Copula Modelling to Analyse Financial Data
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Cited by:
- Linyu Cao & Ruili Sun & Tiefeng Ma & Conan Liu, 2023. "On Asymmetric Correlations and Their Applications in Financial Markets," JRFM, MDPI, vol. 16(3), pages 1-18, March.
- Rašiová, Barbara & Árendáš, Peter, 2023. "Copula approach to market volatility and technology stocks dependence," Finance Research Letters, Elsevier, vol. 52(C).
- Paul R. Dewick, 2022. "On Financial Distributions Modelling Methods: Application on Regression Models for Time Series," JRFM, MDPI, vol. 15(10), pages 1-15, October.
- Ardakani, Omid M. & Ajina, Rawan, 2024. "Tail risks in household finance," Finance Research Letters, Elsevier, vol. 69(PA).
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Keywords
financial; non-stationary; time-series; copula; dependence; risk; univariate; bivariate;All these keywords.
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