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Search: subject:"copula function"
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Multivariate distribution
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464
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463
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447
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193
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copula
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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
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13
Ning, Cathy Q.
13
Romagnoli, Silvia
13
Nguyen, Duc Khuong
12
Cherubini, Umberto
11
Fantazzini, Dean
11
Ghorbel, Ahmed
11
Heinen, Andréas
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Okhrin, Yarema
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Shi, Peng
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Trivedi, Pravin K.
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Weigert, Florian
11
Wied, Dominik
11
Allen, David E.
10
Bouri, Elie
10
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10
Ji, Qiang
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Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
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37
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34
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33
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33
Finance research letters
31
Journal of banking & finance
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of econometrics
28
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
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15
International review of economics & finance : IREF
15
Econometric reviews
14
Economics letters
14
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
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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
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10
Robustness in econometrics
10
Astin bulletin : the journal of the International Actuarial Association
9
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9
Econometric theory
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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RePEc
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5
EconStor
2
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2441
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:
2442
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:
2443
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:
2444
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:
2445
Valuation and risk analysis of synthetic collateralised debt obligations: a
copula
function
approach
Li, David
;
Skarabot, Jure
- In:
Credit derivatives : the definitive guide
,
(pp. 287-312)
.
2004
Persistent link: https://www.econbiz.de/10002798980
Saved in:
2446
Limiting dependence structure for credit defaults
Charpentier, Arthur
;
Juri, Alessandro
-
2004
Persistent link: https://www.econbiz.de/10002553887
Saved in:
2447
Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts
Cameron, Adrian Colin
;
Li, Tong
;
Trivedi, Pravin K.
; …
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 566-584
Persistent link: https://www.econbiz.de/10002463681
Saved in:
2448
Goodness-of-fit tests for parametric families of Archimedean copulas
Trede, Mark
;
Savu, Cornelia
-
2004
Persistent link: https://www.econbiz.de/10002688693
Saved in:
2449
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
Saved in:
2450
Copula methods in finance
Cherubini, Umberto
;
Luciano, Elisa
;
Vecchiato, Walter
-
2004
Persistent link: https://www.econbiz.de/10001788052
Saved in:
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