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[Copula金融建模]Copulae in Mathematical and Quantitative Finance
105 个回复 - 13061 次查看 Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introducti ...2015-4-18 16:58 - lasgpope - 量化投资

Efficient estimation of semiparametric copula models for bivariate survival data
1 个回复 - 360 次查看【作者(必填)】 23 【文题(必填)】 Efficient estimation of semiparametric copula models for bivariate survival data【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/scie ...2022-3-20 13:13 - internet.hzx - 求助成功区

Analysis of Survival Data with Dependent Censoring Copula-Based Approaches
12 个回复 - 1542 次查看 **** 本内容被作者隐藏 ****2018-4-7 08:16 - Nicolle - winbugs及其他软件专版

Copula-based reliability and sensitivity analysis of aging dams: Adaptive Krigin
1 个回复 - 735 次查看【作者(必填)】 23 【文题(2必填)】 Copula-based reliability and sensitivity analysis of aging dams: Adaptive Kriging and polynomial chaos Kriging methods【年份(必填)】 232 【全文链接或数据库名称(选 ...2022-2-26 20:01 - internet.hzx - 求助成功区

Survival Analysis with Correlated Endpoints：Joint Frailty-Copula Models
7 个回复 - 1920 次查看书名：Survival Analysis with Correlated Endpoints：Joint Frailty-Copula Models 作者：Takeshi Emura ；Shigeyuki Matsui ；Virginie Rondeau 时间：2019；出版社：springer2021-12-7 11:05 - huspa307 - 计量经济学与统计软件

Efficient estimation of multivariate semi-nonparametric GARCH filtered copula mo
3 个回复 - 641 次查看【作者(必填)】 2323 【文题(必填)】 Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect. ...2021-6-22 14:58 - internet.hzx - 求助成功区

Copula Link-Based Additive Models for Right-Censored Event Time Data
6 个回复 - 772 次查看【作者(必填)】 23 【文题(必填)】 Copula Link-Based Additive Models for Right-Censored Event Time Data 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080 ...2021-5-6 22:29 - internet.hzx - 求助成功区

Extending the Archimedean copula methodology to model multivariate survival data
1 个回复 - 269 次查看【作者(必填)】 23 【文题(必填)】 Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size【年份(必填)】 23 【全文链接或数据库名称(选填 ...2021-2-18 02:20 - internet.hzx - 求助成功区

Copula Link-Based Additive Models for Right-Censored Event Time Data
1 个回复 - 571 次查看【题目】Copula Link-Based Additive Models for Right-Censored Event Time Data 【地址】 https://www.tandfonline.com/doi/full/10.1080/01621459.2019.1593178 【日期】2020 【作者】andren2020-12-30 13:11 - internet.hzx - 文献求助专区

Semiparametric dynamic max‐copula model for multivariate time series
2 个回复 - 343 次查看【作者(必填)】 23 【文题(必填)】 Semiparametric dynamic max‐copula model for multivariate time series【年份(必填)】 23 【全文链接或数据库名称(选填)】https://rss.onlinelibrary.wiley.com/doi/abs/1 ...2020-9-13 17:29 - internet.hzx - 求助成功区

Modeling Multivariate Time Series With Copula-Linked
0 个回复 - 489 次查看【作者(必填)】 23 【文题(必填)】 Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/1 ...2021-6-2 13:20 - internet.hzx - 文献求助专区

Extending the Archimedean copula methodology to model multivariate survival data
1 个回复 - 523 次查看【作者(必填)】 f 【文题(必填)】Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size 【年份(必填)】 654 【全文链接或数据库名称(选填 ...2020-9-13 22:52 - internet.hzx - 文献求助专区

Efficient estimation of multivariate semi-nonparametric GARCH filtered copula mo
2 个回复 - 643 次查看【作者(必填)】 23 【文题(必填)】 Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/ ...2020-9-12 19:26 - internet.hzx - 文献求助专区

