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~type_genre:"Aufsatzsammlung"
~type_genre:"Book section"
~type_genre:"Rezension"
~type_genre:"Sammlung"
~type_genre:"Working Paper"
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Search: subject_exact:"Copulafunktion"
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Multivariate Verteilung
490
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9
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6
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6
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6
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5
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5
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5
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5
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5
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5
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4
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Robustness in econometrics
10
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9
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7
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7
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6
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
6
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6
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The definitive guide to CDOs : market, application, valuation and hedging
4
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ECONIS (ZBW)
490
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1
Portfolio optimisation under copula-based scenarios
Rungnapa Opartpunyasarn
-
2024
Persistent link: https://www.econbiz.de/10014476514
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2
Studying the evolution of cumulative deprivation among European countries with a copula-based approach
Scarcilli, Giovanna
-
2024
Persistent link: https://www.econbiz.de/10014515806
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3
The stick-breaking and ordering representation of compositional data : copulas and regression models
Faugeras, Olivier
-
2024
Persistent link: https://www.econbiz.de/10014463682
Saved in:
4
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
5
On the relation between extremal dependence and concomitants
Khorrami Chokami, Amir
;
Kratz, Marie
-
2023
Persistent link: https://www.econbiz.de/10014327421
Saved in:
6
Conditions for extrapolating differences in consumption to differences in welfare
Zhao, Wei
;
Kaplan, David M.
-
2023
Persistent link: https://www.econbiz.de/10014313165
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7
Threshold endogeneity in threshold VARs : an application to monetary state dependence
Christopulos, Dēmētrēs K.
;
McAdam, Peter
;
Tzavalis, Elias
-
2023
Persistent link: https://www.econbiz.de/10014317517
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8
Crash risk in the Nordic stock market : a cross-sectional analysis
Fjærvik, Thomas
-
2023
Persistent link: https://www.econbiz.de/10014289170
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9
Constructing copulas using corrected hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
-
2023
Persistent link: https://www.econbiz.de/10014266209
Saved in:
10
Copula-based trading of cointegrated cryptocurrency pairs
Tadi, Masood
;
Witzany, Jiří
-
2023
Persistent link: https://www.econbiz.de/10014301307
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