Modelling Dependence with Copulas and Applications to Risk Management-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Modelling Dependence with Copulas and Applications to Risk Management

Published:2003 Issue: Volume: Page:329-384
ISSN:
Container-title:Handbook of Heavy Tailed Distributions in Finance
language:
Short-container-title:

Author:

Embrechts Paul,Lindskog Filip,Mcneil Alexander

Publisher

Elsevier

Reference37 articles.

1. On the theory of elliptically contoured distributions;Cambanis;Journal of Multivariate Analysis,1981

2. Spearman's rho is larger than Kendall's tau for positively dependent random variables;Capéraà;Journal of Nonparametric Statistics,1993

3. The bell curve is wrong: so what?;Embrechts,2000

Cited by 515 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A distributionally robust data-driven framework to reliability analysis;Structural Safety;2024-11

2. Probabilistic Forecasting of Hourly Water Demand;The 3rd International Joint Conference on Water Distribution Systems Analysis & Computing and Control for the Water Industry (WDSA/CCWI 2024);2024-09-10

3. The topological space of Schur-concave copulas is homeomorphic to the Hilbert cube;Information Sciences;2024-09

4. Asymptotic Dependence and Its Impact on Hedging Effectiveness: An Examination of Stock, Currency, and Commodity Futures;Journal of Futures Markets;2024-08-05

5. Some Results on Bivariate Squared Maximum Sharpe Ratio;Risks;2024-05-24

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP