Narrow search
Showing 1 - 10 of 12
Cover Image
Convergence results for patchwork copulas
Durante, Fabrizio; Fernández-Sánchez, Juan; … - In: European journal of operational research : EJOR 247 (2015) 2, pp. 525-531
Persistent link: https://www.econbiz.de/10011375771
Cover Image
Measuring rank correlation coefficients between financial time series : a GARCH-copula based sequence alignment algorithm
Laih, Yih-wenn - In: European journal of operational research : EJOR 232 (2014) 2, pp. 375-382
Persistent link: https://www.econbiz.de/10010224694
Cover Image
Construction of asymmetric copulas and its application in two-dimensional reliability modelling
Wu, Shaomin - In: European journal of operational research : EJOR 238 (2014) 2, pp. 476-485
Persistent link: https://www.econbiz.de/10010400207
Cover Image
Spatial dependencies of wind power and interrelations with spot price dynamics
Elberg, Christina; Hagspiel, Simeon - In: European journal of operational research : EJOR 241 (2015) 1, pp. 260-272
Persistent link: https://www.econbiz.de/10010486862
Cover Image
Orderings of coherent systems with randomized dependent components
Navarro, Jorge; Pellerey, Franco; Di Crescenzo, Antonio - In: European journal of operational research : EJOR 240 (2015) 1, pp. 127-139
Persistent link: https://www.econbiz.de/10010491791
Cover Image
Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment
Song, Zhi; Mukherjee, Amitava; Zhang, Jiujun - In: European journal of operational research : EJOR 289 (2021) 1, pp. 177-196
Persistent link: https://www.econbiz.de/10012416302
Cover Image
On a High-Dimensional Model Representation method based on Copulas
Tsionas, Efthymios G.; Andrikopoulos, Athanasios - In: European journal of operational research : EJOR 284 (2020) 3, pp. 967-979
Persistent link: https://www.econbiz.de/10012238926
Cover Image
Minimal repair of failed components in coherent systems
Navarro, Jorge; Arriaza, Antonio; Suárez-Llorens, Alfonso - In: European journal of operational research : EJOR 279 (2019) 3, pp. 951-964
Persistent link: https://www.econbiz.de/10012102813
Cover Image
Liquidity tail risk and credit default swap spreads
Irresberger, Felix; Weiß, Gregor; Gabrysch, Janet; … - In: European journal of operational research : EJOR 269 (2018) 3, pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Cover Image
Time-varying quantile association regression model with applications to financial contagion and VaR
Ye, Wuyi; Luo, Kebing; Liu, Xiaoquan - In: European journal of operational research : EJOR 256 (2017) 3, pp. 1015-1028
Persistent link: https://www.econbiz.de/10011639292