SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Distributions With Given Marginals and Statistical Modelling
1 references·16 citing·43 second hop
Distributions With Given Marginals and Statistical Modelling (2002)Distributions With Given Marginals and St…An Introduction to Copulas (1999)An Introduction to CopulasThe empirical beta copula (2016)The empirical beta copulaJoint Mixability (2016)Joint MixabilityGeneralized additive models for conditional dependence structures (2015)Generalized additive models f…Copulas, diagonals, and tail dependence (2014)Copulas, diagonals, and tail …Selection of Vine Copulas (2013)Selection of Vine CopulasA topological proof of Sklar’s theorem (2013)A topological proof of Sklar’…Copula-Based Measures of Multivariate Association (2010)Copula-Based Measures of Mult…Comparison of three semiparametric methods for estimating dependence parameters in copula models (2010)Comparison of three semiparam…Some approximations of n-copulas (2009)Some approximations of n-copu…A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (2009)A goodness-of-fit test for mu…Existence, uniqueness and efficiency of equilibrium in hedonic markets with multidimensional types (2008)Existence, uniqueness and eff…Introduction to Copulas (2007)Introduction to CopulasCopulas Constructed from Horizontal Sections (2007)Copulas Constructed from Hori…Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence (2006)Nonparametric inference on mu…Multivariate measures of concordance (2006)Multivariate measures of conc…Bivariate option pricing using dynamic copula models (2005)Bivariate option pricing usin…A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters (1996)Pair-copula constructions of multiple dependence (2007)Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? (2015)R-Vine Models for Spatial Time Series with an Application to Daily Mean Temperature (2015)Pair-Copula Constructions for Financial Applications: A Review (2016)A Theory of the Allocation of Time (1965)A New Approach to Consumer Theory (1966)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Nonparametric Identification and Estimation of Nonadditive Hedonic Models (2009)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Understanding Relationships Using Copulas (1998)copula: Multivariate Dependence with Copulas (2005)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)A goodness-of-fit test for bivariate extreme-value copulas (2011)Fast large-sample goodness-of-fit tests for copulas (2011)On measures of concordance (1984)Multivariate concordance (1990)On Measures of Multivariate Concordance (2006)Spatial contagion between financial markets: a copula‐based approach (2009)Copula Methods in Finance (2004)Tests of symmetry for bivariate copulas (2011)Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns (2013)The Proof and Measurement of Association between Two Things (1904)A NEW MEASURE OF RANK CORRELATION (1938)Clustering of financial time series in risky scenarios (2013)Financial Engineering with Copulas Explained (2014)Multivariate generalized Pareto distributions: Parametrizations, representations, and properties (2017)Weak convergence of empirical copula processes (2004)An Introduction to Copulas (Springer Series in Statistics) (2006)Estimating scale-invariant directed dependence of bivariate distributions (2020)Copulae: An overview and recent developments (2021)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Copulas: A Review and Recent Developments (2006)A General Framework for Observation Driven Time-Varying Parameter Models (2008)A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach (2013)Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (2008)A copula-based model of speculative price dynamics in discrete time (2011)Stochastic Multidisciplinary Analysis with High-Dimensional Coupling (2016)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited

Cited by

  • 2005Bivariate option pricing using dynamic copula models128 cited
  • 2009A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems118 cited
  • 2007Introduction to Copulas118 cited
  • 2010Comparison of three semiparametric methods for estimating dependence parameters in copula models101 cited
  • 2013Selection of Vine Copulas99 cited
  • 2010Copula-Based Measures of Multivariate Association96 cited
  • 2006Multivariate measures of concordance93 cited
  • 2008Existence, uniqueness and efficiency of equilibrium in hedonic markets with multidimensional types78 cited
  • 2016The empirical beta copula76 cited
  • 2016Joint Mixability71 cited
  • 2013A topological proof of Sklar’s theorem66 cited
  • 2015Generalized additive models for conditional dependence structures61 cited
  • 2006Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence60 cited
  • 2009Some approximations of n-copulas48 cited
  • 2007

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

Copulas Constructed from Horizontal Sections
47 cited
  • 2014Copulas, diagonals, and tail dependence45 cited