Amanote Research
Register
Sign In
Studying the Correlation of Stocks via Copula Function
Journal of Theoretical and Applied Economics
doi 10.28933/jtae-2020-01-2005
Full Text
Open PDF
Abstract
Available in
full text
Date
January 1, 2020
Authors
Unknown
Publisher
eSciPub LLC
Related search
Risk Correlation Based on Time-Varying Copula Function and Extreme Value Theory
Theoretical Economics Letters
Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function
Communications in Statistics Part B: Simulation and Computation
Modeling
Statistics
Probability
Simulation
Evaluating Density Forecasts via the Copula Approach
Finance Research Letters
Finance
Distributed Joint Source-Channel Coding With Copula-Function-Based Correlation Modeling for Wireless Sensors Measuring Temperature
IEEE Sensors Journal
Electronic Engineering
Electrical
Instrumentation
Bayesian Nonparametric Inference for a Multivariate Copula Function
Methodology and Computing in Applied Probability
Mathematics
Statistics
Probability
Studying Nucleosome Assembly via FRET
Biophysical Journal
Biophysics
Constructing Discrete Unbounded Distributions With Gaussian-Copula Dependence and Given Rank Correlation
INFORMS Journal on Computing
Management Science
Computer Science Applications
Information Systems
Operations Research
Software
Bivariate Nonlinear Diffusion Degradation Process Modeling via Copula and McMc
Mathematical Problems in Engineering
Mathematics
Engineering
Semiparametric Likelihood-Ratio-Based Biometric Score Level Fusion via Parametric Copula
IET Biometrics
Signal Processing
Computer Vision
Pattern Recognition
Software