Results 161 to 168 of about 89,598 (168)

A Decade of Elevating (with) Vine Copulas

Nicole Barthel, Eike Brechmann, Dominik Müller   +2 more
openaire   +1 more source

Application of Vine Copulas to Credit Portfolio Risk Modeling

Journal of Risk and Financial Management, 2016
exaly  

Fusion of Correlated Decisions Using Regular Vine Copulas

IEEE Transactions on Signal Processing, 2019
Lakshmi Narasimhan Theagarajan, Shan Zhang, Pramod Varshney   +2 more
exaly  

Tail Dependence in Vine Copulae

2010
openaire   +1 more source

Growth Cycle of Vine Copulas

Kjersti Aas, Roger Cooke, Harry Joe, Dorota Kurowicka, Thomas Nagler   +4 more
openaire   +1 more source

Gradient-Boosted Generalized Linear Models for Conditional Vine Copulas

Environmetrics
Annette Möller, Jürgen Gross, David Jobst   +2 more
exaly  

Predictive Comparison of Vine Copula models

2017
Md. Erfanul Hoque, Acar, Elif F.
openaire   +1 more source

Hedging Downside Risk of Oil Refineries: A Vine Copula Approach

Energy Economics, 2017
exaly