Copula modeling for discrete random vectors

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Gery Geenens

Copula-Based Dependence Measures For Piecewise Monotonicity

JOURNAL ARTICLE published 28 August 2017 in Dependence Modeling

Authors: Eckhard Liebscher

Dynamic D-Vine Model

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Andréas Heinen | Alfonso Valdesogo

Non-Parametric Bayesian Belief Nets versus Vines

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Anca Hanea

Vines Arise

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Roger M. Cooke | Harry Joe | Kjersti Aas

Dependent defaults and losses with factor copula models

JOURNAL ARTICLE published 20 December 2017 in Dependence Modeling

Authors: Damien Ackerer | Thibault Vatter

A note on the Galambos copula and its associated Bernstein function

JOURNAL ARTICLE published 20 March 2014 in Dependence Modeling

Authors: Jan-Frederik Mai

- Copula construction methods

BOOK CHAPTER published 26 June 2014 in Dependence Modeling with Copulas

Time series with infinite-order partial copula dependence

JOURNAL ARTICLE published 23 May 2022 in Dependence Modeling

Authors: Martin Bladt | Alexander J. McNeil

Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo

JOURNAL ARTICLE published 1 January 2019 in Dependence Modeling

Authors: Martin Burda | Louis Bélisle

On the control of the difference between two Brownian motions: a dynamic copula approach

JOURNAL ARTICLE published 28 July 2016 in Dependence Modeling

Authors: Thomas Deschatre

Dependence Comparisons of Vine Copulae with Four or More Variables

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Harry Joe

Optimizing effective numbers of tests by vine copula modeling

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Nico Steffen | Thorsten Dickhaus

Micro Correlations and Tail Dependence

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Roger M. Cooke | Carolyn Kousky | Harry Joe

Sklar’s theorem, copula products, and ordering results in factor models

JOURNAL ARTICLE published 1 January 2021 in Dependence Modeling

Authors: Jonathan Ansari | Ludger Rüschendorf

Checkerboard copula defined by sums of random variables

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Viktor Kuzmenko | Romel Salam | Stan Uryasev

Bayesian Inference for D-Vines: Estimation and Model Selection

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Claudia Czado | Aleksey Min

- Parametric copula families and properties

BOOK CHAPTER published 26 June 2014 in Dependence Modeling with Copulas

Stochastic comparisons and bounds for conditional distributions by using copula properties

JOURNAL ARTICLE published 25 July 2018 in Dependence Modeling

Authors: Jorge Navarro | Miguel A. Sordo

Erratum regarding “Optimizing effective numbers of tests by vine copula modeling”

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Nico Steffen | Thorsten Dickhaus