Results 161 to 170 of about 462 (184)
Some of the next articles are maybe not open access.
Selection of Regular Vine Copula Models
2019The full specification of a vine copula model requires the choice of a vine tree structure, copula families for each pair copula term and their corresponding parameters. In this chapter, we discuss different frequentist selection and estimation approaches.
openaire +1 more source
Vine copula Granger causality in quantiles
Applied Economics, 2023Hyuna Jang, Jong-Min Kim, Hohsuk Noh
openaire +1 more source
Copula and Vine Modeling for Finance
2017This article gives an introduction to copulas, pair copula constructions, and vines and presents some examples of their applications to financial problems.
openaire +1 more source
Pair-copula constructions of multiple dependence
Insurance: Mathematics and Economics, 2009Claudia Czado, Arnoldo Frigessi
exaly
Copula-based reliability analysis of degrading systems with dependent failures
Reliability Engineering and System Safety, 2020Guanqi Fang, Rong Pan, Yili Hong
exaly

