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Publications by S. CRÉPEY

Informationally Dynamized Gaussian Copula

International Journal of Theoretical and Applied Finance

English

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Perturbed Gaussian Copula

Advances in Econometrics

English

Gaussian Copula Marginal Regression Modeling for Technology Analysis

International Journal of Modeling and Optimization

English

Estimasi Nilai Conditional Value at Risk Menggunakan Fungsi Gaussian Copula

E-Jurnal Matematika

English

Corrigendum to “A Theoretical Argument Why the T-Copula Explains Credit Risk Contagion Better Than the Gaussian Copula”

Advances in Decision Sciences

Computational Mathematics

Applied Mathematics

Decision Sciences

English

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

English

Gaussian Copula vs. Loans Loss Assessment: A Simplified and Easy-To-Use Model

Journal of Business Case Studies (JBCS)

English

Conditional Simulation of Remotely Sensed Rainfall Data Using a Non-Gaussian V-Transformed Copula

Advances in Water Resources

English

Dynamized Preparations in Cell Culture

Evidence-based Complementary and Alternative Medicine

Alternative Medicine

English

Design Water Demand of Irrigation for a Large Region Using a High-Dimensional Gaussian Copula

Hydrology and Earth System Sciences

Planetary Sciences

English