Narrow search
Showing 1 - 4 of 4
Cover Image
A generalized beta copula with applications in modeling multivariate long-tailed data
Yang, Xipei; Frees, Edward W.; Zhang, Zhengjun - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 265-284
Persistent link: https://www.econbiz.de/10009241946
Cover Image
Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong; Zhang, Zhengjun; Zhang, Weiguo; Xu, Weidong - In: Computational economics 45 (2015) 4, pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
Cover Image
Max-linear competing factor models
Cui, Qiurong; Zhang, Zhengjun - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 62-74
Persistent link: https://www.econbiz.de/10011894393
Cover Image
Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun; Zhu, Bin - In: Journal of econometrics 194 (2016) 2, pp. 231-241
Persistent link: https://www.econbiz.de/10011705118