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Copula (body structure)

Known as: copula 
National Institutes of Health

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2016
2016
Formalne porównanie modeli Copula-AR(1)-T-GARCH(1,1) dla subindeksów indeksu WIG
2012
2012
Copula identifiability conditions for dependent truncated data model
We provide a copula identifiability condition for dependent truncated data model. The identifiability is characterized by the… 
2011
2011
Portfolio value at risk with Copula-ARMAX-GJR-GARCH model: Evidence from the gold and silver futures
In the article, we construct the copula-based VaR-ARMAX-GJR-GARCH model. The purpose is to examine the strategic commodities… 
2010
2010
A COPULA-GARCH MODEL
In the present study we develop a new two-dimensional Copula-GARCH model. This type of twodimensional process is characterized by… 
2010
2010
Optimal dynamic hedging of electricity futures based on copula-GARCH models
The electricity futures market is an inevitable product from the development of electricity spot market, it is advantageous to… 
2010
2010
Identification and Estimation of Nonparametric Quantile Regressions with Endogeneity
  • 2010
  • Corpus ID: 10860486
I consider identification of nonparametric quantile regressions with endogenous regressors and an excluded instrumental variable… 
2007
2007
The Syntax of Copular Construction in Mauritian
This paper † examines the syntactic behavior of the Mauritian copula in p redicative and extracted sentences. As it is the case… 
2007
2007
Relativization in Kambaata from a typological point of view
Kambaata (Highland East Cushitic) marks relative clauses in the affirmative supra-segmentally. In the negative, a morpheme -umb… 
2007
2007
Valuing credit default swaps with counterparty risk: a combined copula-LMM approach
The paper derives a model with a closed form solution for valuing credit default swaps including reference asset – counterparty… 
2006
2006
Unconditional Copula-Based Simulation of Tail Dependence for Co-movement of International Equity Markets
Analyzing equity market co-movements is important for risk diversification of an international portfolio. Copulas have several… 
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