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Search: subject:"Copula Function"
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Multivariate distribution
2,426
Multivariate Verteilung
2,425
Theorie
1,167
Theory
1,167
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463
Risk measure
462
Statistical distribution
447
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447
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432
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432
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365
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365
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356
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354
Estimation
315
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314
ARCH model
310
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310
Volatility
298
Volatilität
298
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293
Copula
289
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287
Aktienmarkt
231
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231
Estimation theory
228
Schätztheorie
228
Börsenkurs
213
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213
Kreditrisiko
206
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203
Welt
194
World
194
Multivariate Analyse
184
Multivariate analysis
182
Finanzkrise
177
Financial crisis
175
Nichtparametrisches Verfahren
165
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165
copula
161
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844
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2,408
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30
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25
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Okhrin, Ostap
38
Tiwari, Aviral Kumar
22
Smith, Michael S.
21
Reboredo, Juan Carlos
19
Härdle, Wolfgang
18
Einmahl, John H. J.
17
Kim, Jong-Min
17
Manner, Hans
17
Patton, Andrew J.
17
Segers, Johan
17
Songsak Sriboonchitta
17
Hammoudeh, Shawkat
15
Lucas, André
15
Prokhorov, Artem
15
Weiß, Gregor
15
Zimmer, David M.
15
Hamori, Shigeyuki
14
Anatolyev, Stanislav
13
Chen, Xiaohong
13
Czado, Claudia
13
Fischer, Matthias
13
Koopman, Siem Jan
13
Ning, Cathy Q.
13
Romagnoli, Silvia
13
Nguyen, Duc Khuong
12
Cherubini, Umberto
11
Fantazzini, Dean
11
Ghorbel, Ahmed
11
Heinen, Andréas
11
Okhrin, Yarema
11
Trivedi, Pravin K.
11
Weigert, Florian
11
Wied, Dominik
11
Allen, David E.
10
Bouri, Elie
10
Embrechts, Paul
10
Ji, Qiang
10
Oh, Dong Hwan
10
Shi, Peng
10
Uddin, Mohammed Gazi Salah
10
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National Bureau of Economic Research
3
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2
Center for Economic Research <Tilburg>
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Centre for Economic Performance, LSE
1
Economics, Markets, Institutions, IMT Lucca Institute for Advanced Studies
1
Faculty of Economics, University of Cambridge
1
Friedrich-Schiller-Universität Jena
1
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
1
International Center for Financial Asset Management and Engineering
1
International Monetary Fund
1
Society for the Study of Economic Inequality - ECINEQ
1
Springer International Publishing
1
Thailand Econometric Society
1
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
1
University of California Davis / Department of Economics
1
Universität Bremen
1
Université Paris-Dauphine (Paris IX)
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
1
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Insurance / Mathematics & economics
95
Energy economics
59
Risks : open access journal
42
Applied economics
41
Economic modelling
37
European journal of operational research : EJOR
34
International review of financial analysis
33
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of banking & finance
31
Finance research letters
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of econometrics
27
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
24
Discussion paper / Tinbergen Institute
22
Journal of risk
22
The European journal of finance
22
Research in international business and finance
19
International journal of theoretical and applied finance
16
Journal of empirical finance
16
Applied economics letters
15
Computational economics
15
Discussion paper / Center for Economic Research, Tilburg University
15
International review of economics & finance : IREF
15
Econometric reviews
14
Economics letters
13
International journal of forecasting
13
Journal of international financial markets, institutions & money
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Quantitative finance
11
Scandinavian actuarial journal
11
Discussion paper
10
Robustness in econometrics
10
Astin bulletin : the journal of the International Actuarial Association
9
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
Econometric theory
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
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Source
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ECONIS (ZBW)
2,428
RePEc
28
Other ZBW resources
5
EconStor
2
Showing
2,431
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date (oldest first)
2431
Measuring and optimizing portfolio credit risk : a Copula-based approach
Di Clemente, Annalisa
;
Romano, Claudio A.
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
3
,
pp. 325-357
Persistent link: https://www.econbiz.de/10003690352
Saved in:
2432
Characterizing dependence in financial series
Chollete, Lorán
-
2004
Persistent link: https://www.econbiz.de/10003549398
Saved in:
2433
Three essays on health insurance arrangements among married couples
Zimmer, David M.
-
2004
Persistent link: https://www.econbiz.de/10003550297
Saved in:
2434
Quanto pricing with copulas
Bennett, Michael N.
;
Kennedy, Joanne E.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10002210955
Saved in:
2435
Modeling the differences in counted outcomes using copula models : with application to mismeasured counts
Cameron, Adrian Colin
;
Li, Tong
;
Trivedi, Pravin K.
; …
-
2004
Persistent link: https://www.econbiz.de/10002128344
Saved in:
2436
The copula approach to sample selection modelling : an application to the recreational value of forests
Genius, Margarita
;
Strazzera, Elisabetta
-
2004
Persistent link: https://www.econbiz.de/10002155085
Saved in:
2437
Financial applications of copula functions
Jouanin, Jean-Frédéric
;
Riboulet, Gae͏̈l
;
Roncalli, …
- In:
Risk measures for the 21st century
,
(pp. 273-301)
.
2004
Persistent link: https://www.econbiz.de/10002081545
Saved in:
2438
Hedge funds: a copula approach for risk management
Geman, Hélyette
;
Kharoubi, Cécile
- In:
Risk measures for the 21st century
,
(pp. 303-320)
.
2004
Persistent link: https://www.econbiz.de/10002081631
Saved in:
2439
Modelling credit default swap spreads by means of normal mixtures and copulas
Bee, Marco
- In:
Applied mathematical finance
11
(
2004
)
2
,
pp. 125-146
Persistent link: https://www.econbiz.de/10002085490
Saved in:
2440
An investigation on the use of copulas when calculating general cash flow distributions
Goovaerts, Marc J.
;
De Schepper, Ann
;
Hua, Yong
; …
-
2004
Persistent link: https://www.econbiz.de/10002263734
Saved in:
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