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You searched for subject:(Copula). Showing records 1 – 30 of 320 total matches.

[1] [2] [3] [4] [5] … [11]

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Cornell University

1. Zhao, Yue. Contributions To The Statistical Inference For The Semiparametric Elliptical Copula Model .

Degree: 2015, Cornell University

 This thesis addresses aspects of the statistical inference problem for the semiparametric elliptical copula model. A copula (function) for a continuous multivariate distribution is the… (more)

Subjects/Keywords: semiparametric; elliptical copula

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zhao, Y. (2015). Contributions To The Statistical Inference For The Semiparametric Elliptical Copula Model . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/41052

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhao, Yue. “Contributions To The Statistical Inference For The Semiparametric Elliptical Copula Model .” 2015. Thesis, Cornell University. Accessed February 21, 2020. http://hdl.handle.net/1813/41052.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhao, Yue. “Contributions To The Statistical Inference For The Semiparametric Elliptical Copula Model .” 2015. Web. 21 Feb 2020.

Vancouver:

Zhao Y. Contributions To The Statistical Inference For The Semiparametric Elliptical Copula Model . [Internet] [Thesis]. Cornell University; 2015. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/1813/41052.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhao Y. Contributions To The Statistical Inference For The Semiparametric Elliptical Copula Model . [Thesis]. Cornell University; 2015. Available from: http://hdl.handle.net/1813/41052

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

2. Chowdhary, Hemant. Copula-Based Multivariate Hydrologic Frequency Analysis.

Degree: PhD, Civil and Environmental Engineering, 2009, Louisiana State University

 Multivariate frequency distributions are being increasingly recognized for their role in hydrological design and risk management. The conventional multivariate distributions are severely limited in that… (more)

Subjects/Keywords: extreme value copula; Archimedean copula; copula; dependence; statistical hydrology; multivariate frequency distributions; copula fitting; uncertainty reduction; copula inference

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APA (6th Edition):

Chowdhary, H. (2009). Copula-Based Multivariate Hydrologic Frequency Analysis. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-01262010-091740 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1211

Chicago Manual of Style (16th Edition):

Chowdhary, Hemant. “Copula-Based Multivariate Hydrologic Frequency Analysis.” 2009. Doctoral Dissertation, Louisiana State University. Accessed February 21, 2020. etd-01262010-091740 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1211.

MLA Handbook (7th Edition):

Chowdhary, Hemant. “Copula-Based Multivariate Hydrologic Frequency Analysis.” 2009. Web. 21 Feb 2020.

Vancouver:

Chowdhary H. Copula-Based Multivariate Hydrologic Frequency Analysis. [Internet] [Doctoral dissertation]. Louisiana State University; 2009. [cited 2020 Feb 21]. Available from: etd-01262010-091740 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1211.

Council of Science Editors:

Chowdhary H. Copula-Based Multivariate Hydrologic Frequency Analysis. [Doctoral Dissertation]. Louisiana State University; 2009. Available from: etd-01262010-091740 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1211


Texas A&M University

3. Yao, Hsin-Hung. Essays on Testing for Smooth Structural Changes in Time Series.

Degree: 2016, Texas A&M University

 This dissertation contains two essays which propose tests for smooth structural changes in dependence and volatility, respectively. In the first essay, we propose a generalized… (more)

Subjects/Keywords: Copula; Structural Changes; Test

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APA (6th Edition):

Yao, H. (2016). Essays on Testing for Smooth Structural Changes in Time Series. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/157795

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yao, Hsin-Hung. “Essays on Testing for Smooth Structural Changes in Time Series.” 2016. Thesis, Texas A&M University. Accessed February 21, 2020. http://hdl.handle.net/1969.1/157795.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yao, Hsin-Hung. “Essays on Testing for Smooth Structural Changes in Time Series.” 2016. Web. 21 Feb 2020.

Vancouver:

Yao H. Essays on Testing for Smooth Structural Changes in Time Series. [Internet] [Thesis]. Texas A&M University; 2016. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/1969.1/157795.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yao H. Essays on Testing for Smooth Structural Changes in Time Series. [Thesis]. Texas A&M University; 2016. Available from: http://hdl.handle.net/1969.1/157795

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

4. Juarez Torres, Miriam 77-. Copula Based Stochastic Weather Generator as an Application for Crop Growth Models and Crop Insurance.

