Login
Login
切换导航
Home
Articles
Journals
Books
News
About
Services
Submit
Home
Journal
Articles
Journals A-Z
Browse Subjects
Biomedical & Life Sci.
Business & Economics
Chemistry & Materials Sci.
Computer Sci. & Commun.
Earth & Environmental Sci.
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sci. & Humanities
Browse Subjects
Biomedical & Life Sciences
Business & Economics
Chemistry & Materials Science
Computer Science & Communications
Earth & Environmental Sciences
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sciences & Humanities
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Complete Matching
Editorial Board
Show/Hide Options
Show/Hide Options
All
Title
Abstract
Keywords
DOI
Author
Journal
Affiliation
ISSN
Subject
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
744
Downloads
1,682
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
4,690
Downloads
6,368
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
2,582
Downloads
3,291
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
2,852
Downloads
3,606
Views
Citations
On a Compound Poisson Risk Model Perturbed by Brownian Motion with Variable Premium and Tail Dependence between Claims Amounts and Inter-Claim Time
(Articles)
Delwendé Abdoul-Kabir Kafando
,
Kiswendsida Mahamoudou Ouedraogo
,
Pierre Clovis Nitiema
Open Journal of Statistics
Vol.14 No.1
,February 2, 2024
DOI:
10.4236/ojs.2024.141001
110
Downloads
471
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
4,566
Downloads
6,411
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
5,185
Downloads
6,571
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
441
Downloads
1,302
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
144
Downloads
691
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
3,408
Downloads
5,558
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
2,977
Downloads
4,039
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
1,063
Downloads
2,065
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
186
Downloads
958
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
120
Downloads
539
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
63
Downloads
372
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
54
Downloads
657
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
35
Downloads
165
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
4,372
Downloads
5,623
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
8,051
Downloads
10,489
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
5,349
Downloads
8,751
Views
Citations
<
1
2
3
...
>
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Home
Journals A-Z
Subject
Books
Sitemap
Contact Us
About SCIRP
Publication Fees
For Authors
Peer-Review Issues
Special Issues
News
Service
Manuscript Tracking System
Subscription
Translation & Proofreading
FAQ
Volume & Issue
Policies
Open Access
Publication Ethics
Preservation
Retraction
Privacy Policy
Copyright © 2006-2024 Scientific Research Publishing Inc. All Rights Reserved.
Top