Modeling Dependencies in Finance Using Copulae

Article Properties
Cite
HHrdle, Wolfgang K., et al. “Modeling Dependencies in Finance Using Copulae”. SSRN Electronic Journal, 2008, https://doi.org/10.2139/ssrn.2894282.
HHrdle, W. K., Okhrin, O., & Okhrin, Y. (2008). Modeling Dependencies in Finance Using Copulae. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.2894282
HHrdle, Wolfgang K., Ostap Okhrin, and Yarema Okhrin. “Modeling Dependencies in Finance Using Copulae”. SSRN Electronic Journal, 2008. https://doi.org/10.2139/ssrn.2894282.
HHrdle WK, Okhrin O, Okhrin Y. Modeling Dependencies in Finance Using Copulae. SSRN Electronic Journal. 2008;.
Refrences
Title Journal Journal Categories Citations Publication Date
Efficient Estimation of Semiparametric Multivariate Copula Models Journal of the American Statistical Association
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 129 2006
Multivariate extensions of Spearman's rho and related statistics Statistics & Probability Letters
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 92 2006
Goodness-of-fit tests for copulas Journal of Multivariate Analysis
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Science: Mathematics
 197 2005
Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection Canadian Journal of Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 96 2005
Multivariate survival distributions Journal of Nonparametric Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 76 2005
Refrences Analysis
Category Category Repetition
Science: Mathematics14
Science: Mathematics: Probabilities. Mathematical statistics10
Social Sciences: Economic theory. Demography: Economics as a science10
Social Sciences: Finance7
Social Sciences: Commerce: Business6
Social Sciences: Statistics4
Science: Biology (General)4
Social Sciences: Commerce: Business: Accounting. Bookkeeping3
Medicine: Medicine (General): Computer applications to medicine. Medical informatics2
The category Science: Mathematics 14 is the most frequently represented among the references in this article. It primarily includes studies from Journal of Multivariate Analysis and Journal of Finance. 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
Measuring dependence in joint distributions of yield and weather variables

 Agricultural Finance Review
  • Agriculture: Agriculture (General)
 20 2011
Citations Analysis
Category Category Repetition
Agriculture: Agriculture (General)1
The category Agriculture: Agriculture (General) 1 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Measuring dependence in joint distributions of yield and weather variables and was published in 2011. The most recent citation comes from a 2011 study titled Measuring dependence in joint distributions of yield and weather variables. This article reached its peak citation in 2011, with 1 citations. It has been cited in 1 different journals. Among related journals, the Agricultural Finance Review cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year