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Portfolio optimization with a copula-based extension of conditional value-at-ris
2 个回复 - 694 次查看【作者(必填)】 3 【文题(必填)】 Portfolio optimization with a copula-based extension of conditional value-at-risk【年份(必填)】 23 【全文链接或数据库名称(选填)】https://link.springer.com/article/ ...2019-5-8 19:15 - internet.hzx - 求助成功区

Copula diagnostics for asymmetries and conditional dependence
1 个回复 - 673 次查看【作者(必填)】 23 【文题(必填)】 Copula diagnostics for asymmetries and conditional dependence 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://wwwtandfonline.53yu.com/doi/abs/10.1080/026 ...2022-2-10 02:39 - internet.hzx - 求助成功区

The Copula-GARCH model of conditional dependencies: An international stock marke
2 个回复 - 959 次查看【作者(必填)】 Eric Jondeau , Michael Rockinger【文题(必填)】 The Copula-GARCH model of conditional dependencies: An international stock market application【年份(必填)】 2006 【全文链接或数据库名称 ...2016-7-21 18:50 - internet.hzx - 求助成功区

Estimation of a Conditional Copula and Association Measures
2 个回复 - 518 次查看【作者(必填)】 NOËL VERAVERBEKE 【文题(必填)】 Estimation of a Conditional Copula and Association Measures【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi ...2018-8-19 20:27 - internet.hzx - 求助成功区

Conditional dependence structure between oil prices and exchange rates: A copula
2 个回复 - 540 次查看【作者(必填)】 RiadhAlouia[/backcolor]Mohamed SafouaneBen Aïssaa[/backcolor]Duc KhuongNguyenb[/backcolor] 【文题(必填)】 Conditional dependence structure between oil prices and exchange rates: ...2018-7-25 12:00 - internet.hzx - 求助成功区

Measuring crisis risk using conditional copulas: An empirical analysis of the 20
1 个回复 - 481 次查看【作者(必填)】 [*]Sebastian Opitz, [*]Henry Seidel and [*]Alexander Szimayer* 【文题(必填)】 Measuring crisis risk using conditional copulas: An empirical analysis of the 2008 shipping crisis ...2017-12-16 00:48 - internet.hzx - 求助成功区

Measuring crisis risk using conditional copulas: An empirical analysis of the 20
1 个回复 - 596 次查看【作者(必填)】 ebastian Opitz【文题(必填)】Measuring crisis risk using conditional copulas: An empirical analysis of the 2008 shipping crisis Measuring crisis risk using conditional copulas: An emp ...2017-12-16 00:39 - internet.hzx - 求助成功区

Conditional copulas, association measures and their applications
3 个回复 - 1097 次查看【作者(必填)】【文题(必填)】 Conditional copulas, association measures and their applications【年份(必填)】【全文链接或数据库名称(选填)】2014-11-14 11:15 - internet.hzx - 求助成功区

Modeling dropouts by conditional distribution, a copula
5 个回复 - 637 次查看【作者(必填)】 Ene Käärik, , Meelis Käärik 【文题(必填)】 Modeling dropouts by conditional distribution, a copula-based approach【年份(必填)】 2009 【全文链接或数据库名称(选填 ...2014-12-13 15:31 - internet.hzx - 求助成功区

关联偶和函数论文－conditional copula
0 个回复 - 866 次查看关联偶合函数相关论文有需要的盆友们自行下载啦～～～2016-10-22 07:10 - wjn0816 - 金融工程（数量金融）与金融衍生品

Portfolio selection with commodities under conditional copulas and skew preferen
2 个回复 - 429 次查看【作者(必填)】 232 【文题(必填)】 Portfolio selection with commodities under conditional copulas and skew preferences 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/ ...2020-2-19 01:26 - internet.hzx - 求助成功区

Nonparametric Copula-Based Test for Conditional Independence with Applications t
1 个回复 - 478 次查看【作者(必填)】 23 【文题(必填)】 Nonparametric Copula[/backcolor]-Based Test for Conditional Independence with Applications to Granger Causality 【年份(必填)】 343 【全文链接或数据库名称(选填)】 ...2020-3-15 12:29 - internet.hzx - 文献求助专区

Portfolio selection with commodities under conditional copulas and skew prefe
1 个回复 - 349 次查看【作者(必填)】 23 【文题(必填)】Portfolio selection with commodities under conditional copulas[/backcolor] and skew prefe 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https://www.tandfon ...2020-2-19 01:22 - internet.hzx - 求助成功区

Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate
1 个回复 - 799 次查看【作者(必填)】 Hohsuk Noha, Anouar El Ghoucha & Ingrid Van Keilegoma 【文题(必填)】 Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models【年份(必填)】 2015 【全 ...2016-1-26 22:56 - internet.hzx - 求助成功区

Nonparametric estimation of the conditional tail copula
1 个回复 - 628 次查看【作者(必填)Laurent Gardesa Stéphane Girardb 【文题(必填)】 Nonparametric estimation of the conditional tail copula【年份(必填)】 2015 【全文链接或数据库名称(选填)】 http://www.sciencedirect.com ...2016-1-26 23:02 - internet.hzx - 求助成功区

Bootstrapping the conditional copula
1 个回复 - 957 次查看【作者(必填)】 Marek Omelkaa, Noël Veraverbekeb, c, Irène Gijbelsd 【文题(必填)】 Bootstrapping the conditional copula【年份(必填)】 2012 【全文链接或数据库名称(选填)】 http://www.scienc ...2015-1-30 19:54 - internet.hzx - 文献求助专区

Conditional copulas, association measures and their applications
1 个回复 - 754 次查看【作者(必填)】 [*]Irène Gijbelsa, , , [*]Noël Veraverbekeb, , [*]Marel Omelka 【文题(必填)】 Conditional copulas, association measures and their applications【年份(必填)】 2011 【全文链 ...2015-1-30 19:53 - internet.hzx - 文献求助专区

CONDITIONAL, PARTIAL AND RANK CORRELATION FOR THE ELLIPTICAL COPULA; DEPENDENCE
1 个回复 - 780 次查看【作者(必填)】 D. Kurowicka, R. M. Cooke 【文题(必填)】 CONDITIONAL, PARTIAL AND RANK CORRELATION FOR THE ELLIPTICAL COPULA; DEPENDENCE MODELLING IN UNCERTAINTY ANALYSIS 【年份(必填)】未知【全 ...2014-12-19 10:53 - internet.hzx - 文献求助专区

Dependence Calibration in Conditional Copulas: A Nonparametric Approach
1 个回复 - 750 次查看【作者(必填)】 sOME 【文题(必填)】 Dependence Calibration in Conditional Copulas: A Nonparametric Approach【年份(必填)】 2011 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/10.2307/412 ...2014-12-17 10:44 - internet.hzx - 文献求助专区

Portfolio value-at-risk by Bayesian conditional EVT-copula models taking an Asia
2 个回复 - 1465 次查看【作者(必填)】Guenter Liaoa, Tzu-Hui Panb, Lung-Fu Changc, Shian-Chang Huanga* & Cheng-Feng Wud 【文题(必填)】Portfolio value-at-risk by Bayesian conditional EVT-copula models: taking an Asian ind ...2014-5-18 15:06 - nkky2011 - 求助成功区

求论文下载 Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Emp
0 个回复 - 805 次查看求论文下载：Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets2013-2-26 19:31 - internet.hzx - 悬赏大厅

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