Results 191 to 199 of about 70,213 (199)

Estimating Non-Simplified Vine Copulas Using Penalized Splines

Statistics and Computing, 2018
Fabian Spanhel, Christian Schellhase
exaly  

A Goodness-of-Fit Test for Regular Vine Copula Models

Econometric Reviews, 2019
Ulf Schepsmeier
exaly  

Global Financial Crisis and Dependence Risk Analysis of Sector Portfolios: A Vine Copula Approach

Applied Economics, 2017
Mazin A M Al Janabi, Jose Arreola Hernandez, Shawkat Hammoudeh   +2 more
exaly  

Simplified Vine Copula Models: Approximations Based on the Simplifying Assumption

Electronic Journal of Statistics, 2019
Fabian Spanhel
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  

A Decade of Elevating (with) Vine Copulas

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

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

Hedging Downside Risk of Oil Refineries: A Vine Copula Approach

Energy Economics, 2017
exaly