Copula theory and probabilistic sensitivity analysis: Is there a connection?
7 个回复 - 694 次查看【作者(必填)】 23 【文题(必填)】23 Copula theory and probabilistic sensitivity analysis: Is there a connection?【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/scienc ...2019-12-2 01:37 - internet.hzx - 求助成功区

Semiparametric dynamic max‐copula model for multivariate time series
6 个回复 - 389 次查看【作者(必填)】 23 【文题(必填)】 Semiparametric dynamic max‐copula model for multivariate time series【年份(必填)】 23 【全文链接或数据库名称(选填)】https://rss.onlinelibrary.wiley.com/doi/10.11 ...2020-4-12 11:16 - internet.hzx - 求助成功区

Semiparametric dynamic max‐copula model for multivariate time series
4 个回复 - 411 次查看【作者(必填)】 232 【文题(必填)】 Semiparametric dynamic max‐copula model for multivariate time series【年份(必填)】 323 【全文链接或数据库名称(选填)】https://rss.onlinelibrary.wiley.com/doi/10. ...2020-4-12 03:16 - internet.hzx - 文献求助专区

Semiparametric dynamic max‐copula model for multivariate time series
2 个回复 - 342 次查看【作者(必填)】 232 【文题(必填)】 Semiparametric dynamic max‐copula model for multivariate time series【年份(必填)】 323 【全文链接或数据库名称(选填)】https://rss.onlinelibrary.wiley.com/doi/10. ...2020-4-12 03:15 - internet.hzx - 文献求助专区

Semiparametric dynamic max‐copula model for multivariate time series
1 个回复 - 576 次查看【作者(必填)】 23 【文题(必填)】 Semiparametric dynamic max‐copula model for multivariate time series【年份(必填)】 23 【全文链接或数据库名称(选填)】https://rss.onlinelibrary.wiley.com/doi/10.11 ...2020-4-12 03:24 - internet.hzx - 文献求助专区

Estimators based on trimmed Kendall’s tau in multivariate copula models
3 个回复 - 1064 次查看【作者(必填)】 M. Rezapoura, , , N. Balakrishnanb, 【文题(必填)】 Estimators based on trimmed Kendall’s tau in multivariate copula models【年份(必填)】 2013 【全文链接或数据库名称(选填)】 htt ...2015-1-30 19:47 - internet.hzx - 求助成功区

Change analysis of a dynamic copula for measuring dependence in multivariate fin
1 个回复 - 549 次查看【作者(必填)】 32323 【文题(必填)】 Change analysis of a dynamic copula[/backcolor] for measuring dependence in multivariate financial data 【年份(必填)】 2323 【全文链接或数据库名称(选填)】http ...2020-1-9 23:22 - internet.hzx - 求助成功区

A new approach to measure systemic risk: A bivariate copula model for dependent
1 个回复 - 447 次查看【作者(必填)】 23 【文题(必填)】 A new approach to measure systemic risk: A bivariate copula model for dependent censored data【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedi ...2019-11-29 17:02 - internet.hzx - 求助成功区

Switching generalized autoregressive score copula models with application to sys
1 个回复 - 586 次查看【作者(必填)】 23 【文题(必填)】 Switching generalized autoregressive score copula models with application to systemic risk【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wi ...2019-6-28 11:40 - internet.hzx - 求助成功区

Copula theory and probabilistic sensitivity analysis: Is there a connection?
1 个回复 - 283 次查看【作者(必填)】 23 【文题(必填)】 Copula theory and probabilistic sensitivity analysis: Is there a connection?【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/ ...2019-6-28 11:42 - internet.hzx - 求助成功区

Copula based multivariate semi-Markov models with applications in high-frequency
2 个回复 - 587 次查看【作者(必填)】 23 【文题(必填)】 Copula based multivariate semi-Markov models with applications in high-frequency finance【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirec ...2019-5-29 00:38 - internet.hzx - 求助成功区

Multivariate dependence analysis via tree copula models: An application to one-y
1 个回复 - 422 次查看【作者(必填)】 232 【文题(必填)】 Multivariate dependence analysis via tree copula models: An application to one-year forward energy contracts【年份(必填)】 232 【全文链接或数据库名称(选填)】http ...2019-5-23 08:34 - internet.hzx - 求助成功区

