Time-dependent copulas

Article Properties
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
Social Sciences
Commerce
Business
Accounting
Bookkeeping
Social Sciences
Finance
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Refrences
Title Journal Journal Categories Citations Publication Date
Copulas and temporal dependence Econometrica
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2010
Dependence Calibration in Conditional Copulas: A Nonparametric Approach Biometrics
  • Science: Biology (General)
  • Medicine: Medicine (General): Computer applications to medicine. Medical informatics
  • Science: Biology (General)
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 61 2010
Thetcopula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management Quantitative Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 28 2010
Goodness-of-fit tests for copulas: A review and a power study Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 712 2009
Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing 2009
Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science17
Science: Mathematics10
Social Sciences: Commerce: Business9
Science: Mathematics: Probabilities. Mathematical statistics8
Social Sciences: Statistics7
Social Sciences: Finance4
Science: Biology (General)2
Social Sciences: Commerce: Business: Accounting. Bookkeeping2
Medicine: Medicine (General): Computer applications to medicine. Medical informatics1
The category Social Sciences: Economic theory. Demography: Economics as a science 17 is the most frequently represented among the references in this article. It primarily includes studies from Econometrica and Insurance: Mathematics and Economics. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Copula modeling from Abe Sklar to the present day Journal of Multivariate Analysis
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Science: Mathematics
 1 2024
An adjusted iterative algorithmic approach for maximum likelihood estimation of the pseudo-copula regression: P-MBP Soft Computing
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Technology: Mechanical engineering and machinery
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
 2023
Testing for equality between conditional copulas given discretized conditioning events

 Canadian Journal of Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2022
Distortion representations of multivariate distributions Statistical Methods & Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 5 2022
A multivariate dependence analysis for electricity prices, demand and renewable energy sources Information Sciences
  • Technology: Technology (General): Industrial engineering. Management engineering: Information technology
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Telecommunication
  • Science: Science (General): Cybernetics: Information theory
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
 6 2022
Citations Analysis
Category Category Repetition
Science: Mathematics21
Science: Mathematics: Probabilities. Mathematical statistics21
Social Sciences: Finance8
Science: Mathematics: Instruments and machines: Electronic computers. Computer science6
Social Sciences: Commerce: Business: Accounting. Bookkeeping6
Social Sciences: Commerce: Business4
Social Sciences: Economic theory. Demography: Economics as a science4
Social Sciences: Statistics2
Science: Science (General)2
Medicine: Internal medicine: Special situations and conditions: Industrial medicine. Industrial hygiene1
Social Sciences: Sociology (General)1
Social Sciences1
Science: Physics: Meteorology. Climatology1
Science: Geology1
Technology: Technology (General): Industrial engineering. Management engineering: Information technology1
Technology: Electrical engineering. Electronics. Nuclear engineering: Telecommunication1
Science: Science (General): Cybernetics: Information theory1
Technology: Mechanical engineering and machinery1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics1
The category Science: Mathematics 21 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Some Statistical Pitfalls in Copula Modeling for Financial Applications and was published in 2004. The most recent citation comes from a 2024 study titled Copula modeling from Abe Sklar to the present day. This article reached its peak citation in 2018, with 6 citations. It has been cited in 23 different journals, 4% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 9 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year