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Publications by Xianwen Zhou

Perturbed Gaussian Copula

Advances in Econometrics

English

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Informationally Dynamized Gaussian Copula

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Estimasi Nilai Conditional Value at Risk Menggunakan Fungsi Gaussian Copula

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

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Constructing Discrete Unbounded Distributions With Gaussian-Copula Dependence and Given Rank Correlation

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Variational Solutions and Random Dynamical Systems to SPDEs Perturbed by Fractional Gaussian Noise

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