The effectiveness of TARP-CPP on the US banking industry: A new copula-based app
1 个回复 - 394 次查看【作者(必填)】 232 【文题(必填)】 The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.sciencedirect.c ...2019-5-22 23:42 - internet.hzx - 求助成功区

Economic and financial risk factors, copula dependence and risk sensitivity of l
1 个回复 - 426 次查看【作者(必填)】 23 【文题(必填)】 Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios【年份(必填)】 23 【全文链接或数据库名称(选填)】h ...2019-5-8 19:22 - internet.hzx - 求助成功区

Copula金融建模资源:Copula For Finance And Derivatives
118 个回复 - 13669 次查看 Copula Functions and their Application in Pricing and Risk Managing Multiname Credit Derivative Products一篇重要的Copula信用衍生品建模文献还有一篇Copula for Finance**** 本内容被作者隐藏 **** 自己最 ...2015-4-30 01:36 - fantuanxiaot - 量化投资

Estimators based on trimmed Kendall’s tau in multivariate copula models
3 个回复 - 1254 次查看【作者(必填)】 [*]M. Rezapoura, , , [*]N. Balakrishnanb 【文题(必填)】 Estimators based on trimmed Kendall’s tau in multivariate copula models【年份(必填)】 2013 【全文链接或数据库名称(选填)】 ...2015-7-5 17:58 - internet.hzx - 求助成功区

On multivariate Gaussian copulas
2 个回复 - 683 次查看【作者(必填)】 Ivan Žežula【文题(必填)】 On multivariate Gaussian copulas【年份(必填)】 2009 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S0378375809001 ...2014-12-13 15:40 - internet.hzx - 求助成功区

Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions
2 个回复 - 909 次查看【作者(必填)】 A Min 【文题(必填)】 Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions【年份(必填)】 2015 【全文链接或数据库名称(选填)】https://academic.oup.com/jfec/ar ...2017-9-8 00:56 - internet.hzx - 求助成功区

Fitting bivariate loss distributions with copulas
1 个回复 - 443 次查看【作者(必填)】 Stuart A.KlugmanOpens the author workspaceOpens the author workspace. Author links open the author workspace.RahulParsa 【文题(必填)】 Fitting bivariate loss distributions with copul ...2017-8-27 17:05 - internet.hzx - 求助成功区

A new asymmetric class of bivariate copulas for modeling dependence
1 个回复 - 544 次查看【作者(必填)】 H. Bekrizadeh, G. A. Parham & B. Jamshidi 【文题(必填)】 A new asymmetric class of bivariate copulas for modeling dependence【年份(必填)】 2016 【全文链接或数据库名称(选填)】http:/ ...2017-6-21 22:51 - internet.hzx - 求助成功区

A goodness-of-fit test for bivariate extreme-value copulas
1 个回复 - 504 次查看【作者(必填)】 C Genest， J Yan 【文题(必填)】 A goodness-of-fit test for bivariate extreme-value copulas【年份(必填)】 2011 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A ...2017-6-12 07:40 - internet.hzx - 求助成功区

On a bivariate copula with both upper and lower full-range tail dependence
1 个回复 - 968 次查看【作者(必填)】 leihua 【文题(必填)】 On a bivariate copula with both upper and lower full-range tail dependence【年份(必填)】 2017 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paper ...2017-3-24 19:06 - internet.hzx - 求助成功区

【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

Bayesian estimation of a bivariate copula using the Jeffreys prior
5 个回复 - 1344 次查看【作者(必填)】 Guillotte, Simon; Perron, Francois 【文题(必填)】Bayesian estimation of a bivariate copula using the Jeffreys prior 【年份(必填)】2012 【全文链接或数据库名称(选填)】2014-10-14 23:54 - ynlihuiqiong - 求助成功区

Threshold copulas and positive dependence
3 个回复 - 847 次查看【作者(必填)】 [*]Fabrizio Durantea, , , [*]Rachele Foschib, , [*]Fabio Spizzichinob 【文题(必填)】 Threshold copulas and positive dependence【年份(必填)】 2008 【全文链接或数据库名称(选填)】 ...2016-4-17 21:23 - internet.hzx - 求助成功区

Skew-t Copula for Dependence Modelling of Impulsive (alpha-stable) Interference
2 个回复 - 872 次查看【作者(必填)】Xin Yan, Laurent Clavier, Gareth W. Peters , Nourddine Azzaoui , Francois Septier, Ido Nevat 【文题(必填)】Skew-t copula for dependence modelling of impulsive (α-stable) interfer ...2015-9-2 14:06 - lipj - 求助成功区

Simulated Method of Moments Estimation for Copula-Based Multivariate Models
1 个回复 - 1089 次查看【作者(必填)】 Dong Hwan Oh，Andrew J. Patton 【文题(必填)】 Simulated Method of Moments Estimation for Copula-Based Multivariate Models 【年份(必填)】 2013 【全文链接或数据库名称(选填)】http:// ...2016-4-5 22:18 - internet.hzx - 求助成功区

Advances in Probability Distributions with Given Marginals: Beyond the Copulas
20 个回复 - 3013 次查看 Review As the reader would most probably already conclude from the enthusiastic words in the first lines of this review, this book can be strongly recommended to probabilists and statisticians who ...2015-6-12 09:32 - lasgpope - 量化投资

Parameter Estimation and Application of the Multivariate Skew t-Copula
1 个回复 - 747 次查看【作者(必填)】 [*]Tõnu KolloAffiliated withInstitute of Mathematical Statistics, University of Tartu Email author [*], Gaida Pettere 【文题(必填)】 Parameter Estimation and Application of ...2016-1-27 18:01 - 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

Private information in healthcare utilization: specification of a copula-based h
1 个回复 - 751 次查看【作者(必填) Peng Shi1 an Wei Zhang 【文题(必填)】 Private information in healthcare utilization: specification of a copula-based hurdle model 【年份(必填)】 2014 【全文链接或数据库名称(选填)】ht ...2016-1-26 23:07 - internet.hzx - 求助成功区

Contributions to the diagonal expansion of a bivariate copula with continuous ex
1 个回复 - 766 次查看【作者(必填)】 [*]Carles M. Cuadras 【文题(必填)】 Contributions to the diagonal expansion of a bivariate copula with continuous extensions【年份(必填)】 2015 【全文链接或数据库名称(选填)】http ...2016-1-26 23:09 - internet.hzx - 求助成功区

Bivariate copulas with quadratic sections
1 个回复 - 689 次查看【作者(必填)】 J. J. Quesada-Molinaa & J.A. Rodríguez-Lallenab 【文题(必填)】 Bivariate copulas with quadratic sections【年份(必填)】 1995 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s ...2016-1-21 16:52 - internet.hzx - 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

A new class of symmetric bivariate copulas
1 个回复 - 857 次查看【作者(必填)】 A new class of symmetric bivariate copulas【文题(必填)】 Fabrizio Durantea* 【年份(必填)】 2006【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/1048525070126 ...2016-1-15 11:01 - internet.hzx - 求助成功区

Using the skew-t copula to model bivariate rainfall distribution
2 个回复 - 834 次查看【作者(必填)】 Roslinazairimah Zakaria, Andrew Metcalfe, Julia Piantadosi, John Boland, Phil Howlett 【文题(必填)】 Using the skew-t copula to model bivariate rainfall distribution【年份(必填)】 2 ...2015-12-31 12:21 - internet.hzx - 求助成功区

Flood Coincidence Risk Analysis Using Multivariate Copula Functions
2 个回复 - 924 次查看【作者(必填)】 Chen, L.[/backcolor], [/backcolor]Singh, V.[/backcolor], [/backcolor]Shenglian, G.[/backcolor], [/backcolor]Hao, Z.[/backcolor], and [/backcolor]Li, T.[/backcolor] 【文题(必填)】 Flo ...2015-12-31 11:11 - internet.hzx - 文献求助专区

