Conditional Inferences Based on Vine Copulas with Applications to Credit\n Spread Data of Corporate Bonds [PDF]
, 2020 Shenyi Pan, Harry Joe, Guo‐Fu Li
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Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models. [PDF]
Empir Econ, 2022 Kielmann J, Manner H, Min A.
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Beyond linear dynamic functional connectivity: a vine copula change point model [PDF]
, 2021 Xin Xiong, Ivor Cribben
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A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data. [PDF]
PLoS One, 2021 Sharma C, Sahni N.
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Finansal bağımlılık analizi: Vine ve CD Vine Copula yaklaşımları
, 2021 Bu çalışma giriş, önceki çalışmalar, materyal metod, bulgular ve sonuç olmak üzere beş bölümden oluşmaktadır. Birinci bölümde copula fonksiyonunun bölümleri ve önemi hakkında bilgi verilmiştir. İkinci bölümde copula fonksiyonlarının özellikle finansal alanda yapmış olduğu çalışmalar hakkında bilgi verilmiştir.
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SystemsConsidering the effects of complex correlations between variables and uncertainty of degradation processes in multivariate degradation systems, a system reliability assessment method that integrated Chatterjee correlation coefficient and stochastic ...
Jiayin Tang, Mengjia Jiang, Yamin Mao
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Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine
Journal of Statistical Software, 2013 Flexible multivariate distributions are needed in many areas. The popular multivariate Gaussian distribution is however very restrictive and cannot account for features like asymmetry and heavy tails.
Eike Christian Brechmann +1 more
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Ecological IndicatorsUnderstanding the lagged correlations between regional precipitation and large scale climate indicators (LCI) is crucial for water management and drought risk assessment.
Tianyan Zhang +8 more
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Truncating Regular Vine Copula Based on Mutual Information: An Efficient Parsimonious Model for High-Dimensional Data [PDF]
, 2021 Fadhah Amer Alanazi
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Probabilistic power forecast of renewable distributed generation for provision of control reserve using vine copulas [PDF]
, 2020 Stefan Möws +2 more
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