SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A COPULA TEST SPACE MODEL HOW TO AVOID THE WRONG COPULA CHOICE
16 references·0 citing·32 second hop
A COPULA TEST SPACE MODEL HOW TO AVOID THE WRONG COPULA CHOICE (2007)A COPULA TEST SPACE MODEL HOW TO AVOID TH…Models for construction of multivariate dependence – a comparison study (2008)Models for construction of mu…Selecting copulas for risk management (2007)Selecting copulas for risk ma…Pair-copula constructions of multiple dependence (2007)Pair-copula constructions of …Goodness-of-fit tests for copulas: A review and a power study (2007)Goodness-of-fit tests for cop…Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Everything You Always Wanted …Copulas for Finance - A Reading Guide and Some Applications (2007)Copulas for Finance - A Readi…Goodness-of-fit tests for copulas (2004)Goodness-of-fit tests for cop…Copula Methods in Finance (2004)Copula Methods in FinanceModelling sample selection using Archimedean copulas (2003)Modelling sample selection us…Kendall’s Tau for Elliptical Distributions (2003)Kendall’s Tau for Elliptical …Correlations and Copulas for Decision and Risk Analysis (1999)Correlations and Copulas for …An Introduction to Copulas (1999)An Introduction to CopulasUnderstanding Relationships Using Copulas (1998)Understanding Relationships U…Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Statistical Inference Procedu…Multivariate concordance (1990)Multivariate concordanceCopules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Copules archimédiennes et fam…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)A review of copula models for economic time series (2012)Selecting and estimating regular vine copulae and application to financial returns (2012)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)Ordinal Measures of Association (1958)The Performance of Some Correlation Coefficients for a General Bivariate Distribution (1960)On Nonparametric Measures of Dependence for Random Variables (1981)Weak convergence of empirical copula processes (2004)Estimating the tail-dependence coefficient: Properties and pitfalls (2005)Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation (2006)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Regression Towards Mediocrity in Hereditary Stature. (1886)A distribution-free approach to inducing rank correlation among input variables (1982)The Asymptotic Theory of Extreme Order Statistics (1990)On Default Correlation (2000)Copula Modeling: An Introduction for Practitioners (2007)Uncertainty (1990)Making Hard Decisions, an Introduction to Decision Analysis (1992)SHELF: The Sheffield Elicitation Framework (2017)Searching for innovation: Product, process, and business model innovations and search behavior in established firms (2018)Coherent Measures of Risk (1999)Measures of risk (2002)Dependence patterns across financial markets: a mixed copula approach (2006)Brownian Motion and Stochastic Calculus (2007)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Modelling Dependence with Copulas and Applications to Risk Management (2003)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 2007Pair-copula constructions of multiple dependence2,055 cited
  • 2004Copula Methods in Finance2,013 cited
  • 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,622 cited
  • 2007Goodness-of-fit tests for copulas: A review and a power study1,321 cited
  • 1998Understanding Relationships Using Copulas1,258 cited
  • 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
  • 2007Copulas for Finance - A Reading Guide and Some Applications426 cited
  • 1986Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données412 cited
  • 1999Correlations and Copulas for Decision and Risk Analysis343 cited
  • 2004Goodness-of-fit tests for copulas336 cited
  • 2008Models for construction of multivariate dependence – a comparison study291 cited
  • 2007Selecting copulas for risk management288 cited
  • 1990Multivariate concordance229 cited
  • 2003Modelling sample selection using Archimedean copulas195 cited
  • 2003Kendall’s Tau for Elliptical Distributions

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

175 cited

Cited by

No citing works inside the corpus for this window.