SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On Finite-Dimensional Archimedean Copulas
0 references·4 citing·10 second hop
On Finite-Dimensional Archimedean Copulas (2001)On Finite-Dimensional Archimedean CopulasThe class of multivariate max-id copulas with $\ell_{1}$-norm symmetric exponent measure (2018)The class of multivariate max…Tail negative dependence and its applications for aggregate loss modeling (2015)Tail negative dependence and …Goodness-of-fit Tests for Archimedean Copulas in High Dimensions (2015)Goodness-of-fit Tests for Arc…Intermediate Tail Dependence: A Review and Some New Results (2013)Intermediate Tail Dependence:…An Introduction to Copulas (1999)An Introduction to Copulas (2006)Tails of multivariate Archimedean copulas (2009)Copula Methods in Finance (2004)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Hedging strategy for ethanol processing with copula distributions (2016)Extreme Values, Regular Variation and Point Processes (1987)Modelling Extremal Events (1997)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimax copulas (2014)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2015Tail negative dependence and its applications for aggregate loss modeling24 cited
  • 2018The class of multivariate max-id copulas with $\ell_{1}$-norm symmetric exponent measure19 cited
  • 2015Goodness-of-fit Tests for Archimedean Copulas in High Dimensions15 cited
  • 2013Intermediate Tail Dependence: A Review and Some New Results15 cited

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