Degree: 2012, Texas A&M University

 Stochastic Weather Generators (SWG) try to reproduce the stochastic patterns of climatological variables characterized by high dimensionality, non-normal probability density functions and non-linear dependence relationships.… (more)

Subjects/Keywords: Weather Generator; Copula Based Stochastic

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APA (6th Edition):

Juarez Torres, M. 7. (2012). Copula Based Stochastic Weather Generator as an Application for Crop Growth Models and Crop Insurance. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/148096

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Juarez Torres, Miriam 77-. “Copula Based Stochastic Weather Generator as an Application for Crop Growth Models and Crop Insurance.” 2012. Thesis, Texas A&M University. Accessed February 21, 2020. http://hdl.handle.net/1969.1/148096.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Juarez Torres, Miriam 77-. “Copula Based Stochastic Weather Generator as an Application for Crop Growth Models and Crop Insurance.” 2012. Web. 21 Feb 2020.

Vancouver:

Juarez Torres M7. Copula Based Stochastic Weather Generator as an Application for Crop Growth Models and Crop Insurance. [Internet] [Thesis]. Texas A&M University; 2012. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/1969.1/148096.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Juarez Torres M7. Copula Based Stochastic Weather Generator as an Application for Crop Growth Models and Crop Insurance. [Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/148096

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Rochester

5. Chau, Tak Wai (1979 - ). Essays on earnings mobility within and across generations using copula.

Degree: PhD, 2010, University of Rochester

 In Chapter 1, I study the eect of labor income mobility on lifetime inequality in the United States and Germany. I estimate models of labor… (more)

Subjects/Keywords: Inequality; Mobility; Intergenerational; Copula

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APA (6th Edition):

Chau, T. W. (. -. ). (2010). Essays on earnings mobility within and across generations using copula. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/11125

Chicago Manual of Style (16th Edition):

Chau, Tak Wai (1979 - ). “Essays on earnings mobility within and across generations using copula.” 2010. Doctoral Dissertation, University of Rochester. Accessed February 21, 2020. http://hdl.handle.net/1802/11125.

MLA Handbook (7th Edition):

Chau, Tak Wai (1979 - ). “Essays on earnings mobility within and across generations using copula.” 2010. Web. 21 Feb 2020.

Vancouver:

Chau TW(-). Essays on earnings mobility within and across generations using copula. [Internet] [Doctoral dissertation]. University of Rochester; 2010. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/1802/11125.

Council of Science Editors:

Chau TW(-). Essays on earnings mobility within and across generations using copula. [Doctoral Dissertation]. University of Rochester; 2010. Available from: http://hdl.handle.net/1802/11125


NSYSU

6. Shen, Wei-Cheng. Valuation and analysis of equity-linked bonds on multi-underlying by copula method.

Degree: Master, Finance, 2006, NSYSU

none Advisors/Committee Members: Huang,Jen-Jsung (committee member), Lo,Henry Y. (chair), Wang Chou-Wen (chair).

Subjects/Keywords: COPULA; Cholesky

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APA (6th Edition):

Shen, W. (2006). Valuation and analysis of equity-linked bonds on multi-underlying by copula method. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0908106-160105

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Shen, Wei-Cheng. “Valuation and analysis of equity-linked bonds on multi-underlying by copula method.” 2006. Thesis, NSYSU. Accessed February 21, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0908106-160105.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Shen, Wei-Cheng. “Valuation and analysis of equity-linked bonds on multi-underlying by copula method.” 2006. Web. 21 Feb 2020.

Vancouver:

Shen W. Valuation and analysis of equity-linked bonds on multi-underlying by copula method. [Internet] [Thesis]. NSYSU; 2006. [cited 2020 Feb 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0908106-160105.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shen W. Valuation and analysis of equity-linked bonds on multi-underlying by copula method. [Thesis]. NSYSU; 2006. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0908106-160105

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

7. Liu, Guannan. Forecasting Financial Returns: A Copula-Based Method and a Robust Test.

Degree: 2016, Texas A&M University

 My dissertation includes two essays studying the forecasting of financial returns. In the first essay, I study the temporal dependence structures of financial returns by… (more)

Subjects/Keywords: Copula; Mixture copula; Model average; Nonlinear Markov models; Orthogonality test

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APA (6th Edition):

Liu, G. (2016). Forecasting Financial Returns: A Copula-Based Method and a Robust Test. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/156914

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Guannan. “Forecasting Financial Returns: A Copula-Based Method and a Robust Test.” 2016. Thesis, Texas A&M University. Accessed February 21, 2020. http://hdl.handle.net/1969.1/156914.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Guannan. “Forecasting Financial Returns: A Copula-Based Method and a Robust Test.” 2016. Web. 21 Feb 2020.

