Nested Archimedean Copulas MeetR: ThenacopulaPackage
Author:
Publisher
Foundation for Open Access Statistic
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Software
Cited by 97 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. Assessing the Dependence of Sustainability and Market Indices in India;Advances in Logistics, Operations, and Management Science;2024-08-30
2. Cryptocurrency portfolio optimization: Utilizing a GARCH‐copula model within the Markowitz framework;Journal of Corporate Accounting & Finance;2024-05-08
3. Formulating a warning threshold for coastal compound flooding: A copula-based approach;Ecological Indicators;2024-05
4. Copulas.jl: A fully Distributions.jl-compliant copula package;Journal of Open Source Software;2024-02-29
5. GEMAct: a Python package for non-life (re)insurance modeling;Annals of Actuarial Science;2024-02-14
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