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Copula
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Economic modelling
MPRA Paper
46
Insurance / Mathematics & economics
25
Energy economics
20
Applied economics
18
Journal of Multivariate Analysis
17
The journal of derivatives : JOD
17
International review of financial analysis
15
Journal of banking & finance
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European journal of operational research : EJOR
14
Insurance: Mathematics and Economics
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Journal of Risk and Financial Management
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SFB 649 Discussion Paper
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Economics Papers from University Paris Dauphine
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Risks : open access journal
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Balance Sheet
9
International review of economics & finance : IREF
9
Journal of Banking & Finance
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Journal of securities operations & custody
9
Statistics & Probability Letters
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Annals of the Institute of Statistical Mathematics
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International Journal of Financial Markets and Derivatives
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Research in international business and finance
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ECONIS (ZBW)
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1
How does reinsurance and
derivatives
usage affect financial performance? : evidence from the UK non-life insurance industry
Shiu, Yung-Ming
- In:
Economic modelling
88
(
2020
),
pp. 376-385
Persistent link: https://www.econbiz.de/10012417242
Saved in:
2
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
3
A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock-bond portfolios
Chen, Xiangjin B.
;
Silvapulle, Paramsothy
;
Silvapulle, …
- In:
Economic modelling
42
(
2014
),
pp. 230-242
Persistent link: https://www.econbiz.de/10010478162
Saved in:
4
Mixed
copula
model with stochastic correlation for CDO pricing
Chen, Jianli
;
Liu, Zhen
;
Li, Shenghong
- In:
Economic modelling
40
(
2014
),
pp. 167-174
Persistent link: https://www.econbiz.de/10010425701
Saved in:
5
The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture
copula
-based ARJI-GARCH model
Chang, Kuang-liang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
Saved in:
6
A
copula
nonlinear Granger causality
Kim, Jong-Min
;
Lee, Namgil
;
Hwang, Sun Young
- In:
Economic modelling
88
(
2020
),
pp. 420-430
Persistent link: https://www.econbiz.de/10012417258
Saved in:
7
On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Economic modelling
52
(
2016
),
pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
Saved in:
8
A mixed data sampling
copula
model for the return-liquidity dependence in stock index futures markets
Gong, Yuting
;
Chen, Qiang
;
Liang, Jufang
- In:
Economic modelling
68
(
2018
),
pp. 586-598
Persistent link: https://www.econbiz.de/10011936141
Saved in:
9
How are Africa's emerging stock markets related to advanced markets? : evidence from copulas
Mensah, Jones Odei
;
Alagidede, Paul
- In:
Economic modelling
60
(
2017
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011734155
Saved in:
10
Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based
copula
tests
Jiang, Yonghong
;
Nie, He
;
Monginsidi, Joe Yohanes
- In:
Economic modelling
64
(
2017
),
pp. 384-398
Persistent link: https://www.econbiz.de/10011761283
Saved in:
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