Vancouver:

Liu G. Forecasting Financial Returns: A Copula-Based Method and a Robust Test. [Internet] [Thesis]. Texas A&M University; 2016. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/1969.1/156914.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu G. Forecasting Financial Returns: A Copula-Based Method and a Robust Test. [Thesis]. Texas A&M University; 2016. Available from: http://hdl.handle.net/1969.1/156914

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

8. Cheng, Han-Yi. A Study of Dependence Structure of Real Estate and Other Assets in Taiwan.

Degree: Master, Finance, 2013, NSYSU

 This study investigates whether we can improve the portfolio performance by adding real estate when constructing a portfolio from the perspective of Taiwanese investors by… (more)

Subjects/Keywords: copula; portfolio; relational structure; Real estate; copula vine

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APA (6th Edition):

Cheng, H. (2013). A Study of Dependence Structure of Real Estate and Other Assets in Taiwan. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714113-181856

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cheng, Han-Yi. “A Study of Dependence Structure of Real Estate and Other Assets in Taiwan.” 2013. Thesis, NSYSU. Accessed February 21, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714113-181856.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cheng, Han-Yi. “A Study of Dependence Structure of Real Estate and Other Assets in Taiwan.” 2013. Web. 21 Feb 2020.

Vancouver:

Cheng H. A Study of Dependence Structure of Real Estate and Other Assets in Taiwan. [Internet] [Thesis]. NSYSU; 2013. [cited 2020 Feb 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714113-181856.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cheng H. A Study of Dependence Structure of Real Estate and Other Assets in Taiwan. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714113-181856

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

9. Juste, Didier Jérémie. Trois essais sur les risques de credit micro et macro en microfinance et sur l'estimation hédonique du prix de la qualité des écoles : Three essays on micro and macro level credit risk in microfinance and on the hedonic estimation of school quality.

Degree: Docteur es, Sciences économiques - EM2PSI, 2018, Cergy-Pontoise

 Au cours de ces vingt dernières années le secteur de la microfinance au niveau global a crû de manière exponentielle. Il a permis à des… (more)

Subjects/Keywords: Crowdfunding; Risque systemique; Copule; Crowdfunding; Copula; Crowdfunding; Copula

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APA (6th Edition):

Juste, D. J. (2018). Trois essais sur les risques de credit micro et macro en microfinance et sur l'estimation hédonique du prix de la qualité des écoles : Three essays on micro and macro level credit risk in microfinance and on the hedonic estimation of school quality. (Doctoral Dissertation). Cergy-Pontoise. Retrieved from http://www.theses.fr/2018CERG0982

Chicago Manual of Style (16th Edition):

Juste, Didier Jérémie. “Trois essais sur les risques de credit micro et macro en microfinance et sur l'estimation hédonique du prix de la qualité des écoles : Three essays on micro and macro level credit risk in microfinance and on the hedonic estimation of school quality.” 2018. Doctoral Dissertation, Cergy-Pontoise. Accessed February 21, 2020. http://www.theses.fr/2018CERG0982.

MLA Handbook (7th Edition):

Juste, Didier Jérémie. “Trois essais sur les risques de credit micro et macro en microfinance et sur l'estimation hédonique du prix de la qualité des écoles : Three essays on micro and macro level credit risk in microfinance and on the hedonic estimation of school quality.” 2018. Web. 21 Feb 2020.

Vancouver:

Juste DJ. Trois essais sur les risques de credit micro et macro en microfinance et sur l'estimation hédonique du prix de la qualité des écoles : Three essays on micro and macro level credit risk in microfinance and on the hedonic estimation of school quality. [Internet] [Doctoral dissertation]. Cergy-Pontoise; 2018. [cited 2020 Feb 21]. Available from: http://www.theses.fr/2018CERG0982.

Council of Science Editors:

Juste DJ. Trois essais sur les risques de credit micro et macro en microfinance et sur l'estimation hédonique du prix de la qualité des écoles : Three essays on micro and macro level credit risk in microfinance and on the hedonic estimation of school quality. [Doctoral Dissertation]. Cergy-Pontoise; 2018. Available from: http://www.theses.fr/2018CERG0982


Humboldt University of Berlin

10. Xu, Yafai. CDO, HAME Copulas and an R Package "CDO".

Degree: 2014, Humboldt University of Berlin

Nachdem David X. Li in den Publikationen von Li (1999) und Li (2000) vorgeschlagen hat, die Gauß-Kopula in die Bewertung einer Collateralized Debt Obligation (CDO)… (more)

Subjects/Keywords: Statistik; Wirtschaft; Kreditrisiko; CDO; Kopula; Gemischte Copula-Modelle; R-Packet; Credit Risk; CDO; Copula; Mixed Copula Model; R Package; ddc:330

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APA (6th Edition):

Xu, Y. (2014). CDO, HAME Copulas and an R Package "CDO". (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=40819 ; http://edoc.hu-berlin.de/master/xu-yafei-2014-03-31/PDF/xu.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100218996

Chicago Manual of Style (16th Edition):

Xu, Yafai. “CDO, HAME Copulas and an R Package "CDO".” 2014. Masters Thesis, Humboldt University of Berlin. Accessed February 21, 2020. http://edoc.hu-berlin.de/docviews/abstract.php?id=40819 ; http://edoc.hu-berlin.de/master/xu-yafei-2014-03-31/PDF/xu.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100218996.

MLA Handbook (7th Edition):

Xu, Yafai. “CDO, HAME Copulas and an R Package "CDO".” 2014. Web. 21 Feb 2020.

Vancouver:

Xu Y. CDO, HAME Copulas and an R Package "CDO". [Internet] [Masters thesis]. Humboldt University of Berlin; 2014. [cited 2020 Feb 21]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=40819 ; http://edoc.hu-berlin.de/master/xu-yafei-2014-03-31/PDF/xu.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100218996.

Council of Science Editors:

Xu Y. CDO, HAME Copulas and an R Package "CDO". [Masters Thesis]. Humboldt University of Berlin; 2014. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=40819 ; http://edoc.hu-berlin.de/master/xu-yafei-2014-03-31/PDF/xu.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100218996


Texas A&M University

11. Ghosh, Souparno. Copula Based Hierarchical Bayesian Models.

Degree: 2010, Texas A&M University

 The main objective of our study is to employ copula methodology to develop Bayesian hierarchical models to study the dependencies exhibited by temporal, spatial and… (more)

Subjects/Keywords: Hierarchical model; Copula; Geostatistics; Extreme value processes

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APA (6th Edition):

Ghosh, S. (2010). Copula Based Hierarchical Bayesian Models. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7160

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ghosh, Souparno. “Copula Based Hierarchical Bayesian Models.” 2010. Thesis, Texas A&M University. Accessed February 21, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7160.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ghosh, Souparno. “Copula Based Hierarchical Bayesian Models.” 2010. Web. 21 Feb 2020.

Vancouver:

Ghosh S. Copula Based Hierarchical Bayesian Models. [Internet] [Thesis]. Texas A&M University; 2010. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7160.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ghosh S. Copula Based Hierarchical Bayesian Models. [Thesis]. Texas A&M University; 2010. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7160

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Humboldt University of Berlin

12. Weber, Verena. Estimation of the dependence parameter in bivariate archimedean copula models under misspecification.

Degree: 2015, Humboldt University of Berlin

Copulas erfreuen sich immer größer werdender Beliebtheit in der multivariaten Statistik und im Anwendungsbereich der Finanzwissenschaft. Diese wissenschaftliche Arbeit untersucht die Auswirkungen von Misspezififikation der… (more)

Subjects/Keywords: Statistik; Wirtschaft; Archimedean copula; Value-at-Risk; Value-at-Risk; Misspezifikation; Archimedische Copula; Multivariate Abhängigkeit; Copula-Schätzung; Simulationsstudie; Misspecification; Multivariate dependence; Copula estimation; Simulation study; ddc:330

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APA (6th Edition):

Weber, V. (2015). Estimation of the dependence parameter in bivariate archimedean copula models under misspecification. (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=42526 ; http://edoc.hu-berlin.de/master/weber-verena-2015-12-09/PDF/weber.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100237098

Chicago Manual of Style (16th Edition):

Weber, Verena. “Estimation of the dependence parameter in bivariate archimedean copula models under misspecification.” 2015. Masters Thesis, Humboldt University of Berlin. Accessed February 21, 2020. http://edoc.hu-berlin.de/docviews/abstract.php?id=42526 ; http://edoc.hu-berlin.de/master/weber-verena-2015-12-09/PDF/weber.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100237098.

MLA Handbook (7th Edition):

Weber, Verena. “Estimation of the dependence parameter in bivariate archimedean copula models under misspecification.” 2015. Web. 21 Feb 2020.

