„conditional copula“

Suchergebnisse

1.000+ Treffer

• Bernstein estimator for conditional copulas
  Veraverbeke, Noël
• Conditional excess risk measures and multivariate regular variation
  Das, Bikramjit ; Fasen-Hartmann, Vicky
• Conditional drought risk of rainfed wheat yield through copula analysis: comparison between two multiscalar drought indicators in the Tabriz region, Iran
  Khaledi-Alamdari, Mohammad ; Fakheri-Fard, Ahmad ; Mirabbasi, Rasoul ; Russo, Ana ; Majnooni-Heris, Abolfazl
• Computational aspects of portfolio risk estimation in volatile markets: a survey
  Fabozzi, Frank J. ; Stoyanov, Stoyan V. ; Račev, Svetlozar T.
• Backtesting Expected Shortfall – A GARCH-EVT-Copula Approach
  Jäger, Marcel 2015 Anchor Academic Publishing
• Correction to: Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach
  Di Lascio, F. Marta L. ; Menapace, Andrea ; Righetti, Maurizio
• Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes
  Bodnar, Taras ; Hautsch, Nikolaus 2012 Humboldt-Universität zu Berlin
• Copula-Based Factor Model for Credit Risk Analysis
  Lu, Meng-Jou ; Chen, Cathy Yi-Hsuan ; Härdle, Karl Wolfgang 2015 Humboldt-Universität zu Berlin
• Copula-based dynamic conditional correlation multiplicative error processes
  Bodnar, Taras ; Hautsch, Nikolaus 2013 Univ.-Bibliothek Frankfurt am Main
• Conditional Systemic Risk with Penalized Copula
  Okhrin, Ostap ; Ristig, Alexander ; Sheen, Jeffrey R. ; Trück, Stefan 2015 Humboldt-Universität zu Berlin
• Integrating vector and copula-based models with conditional heteroskedasticity for enhanced suspended sediment load simulation
  Nazeri Tahroudi, Mohammad ; Ramezani, Yousef ; Jhajharia, Deepak
• Tree-based conditional copula estimation
  Bonacina, Francesco ; Lopez, Olivier ; Thomas, Maud
• Robust DC optimal power flow with modeling of solar power supply uncertainty via R-vine copulas
  Aigner, Kevin-Martin ; Schaumann, Peter ; Loeper, Freimut von ; Martin, Alexander ; Schmidt, Volker ; Liers, Frauke 2022 Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
• The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy
  Li, Ping ; Li, Jie ; Zhang, Ziyi
• Bivariate analysis of birth weight and gestational age by Bayesian distributional regression with copulas
  Rathjens, Jonathan ; Kolbe, Arthur ; Hölzer, Jürgen ; Ickstadt, Katja ; Klein, Nadja 2023 Universitätsbibliothek Dortmund
• An Inflated Multivariate Integer Count Hurdle Model : an Application to Bid and Ask Quote Dynamics
  Bien, Katarzyna ; Nolte, Ingmar ; Pohlmeier, Winfried
• A Semi-stationary Copula Model Approach for Bivariate Survival Data with Interval Sampling
  Zhu, Hong ; Wang, Mei-Cheng
• A New Method for Joint Frequency Analysis of Modified Precipitation Anomaly Percentage and Streamflow Drought Index Based on the Conditional Density of Copula Functions
  Nazeri Tahroudi, Mohammad ; Ramezani, Yousef ; De Michele, Carlo ; Mirabbasi, Rasoul
• The Conditional Distribution of Waiting Time Given Queue Length
  Patil, Dipak D. ; Naik-Nimbalkar, Uttara V.
• Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
  Jin, Xisong ; Lehnert, Thorsten