Copula Theory and Its Applications - Lecture Notes in Statistics
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Published By Springer Berlin Heidelberg

9783642124648, 9783642124655

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A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets

Copula Theory and Its Applications - Lecture Notes in Statistics ◽

10.1007/978-3-642-12465-5_12 ◽

2010 ◽

pp. 257-265 ◽

Cited By ~ 1

Author(s):

Umberto Cherubini ◽

Fabio Gobbi ◽

Sabrina Mulinacci ◽

Silvia Romagnoli

Keyword(s):

Equity Markets ◽

Temporal Dependence

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Dynamic Modeling of Dependence in Finance via Copulae Between Stochastic Processes

Copula Theory and Its Applications - Lecture Notes in Statistics ◽

10.1007/978-3-642-12465-5_2 ◽

2010 ◽

pp. 33-76 ◽

Cited By ~ 10

Author(s):

Tomasz R. Bielecki ◽

Jacek Jakubowski ◽

Mariusz Niewęgłowski

Keyword(s):

Stochastic Processes ◽

Dynamic Modeling

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Construction and Sampling of Nested Archimedean Copulas

Copula Theory and Its Applications - Lecture Notes in Statistics ◽

10.1007/978-3-642-12465-5_7 ◽

2010 ◽

pp. 147-160 ◽

Cited By ~ 23

Author(s):

Marius Hofert

Keyword(s):

Archimedean Copulas

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On Analytical Similarities of Archimedean and Exchangeable Marshall-Olkin Copulas

Copula Theory and Its Applications - Lecture Notes in Statistics ◽

10.1007/978-3-642-12465-5_16 ◽

2010 ◽

pp. 299-309

Author(s):

Jan-Frederik Mai ◽

Matthias Scherer

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Risk Aggregation

Copula Theory and Its Applications - Lecture Notes in Statistics ◽

10.1007/978-3-642-12465-5_5 ◽

2010 ◽

pp. 111-126 ◽

Cited By ~ 14

Author(s):

Paul Embrechts ◽

Giovanni Puccetti

Keyword(s):

Risk Aggregation

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Extreme-Value Copulas

Copula Theory and Its Applications - Lecture Notes in Statistics ◽

10.1007/978-3-642-12465-5_6 ◽

2010 ◽

pp. 127-145 ◽

Cited By ~ 66

Author(s):

Gordon Gudendorf ◽

Johan Segers

Keyword(s):

Extreme Value

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Parameter Estimation and Application of the Multivariate Skew t-Copula

Copula Theory and Its Applications - Lecture Notes in Statistics ◽

10.1007/978-3-642-12465-5_15 ◽

2010 ◽

pp. 289-298 ◽

Cited By ~ 4

Author(s):

Tõnu Kollo ◽

Gaida Pettere

Keyword(s):

Parameter Estimation ◽

T Copula

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Pair-Copula Constructions of Multivariate Copulas

Copula Theory and Its Applications - Lecture Notes in Statistics ◽

10.1007/978-3-642-12465-5_4 ◽

2010 ◽

pp. 93-109 ◽

Cited By ~ 82

Author(s):

Claudia Czado

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Testing Under the Extended Koziol-Green Model

Copula Theory and Its Applications - Lecture Notes in Statistics ◽

10.1007/978-3-642-12465-5_14 ◽

2010 ◽

pp. 279-288 ◽

Cited By ~ 1

Author(s):

Auguste Gaddah ◽

Roel Braekers

Keyword(s):

Green Model

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Nonparametric and Semiparametric Bivariate Modeling of Petrophysical Porosity-Permeability Dependence from Well Log Data

Copula Theory and Its Applications - Lecture Notes in Statistics ◽

10.1007/978-3-642-12465-5_13 ◽

2010 ◽

pp. 267-278 ◽

Cited By ~ 3

Author(s):

Arturo Erdely ◽

Martin Diaz-Viera

Keyword(s):

Well Log ◽

Log Data

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Copula Theory and Its Applications - Lecture Notes in StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets

Dynamic Modeling of Dependence in Finance via Copulae Between Stochastic Processes

Construction and Sampling of Nested Archimedean Copulas

On Analytical Similarities of Archimedean and Exchangeable Marshall-Olkin Copulas

Risk Aggregation

Extreme-Value Copulas

Parameter Estimation and Application of the Multivariate Skew t-Copula

Pair-Copula Constructions of Multivariate Copulas

Testing Under the Extended Koziol-Green Model

Nonparametric and Semiparametric Bivariate Modeling of Petrophysical Porosity-Permeability Dependence from Well Log Data

Copula Theory and Its Applications - Lecture Notes in Statistics
Latest Publications