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A copula regression for modeli...
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Multivariate analysis
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McAleer, Michael
27
Hafner, Christian M.
20
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18
Croux, Christophe
18
Rombouts, Jeroen V. K.
18
Greenacre, Michael J.
17
Erichson, Bernd
16
Hallin, Marc
16
Schmid, Wolfgang
16
Weiber, Rolf
16
Domański, Czesław
15
Härdle, Wolfgang
15
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14
Asai, Manabu
13
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Gil-Alaña, Luis A.
13
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Stentoft, Lars
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11
Cubadda, Gianluca
10
Hecq, Alain W. J.
10
Weihs, Claus
10
Billio, Monica
9
Carriero, Andrea
9
DeSarbo, Wayne
9
Hansen, Peter Reinhard
9
Lovcha, Yuliya
9
Lucas, André
9
Silvennoinen, Annastiina
9
Tarp, Finn
9
Chen, Xiaohong
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Econometrisch Instituut <Rotterdam>
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Springer-Verlag GmbH
5
National Bureau of Economic Research
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Europäische Kommission / Gemeinsame Forschungsstelle
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American Marketing Association
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1
Centro di Economia del Lavoro e di Politica Economica (CELPE), Università degli Studi di Salerno
1
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1
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Edward Elgar Publishing
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International Federation of Classification Societies
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International Monetary Fund
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Konferencja Naukowa nt. Klasyfikacja i Analiza Danych - Teoria i Zastosowania <11, 2002, Mie̜dzyzdroje>
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Konferencja Taksonomiczna nt. Klasyfikacja i Analiza Danych - Teoria i Zastosowania <14, 2000, Ustronie>
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Konferencja Taksonomiczna nt. Klasyfikacja i Analiza Danych - Teoria i Zastosowania <16, 2002, Mie̜dzyzdroje>
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Journal of econometrics
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Insurance / Mathematics & economics
56
International journal of production research
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Journal of the American Statistical Association : JASA
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Econometric reviews
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International journal of forecasting
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Econometric Institute research papers
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European journal of operational research : EJOR
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SFB 649 discussion paper
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Applied economics
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Economics letters
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Discussion paper / Tinbergen Institute
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Journal of forecasting
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Organizational research methods : ORM
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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Energy economics
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Acta Universitatis Lodziensis / Folia oeconomica
15
Risks : open access journal
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SpringerLink / Bücher
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Working paper
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ECARES working paper
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
KBI
13
Discussion paper / Centre for Economic Policy Research
12
Economic modelling
12
Journal of applied econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion papers of interdisciplinary research project 373
11
Econometrics : open access journal
11
CORE discussion papers : DP
10
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
10
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
10
Fundamentals of marketing research ; Vol. 6
10
Journal of empirical finance
10
CESifo working papers
9
CREATES research paper
9
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ECONIS (ZBW)
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Other ZBW resources
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RePEc
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BASE
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USB Cologne (EcoSocSci)
7
EconStor
3
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1
Nonparametric forecasting of multivariate probability density functions
Guégan, Dominique
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011868987
Saved in:
2
Symmetrized multivariate k-NN estimators
Fan, Yanqin
;
Liu, Ruixuan
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 828-848
Persistent link: https://www.econbiz.de/10011483390
Saved in:
3
Actuarial applications of multivariate two-part regression models
Frees, Edward W.
;
Jin, Xiaoli
;
Lin, Xiao
- In:
Annals of actuarial science : publ. by the Institute of …
7
(
2013
)
2
,
pp. 258-287
Persistent link: https://www.econbiz.de/10010188105
Saved in:
4
On some new dependence models derived from multivariate collective models in insurance applications
Hashorva, Enkelejd
;
Ratovomirija, Gildas
;
Tamraz, Maissa
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 730-750
Persistent link: https://www.econbiz.de/10011848626
Saved in:
5
Generalized autocontours : evaluation of multivariate density models
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
Saved in:
6
Essays on multivariate modelling of financial markets using
copula
and sentiment networks
Tetereva, Anastasija
-
2018
Persistent link: https://www.econbiz.de/10011965123
Saved in:
7
A multivariate volatility vine
copula
model
Brechmann, E. C.
;
Heiden, M.
;
Okhrin, Y.
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 281-308
Persistent link: https://www.econbiz.de/10012038690
Saved in:
8
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan
;
Pappert, Sven
;
Ziel, Florian
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
Saved in:
9
Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair
copula
construction
Shi, Peng
;
Zhao, Zifeng
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015075032
Saved in:
10
Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
International journal of risk assessment and management …
17
(
2013
)
2
,
pp. 148-170
Persistent link: https://www.econbiz.de/10010385914
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