Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 30 results
Sort by: relevance publication year

Tail Behaviour of Copulas

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Piotr Jaworski

https://doi.org/10.1007/978-3-642-12465-5_8 Actions

Generalisations of copulas: semi-copulas

BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory

https://doi.org/10.1201/b18674-9 Actions

Generalisations of copulas: quasi-copulas

BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory

https://doi.org/10.1201/b18674-8 Actions

Multivariate Copulas

OTHER published 25 June 2004 in Copula Methods in Finance

https://doi.org/10.1002/9781118673331.ch4 Actions

Copulas and approximation

BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory

https://doi.org/10.1201/b18674-5 Actions

Copulas and measures

BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory

https://doi.org/10.1201/b18674-4 Actions

Copulas and stochastic dependence

BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory

https://doi.org/10.1201/b18674-3 Actions

Option Pricing with Copulas

OTHER published 25 June 2004 in Copula Methods in Finance

https://doi.org/10.1002/9781118673331.ch8 Actions

The Markov product of copulas

BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory

https://doi.org/10.1201/b18674-6 Actions

Copulas: basic definitions and properties

BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory

https://doi.org/10.1201/b18674-2 Actions

A compendium of families of copulas

BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory

https://doi.org/10.1201/b18674-7 Actions

Pair-Copula Constructions of Multivariate Copulas

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Claudia Czado

https://doi.org/10.1007/978-3-642-12465-5_4 Actions

Extreme-Value Copulas

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Gordon Gudendorf | Johan Segers

https://doi.org/10.1007/978-3-642-12465-5_6 Actions

Construction and Sampling of Nested Archimedean Copulas

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Marius Hofert

https://doi.org/10.1007/978-3-642-12465-5_7 Actions

Relationships Between Archimedean Copulas and Morgenstern Utility Functions

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Jaap Spreeuw

https://doi.org/10.1007/978-3-642-12465-5_17 Actions

Copulas and Estimation of Markov Processes

BOOK CHAPTER published 2016 in Convolution Copula Econometrics

Authors: Umberto Cherubini | Fabio Gobbi | Sabrina Mulinacci

https://doi.org/10.1007/978-3-319-48015-2_3 Actions

Semi-copulas and Interpretations of Coincidences Between Stochastic Dependence and Ageing

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Fabio Spizzichino

https://doi.org/10.1007/978-3-642-12465-5_11 Actions

Statistics of Copulas

OTHER published 4 March 2017 in Introduction to Bayesian Estimation and Copula Models of Dependence

https://doi.org/10.1002/9781118959046.ch7 Actions

On Analytical Similarities of Archimedean and Exchangeable Marshall-Olkin Copulas

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Jan-Frederik Mai | Matthias Scherer

https://doi.org/10.1007/978-3-642-12465-5_16 Actions

Copulas

BOOK CHAPTER published 2018 in Elements of Copula Modeling with R

Authors: Marius Hofert | Ivan Kojadinovic | Martin Mächler | Jun Yan

https://doi.org/10.1007/978-3-319-89635-9_2 Actions
Feedback: support@crossref.org