SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters
0 references·16 citing·26 second hopsampled
Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters (1996)Families of $m$-variate distributions wit…Vine Copula Based Modeling (2021)Vine Copula Based ModelingThe impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach (2018)The impact of energy prices o…Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)Modeling Dependence with C- a…Truncated regular vines in high dimensions with application to financial data (2012)Truncated regular vines in hi…Selecting and estimating regular vine copulae and application to financial returns (2012)Selecting and estimating regu…Pair Copula Constructions for Multivariate Discrete Data (2012)Pair Copula Constructions for…Maximum likelihood estimation of mixed C-vines with application to exchange rates (2012)Maximum likelihood estimation…Vine copulas with asymmetric tail dependence and applications to financial return data (2010)Vine copulas with asymmetric …Pair-Copula Constructions of Multivariate Copulas (2010)Pair-Copula Constructions of …Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence (2010)Modeling Longitudinal Data Us…Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions (2010)Bayesian Inference for Multiv…Tail dependence functions and vine copulas (2009)Tail dependence functions and…On the simplified pair-copula construction — Simply useful or too simplistic? (2009)On the simplified pair-copula…Modeling International Financial Returns with a Multivariate Regime-switching Copula (2009)Modeling International Financ…Models for construction of multivariate dependence – a comparison study (2008)Models for construction of mu…Copula-based multivariate GARCH model with uncorrelated dependent errors (2008)Copula-based multivariate GAR…An Introduction to Copulas (1999)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Pair-copula constructions of multiple dependence (2007)VineCopula: Statistical Inference of Vine Copulas (2012)Environmental contours using copulas (2015)A review of quantification methodologies for multi-hazard interrelationships (2019)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Dynamic Conditional Correlation (2002)Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model (2018)What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? (2019)Spatial Interaction and the Statistical Analysis of Lattice Systems (1974)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)D-vine copula based quantile regression (2016)Extreme Correlation of International Equity Markets (2001)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Generalized autoregressive conditional heteroskedasticity (1986)Evaluating Interval Forecasts (1998)Factor copula models for multivariate data (2013)Measuring systemic risk in the European banking sector: a copula CoVaR approach (2017)A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)Extreme Values, Regular Variation and Point Processes (1987)Autoregressive Conditional Density Estimation (1994)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies (2020)The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach (2021)The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network (2022)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

No references inside the corpus for this window.

Cited by

  • 2012Selecting and estimating regular vine copulae and application to financial returns743 cited
  • 2013Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine499 cited
  • 2009Modeling International Financial Returns with a Multivariate Regime-switching Copula293 cited
  • 2008Models for construction of multivariate dependence – a comparison study291 cited
  • 2009Tail dependence functions and vine copulas284 cited
  • 2012Truncated regular vines in high dimensions with application to financial data279 cited
  • 2010Pair-Copula Constructions of Multivariate Copulas263 cited
  • 2009On the simplified pair-copula construction — Simply useful or too simplistic?224 cited
  • 2018The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach224 cited
  • 2010Vine copulas with asymmetric tail dependence and applications to financial return data214 cited
  • 2010Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions201 cited
  • 2012Maximum likelihood estimation of mixed C-vines with application to exchange rates201 cited
  • 2021Vine Copula Based Modeling199 cited
  • 2012Pair Copula Constructions for Multivariate Discrete Data

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

194 cited
  • 2010Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence172 cited
  • 2008Copula-based multivariate GARCH model with uncorrelated dependent errors163 cited