SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Credit risk : measurement, evaluation and management
0 references·10 citing·39 second hop
Credit risk : measurement, evaluation and management (2003)Credit risk : measurement, evaluation and…On attainability of Kendall’s tau matrices and concordance signatures (2022)On attainability of Kendall’s…Multivariate GARCH models for large-scale applications: A survey (2019)Multivariate GARCH models for…Short selling in extreme events (2018)Short selling in extreme even…On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina (2013)On the political determinants…SCOMDY models based on pair-copula constructions with application to exchange rates (2012)SCOMDY models based on pair-c…Checking for asymmetric default dependence in a credit card portfolio: A copula approach (2011)Checking for asymmetric defau…Practical approach to dependence modelling using copulas (2009)Practical approach to depende…Copula Structure Analysis (2009)Copula Structure AnalysisAutomated variable selection in vector multiplicative error models (2009)Automated variable selection …Tail Dependence (2005)Tail DependenceThe Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)An Introduction to Copulas (1999)Copula-Based Pairs Trading Strategy (2013)Mapping conditional scenarios for knowledge structuring in (tail) dependence elicitation (2020)Structural Equations with Latent Variables (1989)Structural Equations with Latent Variables. (1991)Semiparametric Gaussian copula models: Geometry and efficient rank-based estimation (2014)A flexible and tractable class of one-factor copulas (2015)Copula Methods in Finance (2004)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Multivariate Simultaneous Generalized ARCH (1995)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)U.S. stock markets and the role of real interest rates (2015)Examining the Interdependence between the Exchange Rates of China and ASEAN Countries: A Canonical Vine Copula Approach (2019)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)The Pricing of Options and Corporate Liabilities (1973)Structural Reliability Methods (1996)An innovating analysis of the Nataf transformation from the copula viewpoint (2008)Reliability-oriented sensitivity analysis under probabilistic model uncertainty – Application to aerospace systems (2018)On the use of the maximum entropy method for reliability evaluation involving stochastic process modeling (2020)Informational probabilistic sensitivity analysis and active learning surrogate modelling (2022)Estimating the components of the bid/ask spread (1988)Does Algorithmic Trading Improve Liquidity? (2011)CoVaR (2016)Capturing deep tail risk via sequential learning of quantile dynamics (2019)PORTFOLIO SELECTION* (1952)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic Conditional Correlation (2002)Financial contagion drivers during recent global crises (2022)A NEW MEASURE OF RANK CORRELATION (1938)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Hyperbolic Distributions in Finance (1995)Modelling Extremal Events (1997)Dependence structure of conditional Archimedean copulas (2007)The world stock markets under geopolitical risks: Dependence structure (2018)On the Exact Distribution of Correlated Extremes in Hydrology (2019)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2009Copula Structure Analysis30 cited
  • 2019Multivariate GARCH models for large-scale applications: A survey29 cited
  • 2005Tail Dependence29 cited
  • 2009Practical approach to dependence modelling using copulas26 cited
  • 2018Short selling in extreme events23 cited
  • 2011Checking for asymmetric default dependence in a credit card portfolio: A copula approach22 cited
  • 2009Automated variable selection in vector multiplicative error models22 cited
  • 2012SCOMDY models based on pair-copula constructions with application to exchange rates22 cited
  • 2022On attainability of Kendall’s tau matrices and concordance signatures19 cited
  • 2013On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina19 cited

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