A new class of bivariate copulas
1 个回复 - 718 次查看【作者(必填)】 José Antonio Rodrı́guez-Lallena, Manuel úbeda-Flores 【文题(必填)】 A new class of bivariate copulas【年份(必填)】 2004 【全文链接或数据库名称(选填)】http://www.scien ...2015-12-31 11:14 - internet.hzx - 文献求助专区

Constructing Generalized FGM Copulas by Means of Certain Univariate Distribution
1 个回复 - 784 次查看【作者(必填)】 [*]Matthias Fischer [*], Ingo Klein 【文题(必填)】 Constructing Generalized FGM Copulas by Means of Certain Univariate Distributions【年份(必填)】 2009 【全文链接或数据库名称(选 ...2015-12-31 11:24 - internet.hzx - 文献求助专区

On the construction of copulas and quasi-copulas with given diagonal sections
1 个回复 - 781 次查看【作者(必填)】 Roger B. Nelsena, , José Juan Quesada-Molinab, , , José Antonio Rodríguez-Lallenac, , Manuel úbeda-Flores 【文题(必填)】 On the construction of copulas and quasi-copulas with giv ...2015-12-31 11:28 - internet.hzx - 文献求助专区

Construction of asymmetric multivariate copulas
1 个回复 - 644 次查看【作者(必填)】 [*]Eckhard Liebscher 【文题(必填)】 Construction of asymmetric multivariate copulas【年份(必填)】 2008 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/ ...2015-12-31 11:37 - internet.hzx - 求助成功区

Construction of asymmetric multivariate copulas
1 个回复 - 639 次查看【作者(必填)】 thpata. H. helk 【文题(必填)】 Construction of asymmetric multivariate copulas【年份(必填)】 2008 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S00 ...2015-12-31 11:44 - internet.hzx - 求助成功区

A new class of symmetric bivariate copulas
1 个回复 - 526 次查看【作者(必填)】 Fabrizio Durantea* 【文题(必填)】 A new class of symmetric bivariate copulas【年份(必填)】 2006 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/10485250701 ...2015-12-31 12:19 - internet.hzx - 文献求助专区

Multivariate Modeling with Copulas and Engineering Applications
1 个回复 - 909 次查看【作者(必填)】Jun Yan 【文题(必填)】 Multivariate Modeling with Copulas and Engineering Applications 【年份(必填)】【全文链接或数据库名称(选填)】 http://link.springer.com/referenceworkentry/10 ...2015-11-21 15:39 - moretc - 求助成功区

Pair Copula Constructions for Multivariate Discrete Data
5 个回复 - 1845 次查看【作者(必填)】 Pair[/backcolor] Copula[/backcolor] Constructions[/backcolor] for Multivariate[/backcolor]Discrete[/backcolor] Data[/backcolor]【文题(必填)】 Pair[/backcolor] Copula[/backcolor] Const ...2012-12-18 12:17 - wqt2958 - 求助成功区

International diversification: A copula approach
1 个回复 - 934 次查看【作者(必填)】 [*]Lorán Cholletea, , , [*]Victor de la Peñab, , [*]Ching-Chih Luc, 【文题(必填)】 International diversification: A copula approach【年份(必填)】 2011 【全文链接或数据库 ...2015-8-30 21:29 - internet.hzx - 求助成功区

求文献 SVM Method for Multivariate Density Estimation Based on Copulas
1 个回复 - 670 次查看【作者(必填)】Xiaoqin Shan; Jie Zhou; Feng Xiao 【文题(必填)】Support Vector Machine Method for Multivariate Density Estimation Based on Copulas 【年份(必填)】2011 【全文链接或数据库名称(选填 ...2015-7-30 23:53 - popppp - 求助成功区

Statistical Inference Procedures for Bivariate Archimedean Copulas
3 个回复 - 706 次查看【作者(必填)】 Christian Genest & Louis-Paul Rivesta 【文题(必填)】 Statistical Inference Procedures for Bivariate Archimedean Copulas 【年份(必填)】 1993【全文链接或数据库名称(选填)】 http: ...2015-3-16 16:21 - internet.hzx - 文献求助专区

