting for endogeneity in regression models using copulas : a step-by-step guide for empirical studies
Papadopoulos, Alecos
- In:
Journal of econometric methods
11
(
2022
)
1
,
pp. 127-154
Persistent link: https://www.econbiz.de/10013161672
Saved in:
6
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
Saved in:
7
Copula-based direct utility models for correlated choice alternatives
Kim, Chul
;
Jun, Duk Bin
;
Park, Sungho
- In:
Quantitative marketing and economics : QME
20
(
2022
)
1
,
pp. 69-99
Persistent link: https://www.econbiz.de/10013190785
Saved in:
8
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:
9
Knowledge learning of insurance risks using dependence models
Zhao, Zifeng
;
Shi, Peng
;
Feng, Xiaoping
- In:
INFORMS journal on computing : JOC
33
(
2021
)
3
,
pp. 1177-1196
Persistent link: https://www.econbiz.de/10012631667
Saved in:
10
How correlation risk in basket credit derivatives might be priced and managed?
Zhu, Dong-Mei
;
Gu, Jia-wen
;
Yu, Feng-Hui
;
Ching, Wai Ki
; …
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10012434401
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