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Search: subject:"copulae"
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Multivariate distribution
2,428
Multivariate Verteilung
2,425
Theorie
1,232
Theory
1,200
Copula
595
Risikomaß
485
Risk measure
478
Statistische Verteilung
460
Portfolio-Management
452
Statistical distribution
451
Portfolio selection
448
copula
425
Kapitaleinkommen
380
Capital income
378
Zeitreihenanalyse
371
Time series analysis
357
Schätzung
337
Estimation
332
ARCH-Modell
331
ARCH model
328
Volatilität
327
Volatility
326
Risikomanagement
312
Risk management
312
Stock market
255
Aktienmarkt
253
Schätztheorie
240
Estimation theory
236
Börsenkurs
233
Share price
228
Welt
223
World
220
Credit risk
213
Kreditrisiko
213
Multivariate Analyse
196
Financial crisis
191
Finanzkrise
189
Multivariate analysis
182
Nichtparametrisches Verfahren
171
Nonparametric statistics
168
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Free
1,499
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2,286
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14
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69
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50
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7
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Author
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Okhrin, Ostap
80
Chen, Xiaohong
26
Guegan, Dominique
25
Lucas, André
25
Härdle, Wolfgang
24
Smith, Michael S.
24
Tiwari, Aviral Kumar
24
Fantazzini, Dean
23
Koopman, Siem Jan
23
Segers, Johan
21
Czado, Claudia
20
Bouezmarni, Taoufik
19
Cherubini, Umberto
19
Kim, Jong-Min
19
Patton, Andrew J.
19
Reboredo, Juan Carlos
19
Hamori, Shigeyuki
18
Okhrin, Yarema
18
Songsak Sriboonchitta
18
Einmahl, John H. J.
17
Fan, Yanqin
17
Hautsch, Nikolaus
17
Manner, Hans
17
Panchenko, Valentyn
17
Prokhorov, Artem
17
Ristig, Alexander
16
Romagnoli, Silvia
16
Taamouti, Abderrahim
16
Weiß, Gregor
16
Winkelmann, Rainer
16
Anatolyev, Stanislav
15
Durante, Fabrizio
15
Fischer, Matthias
15
Goodwin, Barry K.
15
Hammoudeh, Shawkat
15
Zimmer, David M.
15
McAleer, Michael
14
Ning, Cathy Q.
14
Righi, Marcelo Brutti
14
Weigert, Florian
14
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
42
HAL
20
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
17
Agricultural and Applied Economics Association - AAEA
12
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
12
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
10
Tinbergen Instituut
9
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
8
Departamento de Economía, Universidad Carlos III de Madrid
6
School of Economics and Management, University of Aarhus
6
Tilburg University, Center for Economic Research
6
Tinbergen Institute
6
Vanderbilt University Department of Economics
6
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
6
Faculty of Economics, University of Cambridge
5
Department of Econometrics and Business Statistics, Monash Business School
4
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
4
Finance Discipline Group, Business School
4
Southern Agricultural Economics Association - SAEA
4
Swiss Finance Institute
4
BANCO DE LA REPÚBLICA
3
Banco de la Republica de Colombia
3
C.E.P.R. Discussion Papers
3
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
3
Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora
3
Department of Economics, University of California-San Diego (UCSD)
3
Department of Economics, University of Warwick
3
Deutsche Bundesbank
3
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
3
European Association of Agricultural Economists - EAAE
3
Handelshøgskolen, Universitetet i Stavanger
3
Institut de Préparation à l'Administration et à la Gestion (IPAG)
3
International Centre for Economic Research (ICER)
3
London School of Economics (LSE)
3
National Bureau of Economic Research
3
Society for Computational Economics - SCE
3
Université Paris-Dauphine (Paris IX)
3
Banque de France
2
Bergische Universität Wuppertal
2
CESifo
2
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Published in...
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Insurance / Mathematics & economics
102
Energy economics
63
Applied economics
48
Economic modelling
44
MPRA Paper
42
Risks : open access journal
42
International review of financial analysis
39
Journal of Multivariate Analysis
38
Finance research letters
37
European journal of operational research : EJOR
36
Insurance: Mathematics and Economics
36
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Journal of banking & finance
31
Journal of econometrics
31
SFB 649 discussion paper
28
Journal of risk and financial management : JRFM
25
Journal of risk
23
Discussion paper / Tinbergen Institute
22
The European journal of finance
22
Journal of Risk and Financial Management
21
Statistics & Probability Letters
21
Research in international business and finance
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Risks
19
SFB 649 Discussion Paper
19
Computational economics
18
SFB 649 Discussion Papers
17
Applied economics letters
16
Computational Statistics & Data Analysis
16
International journal of theoretical and applied finance
16
International review of economics & finance : IREF
16
Journal of empirical finance
16
Statistics & Risk Modeling
16
Applied Econometrics
15
Discussion paper / Center for Economic Research, Tilburg University
15
Journal of international financial markets, institutions & money
15
Post-Print / HAL
15
Tinbergen Institute Discussion Papers
15
Econometric reviews
14
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Source
All
ECONIS (ZBW)
2,616
RePEc
824
EconStor
191
BASE
30
Other ZBW resources
29
USB Cologne (EcoSocSci)
10
Showing
1
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10
of
3,700
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relevance
articles prioritized
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date (oldest first)
1
Semiparametric conditional mixture
copula
models with
copula
selection
Cai, Zongwu
;
Liu, Guannan
;
Long, Wei
;
Luo, Xuehong
-
2023
Persistent link: https://www.econbiz.de/10014521027
Saved in:
2
A unifying switching regime regression framework with applications in health economics
Marra, Giampiero
;
Radice, Rosalba
;
Zimmer, David
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10014486391
Saved in:
3
Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times : an Archimax
copula
approach
Fakhfekh, Mohamed
;
Bejaoui, Azza
;
Bariviera, Aurelio …
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492041
Saved in:
4
Portfolio optimisation under
copula
-based scenarios
Rungnapa Opartpunyasarn
-
2024
Persistent link: https://www.econbiz.de/10014476514
Saved in:
5
A
copula
-based approach to modelling the failure process of items under two-dimensional warranty and applications
Wu, Shaomin
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 854-866
Persistent link: https://www.econbiz.de/10014456920
Saved in:
6
Maximum pseudo-likelihood estimation of
copula
models and moments of order statistics
Dias, Alexandra
- In:
Risks : open access journal
12
(
2024
)
1
,
pp. 1-26
) estimation for
copula
models overestimates the level of dependence, especially for small samples with a low level of dependence …
Persistent link: https://www.econbiz.de/10014480997
Saved in:
7
Dynamic robust portfolio selection under market distress
Jiang, Yifu
;
Olmo, Jose
;
Atwi, Majed
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014445636
Saved in:
8
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
9
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
10
Relationships among return and liquidity of cryptocurrencies
Zhang, Mianmian
;
Zhu, Bing
;
Li, Ziyuan
;
Jin, Siyuan
; …
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-30
heteroscedasticity (ARIMA-GARCH) model and subsequently utilize the
copula
method to examine the interdependent relationships between the …
Persistent link: https://www.econbiz.de/10014529822
Saved in:
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