Modeling Multivariate Count Data Using Copulas
2 个回复 - 852 次查看【作者(必填)】Aristidis K. Nikoloulopoulosa & Dimitris Karlisb* 【文题(必填)】Modeling Multivariate Count Data Using Copulas 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://www.tandfon ...2015-2-12 20:59 - yhzhong - 求助成功区

Statistical Inference Procedures for Bivariate Archimedean Copulas
1 个回复 - 999 次查看【作者(必填)】 someone 【文题(必填)】 Statistical Inference Procedures for Bivariate Archimedean Copulas 【年份(必填)】 1993 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/pdf/10 ...2014-12-13 15:11 - internet.hzx - 文献求助专区

A Copula Markov CUSUM Chart for Monitoring the Bivariate Auto
1 个回复 - 675 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】A Copula Markov CUSUM Chart for Monitoring the Bivariate Auto‐correlated Binary ObservationsP Dokouhaki, R Noorossa ...2014-12-13 23:14 - 马甲甲 - 求助成功区

multivariate Archimedean copula怎么估计？
1 个回复 - 2328 次查看看了好几本书好像都只讲了用MLE估计多元GAUSS和多元T，NON-CENTRALITY T，对于二元Archimedean copula也只是讨论了用tau和rho来估计的方法，多元Archimedean copula可以用MLE估计吗？谢谢。2009-5-26 19:48 - bmlf_001 - 计量经济学与统计软件

求：Copulae in Mathematical and Quantitative Finance
4 个回复 - 1454 次查看 Piotr Jaworski , Fabrizio Durante , Wolfgang Karl Hardle 编著2013-4-24 16:50 - 鬼斧神工3 - 悬赏大厅

Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization
1 个回复 - 1689 次查看 Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization2009-12-27 22:35 - zengyan1984 - 论文版

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

An empirical analysis of multivariate copula models
5 个回复 - 1201 次查看【作者(必填)】 DOI:10.1080/14697680802595650Matthias Fischera*, Christian Köcka, Stephan Schlütera & Florian Weigerta pages 839-854 Publishing models and article dates explained Received: ...2012-12-18 11:38 - wqt2958 - 求助成功区

Multivariate Volatility, Dependence and Copulas
2 个回复 - 1427 次查看 Multivariate Volatility, Dependence and Copulas2011-3-31 23:23 - cop214 - 金融学（理论版）

Dynamic copula models for multivariate
0 个回复 - 1318 次查看 Dynamic copula models for multivariate high-frequency data in ¯nance2011-4-1 17:29 - cop207 - 金融学（理论版）

Copula Goodness-of-ﬁt Tests: A Comparative Study
0 个回复 - 1824 次查看 Copula Goodness-of-ﬁt Tests: A Comparative Study2011-3-29 17:47 - zai886 - Forum

What are copulas and how are they used in Quantitative Finance?
3 个回复 - 2364 次查看 <p>What are copulas and how are they used in Quantitative Finance?</p>2009-4-15 15:16 - 矿主 - 金融工程（数量金融）与金融衍生品

求助论文一篇：Fitting copulas to bivariate earthquake data:The seismic gap hypothesis r
2 个回复 - 2148 次查看 Nikoloulopoulos.A.K, Karlis.D 2008. Fitting copulas to bivariate earthquake data:The seismic gap hypothesis revisited. Environmetrics 19(3), 251-269求购价50 [此贴子已经被作者于2008-9-16 12:13:02编辑过 ...2008-9-16 12:12 - clzu - 文献求助专区

A Simplified, General Approach to Simulating from Multivariate Copula Funct...
0 个回复 - 255 次查看 2006-3-20 07:40 - 颠覆性创新843 - Forum

A Simplified, General Approach to Simulating from Multivariate Copula Functions
0 个回复 - 260 次查看 2006-3-20 02:49 - 结构方程模型868 - Forum

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