Time-Varying Copula - Articles - Scientific Research Publishing

Survival Model Inference Using Functions of Brownian Motion (Articles)

John O’Quigley

Applied Mathematics Vol.3 No.6，June 27, 2012

DOI: 10.4236/am.2012.36098 3,828 Downloads 6,758 Views Citations
Stochastic Modeling and Power Control of Time-Varying Wireless Communication Networks (Articles)

Mohammed M. Olama, Seddik M. Djouadi, Charalambos D. Charalambous

Communications and Network Vol.6 No.3，August 7, 2014

DOI: 10.4236/cn.2014.63017 2,949 Downloads 3,917 Views Citations
5D World-Universe Model. Neutrinos. The World (Articles)

Vladimir S. Netchitailo

Journal of High Energy Physics, Gravitation and Cosmology Vol.2 No.1，December 25, 2015

DOI: 10.4236/jhepgc.2016.21001 3,456 Downloads 6,161 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 4,613 Downloads 6,539 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 4,746 Downloads 6,464 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 5,285 Downloads 6,701 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 2,664 Downloads 3,425 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 462 Downloads 1,379 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 196 Downloads 840 Views Citations
A Class of Copulas Derived from Residual Implications and Its Applications (Articles)

Yihua Liang

Open Journal of Statistics Vol.15 No.2，March 31, 2025

DOI: 10.4236/ojs.2025.152008 32 Downloads 140 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 3,460 Downloads 5,651 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 3,028 Downloads 4,119 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 238 Downloads 1,147 Views Citations
Analyzing Bankruptcy Probability under Partial Shareholder Payments and Dependent Claims via Spearman Copula (Articles)

Kiswendsida Mahamoudou Ouedraogo, Delwendé Abdoul-Kabir Kafando, Lassané Sawadogo, François Xavier Ouedraogo, Pierre Clovis Nitiema

Journal of Mathematical Finance Vol.14 No.1，January 17, 2024

DOI: 10.4236/jmf.2024.141002 173 Downloads 651 Views Citations
Dependence Structure of the US Dollar Index and Crude Oil Prices: A Regime-Switching Copula Approach (Articles)

Yuankui Wang, Xiaoquan Ding

Journal of Mathematical Finance Vol.14 No.2，May 15, 2024

DOI: 10.4236/jmf.2024.142009 96 Downloads 504 Views Citations
Bivariate Analysis of Pollutants Monthly Maxima in Mexico City Using Extreme Value Distributions and Copula (Articles)

Juan A. Vazquez-Morales, Eliane R. Rodrigues, Hortensia J. Reyes-Cervantes

Journal of Environmental Protection Vol.15 No.7，July 23, 2024

DOI: 10.4236/jep.2024.157046 93 Downloads 1,034 Views Citations
Stock Type Prediction Based on Multiple Machine Learning Methods (Articles)

Zhonger Zhu, Wansheng Wang

Journal of Intelligent Learning Systems and Applications Vol.16 No.3，August 28, 2024

DOI: 10.4236/jilsa.2024.163013 71 Downloads 330 Views Citations
World-Universe Model Predictions (Articles)

Vladimir S. Netchitailo

Journal of High Energy Physics, Gravitation and Cosmology Vol.6 No.2，April 30, 2020

DOI: 10.4236/jhepgc.2020.62022 688 Downloads 2,270 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 4,418 Downloads 5,705 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 5,425 Downloads 8,996 Views Citations

<...345 >

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies