Copula Function - Articles - Scientific Research Publishing

Analysis of the Dependence of Stock Risk Based on Copula Theory (Articles)

Qi Li, Guangming Deng, Xin Tan

Journal of Financial Risk Management Vol.8 No.4，November 28, 2019

DOI: 10.4236/jfrm.2019.84015 625 Downloads 1,422 Views Citations
The Researches on Exchange Rate Risk of Chinese Commercial Banks Based on Copula-Garch Model (Articles)

Baoqian Wang, Tingting Cao, Shu Wang

Modern Economy Vol.5 No.5，May 23, 2014

DOI: 10.4236/me.2014.55051 4,570 Downloads 6,182 Views Citations
Wind Power System Risk Assessment Based on Fuzzy Clustering and Copula Function Modeling (Articles)

Mingshun Liu, Lijin Zhao, Liang Huang, Wenhao Han, Changhong Deng, Zhijun Long

Energy and Power Engineering Vol.9 No.4B，April 6, 2017

DOI: 10.4236/epe.2017.94B041 2,497 Downloads 3,109 Views Citations
Dependence Model Selection for Semi-Competing Risks Data (Articles)

Jin-Jian Hsieh, Cheng-Fang Tsai

Open Journal of Statistics Vol.10 No.2，April 3, 2020

DOI: 10.4236/ojs.2020.102016 339 Downloads 1,060 Views Citations
Asymptotic Confidence Bands for Copulas Based on the Local Linear Kernel Estimator (Articles)

Diam Bâ, Cheikh Tidiane Seck, Gane Samb Lô

Applied Mathematics Vol.6 No.12，November 25, 2015

DOI: 10.4236/am.2015.612183 2,794 Downloads 3,463 Views Citations
Application of Copula-GARCH to Estimate VaR of a Portfolio with Credit Default Swaps (Articles)

Jhe-Jheng Huang, Leh-Chyan So

Journal of Mathematical Finance Vol.8 No.2，May 17, 2018

DOI: 10.4236/jmf.2018.82025 793 Downloads 2,074 Views Citations
Tail Dependence Study of SSE Composite Index and SZSE Component Index Based on the Copula (Articles)

Guohua Sun, Hongliu Su, Guoqiang Tang

Applied Mathematics Vol.4 No.7，July 11, 2013

DOI: 10.4236/am.2013.47145 4,435 Downloads 6,419 Views Citations
On the Application of Probabilistic Hydrometeorological Simulation of Soil Moisture across Different Stations in India (Articles)

Sarit Kumar Das, Rajib Maity

Journal of Geoscience and Environment Protection Vol.2 No.3，June 13, 2014

DOI: 10.4236/gep.2014.23021 5,039 Downloads 6,338 Views Citations
Modeling Wind Energy Using Copula (Articles)

Zuhair Bahraoui, Fatima Bahraoui, M. Amin Bahraoui

Open Access Library Journal Vol.5 No.11，November 30, 2018

DOI: 10.4236/oalib.1104984 368 Downloads 1,104 Views Citations
Discussion on the Effectiveness of the Copula-GARCH Method to Detect Risk of a Portfolio Containing Bitcoin (Articles)

Ting-Yu Chen, Leh-Chyan So

Journal of Mathematical Finance Vol.10 No.4，October 10, 2020

DOI: 10.4236/jmf.2020.104030 350 Downloads 1,102 Views Citations
Modelling Dependence of Cryptocurrencies Using Copula Garch (Articles)

Eric M. Kimani, Anthony Ngunyi, Joseph K. Mungatu

Journal of Mathematical Finance Vol.13 No.3，August 24, 2023

DOI: 10.4236/jmf.2023.133020 28 Downloads 123 Views Citations
The Structural Difference of Shanghai Stock Index before and after 2008: A Copula Based Analysis (Articles)

Chuan Wu, Ke Huang, Xue Tian, Weikang Geng, H. J. Cai

Technology and Investment Vol.3 No.4，November 28, 2012

DOI: 10.4236/ti.2012.34035 3,306 Downloads 5,351 Views Citations
Quantile Regression Based on Semi-Competing Risks Data (Articles)

Jin-Jian Hsieh, A. Adam Ding, Weijing Wang, Yu-Lin Chi

Open Journal of Statistics Vol.3 No.1，February 20, 2013

DOI: 10.4236/ojs.2013.31003 4,836 Downloads 8,078 Views Citations
Measuring Dependence Risk of Funds with Copula in China (Articles)

Jiaqi Tang, Guohua Sun

Applied Mathematics Vol.5 No.13，July 7, 2014

DOI: 10.4236/am.2014.513179 2,888 Downloads 3,836 Views Citations
Risk Correlation Based on Time-Varying Copula Function and Extreme Value Theory (Articles)

Xinlong Ji, Lu Zhou

Theoretical Economics Letters Vol.7 No.7，December 18, 2017

DOI: 10.4236/tel.2017.77151 990 Downloads 1,859 Views Citations
The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market (Articles)

Jiang Ye, Yiwei Wang, Muhammad Wajid Raza

Journal of Mathematical Finance Vol.12 No.3，August 25, 2022

DOI: 10.4236/jmf.2022.123030 108 Downloads 607 Views Citations
Transfer of Global Measures of Dependence into Cumulative Local (Articles)

Boyan Dimitrov, Sahib Esa, Nikolai Kolev, Georgios Pitselis

Applied Mathematics Vol.5 No.4，March 10, 2014

DOI: 10.4236/am.2014.54058 4,273 Downloads 5,419 Views Citations
Estimation of Default Risk Based on KMV Model—An Empirical Study for Chinese Real Estate Companies (Articles)

Yan Chen, Guanglei Chu

Journal of Financial Risk Management Vol.3 No.2，June 12, 2014

DOI: 10.4236/jfrm.2014.32005 7,721 Downloads 10,695 Views Citations
Operational Risk Modelling in Insurance and Banking (Articles)

Ognjen Vukovic

Journal of Financial Risk Management Vol.4 No.3，September 1, 2015

DOI: 10.4236/jfrm.2015.43010 5,175 Downloads 8,480 Views Citations
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony W. Gichuhi

Journal of Mathematical Finance Vol.8 No.2，May 31, 2018

DOI: 10.4236/jmf.2018.82029 1,120 Downloads 2,412 Views Citations

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