Time series copulas for heteroskedastic data 2 个回复 - 731 次查看
【作者(必填)】
Rubén Loaiza‐May【文题(必填)】
Time series copulas for heteroskedastic data
【年份(必填)】
2017
【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/jae.2610/ ...2017-12-16 00:42 - internet.hzx - 求助成功区
Copula-Based Models for Financial Time Series 的matlab代码 1 个回复 - 1541 次查看
完全复制Copula-Based Models for Financial Time Series论文的matlab代码
Copula-Based Models for Financial Time Series1
First version: 31 August 2006. This version: 19 November 2007.
Abstract Th ...2017-11-22 22:51 - xiaorenwuhyl - 现金交易版
Copula-Based Models for Financial Time Series 4 个回复 - 2151 次查看
Andrew J. Patton
Department of Economics and Oxford-Man Institute of Quantitative Finance, Univer-
sity of Oxford, Manor Road, Oxford OX1 3UQ, United Kingdom.
This paper presents an ove ...2015-1-16 20:04 - wenkaihong - 金融学(理论版)
【20币求助】Identification of suitable copulas for bivariate 1 个回复 - 764 次查看
【作者(必填)】Hemant Chowdhary, Luis A. Escobar, Vijay P. Singh
【文题(必填)】Identification of suitable copulas for bivariate frequency analysis of flood peak and flood volume data
【年份(必填)】 ...2017-3-16 19:37 - xiaoleige1 - 求助成功区
Measures of tail asymmetry for bivariate copulas 2 个回复 - 751 次查看
【作者(必填)】
[*]J. F. Rosco
[*], Harry Joe
【文题(必填)】
Measures of tail asymmetry for bivariate copulas【年份(必填)】2013
【全文链接或数据库名称(选填)】http://link.springer.com/article/10 ...2016-1-15 22:29 - internet.hzx - 求助成功区
Copulas for Finance A Reading Guide and Some Applications 2 个回复 - 1838 次查看
Copulas are a general tool to construct multivariate distributions and to investigate dependence structure
between random variables. However, the concept of copula is not popular in Finance. In t ...2015-1-16 19:57 - wenkaihong - 金融学(理论版)
Information bounds for Gaussian copulas 2 个回复 - 888 次查看
【作者(必填)】
SOOME
【文题(必填)】
Information bounds for Gaussian copulas【年份(必填)】
2014
【全文链接或数据库名称(选填)】http://www.jstor.org/stable/10.2307/42919406?Search=yes&resultItemClic ...2014-12-17 10:45 - internet.hzx - 文献求助专区
A Copula Model for Dependent Competing Risks 1 个回复 - 975 次查看
【作者(必填)】
【文题(必填)】
A Copula Model for Dependent Competing Risks【年份(必填)】
20
【全文链接或数据库名称(选填)】http://www.jstor.org/stable/10.2307/40541690?Search=yes&resultItemClick= ...2014-12-17 10:47 - internet.hzx - 文献求助专区
有关Copula 的一篇博士论文: Copula Inference for Finance and Insurance 8 个回复 - 3857 次查看
Copula Inference for Finance and Insurance
author: ALEXANDRA DA COSTA DIAS
Contents:
Introduction 1
1 Inference forcopulae 7
1.1 Definitions, properties and examples . . . . . . . . . . . . . ...2010-2-22 16:26 - 幽悠 - 金融学(理论版)
Robust Estimation for Copula Parameter in SCOMDY Models 2 个回复 - 891 次查看
【作者(必填)】Byungsoo Kim, Sangyeol Lee*
【文题(必填)】Robust estimation forcopula Parameter in SCOMDY models
【年份(必填)】Article first published online: 6 DEC 2012DOI: 10.1111/jtsa.12013
【 ...2013-5-1 11:34 - lipj - 求助成功区
A method for constructing higher-dimensional copulas 1 个回复 - 750 次查看
【作者(必填)】Fabrizio Duranteab*, Enrico Foscoloc, José Antonio Rodríguez-Lallenad & Manuel Úbeda-Floresd
【文题(必填)】A method for constructing higher-dimensional copulas
【年份(必填 ...2013-1-16 15:17 - lipj - 求助成功区
A goodness-of-fit test for bivariate extreme-value copulas 1 个回复 - 947 次查看
【作者(必填)】
Christian Genest, Ivan Kojadinovic, Johanna Nešlehová, andJun Yan
【文题(必填)】
A goodness-of-fit test for bivariate extreme-value copulas
【年份(必填)】
Source: Bernoulli V ...2012-12-26 13:00 - wqt2958 - 求助成功区
【文献求助】A Primer on Copulas for Count Data 3 个回复 - 954 次查看
【作者(必填)】
Author(s): GENEST, Christian & NEŠLEHOVá, Johanna
【文题(必填)】
Title: A Primer on Copulas for Count Data
【年份(必填)】
Volume: 37 Issue: 2 Date: 2007
【全文链接或 ...2012-11-29 14:38 - wqt2958 - 求助成功区