Vancouver:

Weber V. Estimation of the dependence parameter in bivariate archimedean copula models under misspecification. [Internet] [Masters thesis]. Humboldt University of Berlin; 2015. [cited 2020 Feb 21]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=42526 ; http://edoc.hu-berlin.de/master/weber-verena-2015-12-09/PDF/weber.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100237098.

Council of Science Editors:

Weber V. Estimation of the dependence parameter in bivariate archimedean copula models under misspecification. [Masters Thesis]. Humboldt University of Berlin; 2015. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=42526 ; http://edoc.hu-berlin.de/master/weber-verena-2015-12-09/PDF/weber.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100237098


University of Minnesota

13. Buchanan, Michiko Todokoro. Ellipsis involving verbs in Japanese.

Degree: PhD, Linguistics, 2009, University of Minnesota

 This dissertation presents a study of Japanese verb ellipsis that involves the copula da. My focus is on the copula structures where a sequence of… (more)

Subjects/Keywords: Cleft; Copula; Ellipsis; Japanese; Slucing; VPE; Linguistics

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APA (6th Edition):

Buchanan, M. T. (2009). Ellipsis involving verbs in Japanese. (Doctoral Dissertation). University of Minnesota. Retrieved from http://purl.umn.edu/54109

Chicago Manual of Style (16th Edition):

Buchanan, Michiko Todokoro. “Ellipsis involving verbs in Japanese.” 2009. Doctoral Dissertation, University of Minnesota. Accessed February 21, 2020. http://purl.umn.edu/54109.

MLA Handbook (7th Edition):

Buchanan, Michiko Todokoro. “Ellipsis involving verbs in Japanese.” 2009. Web. 21 Feb 2020.

Vancouver:

Buchanan MT. Ellipsis involving verbs in Japanese. [Internet] [Doctoral dissertation]. University of Minnesota; 2009. [cited 2020 Feb 21]. Available from: http://purl.umn.edu/54109.

Council of Science Editors:

Buchanan MT. Ellipsis involving verbs in Japanese. [Doctoral Dissertation]. University of Minnesota; 2009. Available from: http://purl.umn.edu/54109


University of Rochester

14. Chen, Zhen; Oakes, David. A Flexible Copula Model for Bivariate Survival Data.

Degree: PhD, 2013, University of Rochester

 Copulas are bevariate distributions with uniform marginals. They provide a general method for binding several univariate marginal distributions together to form a multivariate distribution. Following… (more)

Subjects/Keywords: Copula Model; Survival Data; Two-Parameter Family

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chen, Zhen; Oakes, D. (2013). A Flexible Copula Model for Bivariate Survival Data. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/26811

Chicago Manual of Style (16th Edition):

Chen, Zhen; Oakes, David. “A Flexible Copula Model for Bivariate Survival Data.” 2013. Doctoral Dissertation, University of Rochester. Accessed February 21, 2020. http://hdl.handle.net/1802/26811.

MLA Handbook (7th Edition):

Chen, Zhen; Oakes, David. “A Flexible Copula Model for Bivariate Survival Data.” 2013. Web. 21 Feb 2020.

Vancouver:

Chen, Zhen; Oakes D. A Flexible Copula Model for Bivariate Survival Data. [Internet] [Doctoral dissertation]. University of Rochester; 2013. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/1802/26811.

Council of Science Editors:

Chen, Zhen; Oakes D. A Flexible Copula Model for Bivariate Survival Data. [Doctoral Dissertation]. University of Rochester; 2013. Available from: http://hdl.handle.net/1802/26811


NSYSU

15. Chang, Chun-Hsiang. An Application of Copula-GARCH on Asset Allocation: A Case for Gold, Oil, Cotton, Stock, and Bond.

Degree: Master, Finance, 2013, NSYSU

 This paper applied Copula-GARCH methodology for asset allocation of a portfolio with commodities, including, gold, oil, cotton, stock, and bond. We used GARCH(1,1)-student- t to… (more)

Subjects/Keywords: Dependence Structure; Investment Portfolio; Copula-GARCH

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APA (6th Edition):

Chang, C. (2013). An Application of Copula-GARCH on Asset Allocation: A Case for Gold, Oil, Cotton, Stock, and Bond. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524113-044902

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chang, Chun-Hsiang. “An Application of Copula-GARCH on Asset Allocation: A Case for Gold, Oil, Cotton, Stock, and Bond.” 2013. Thesis, NSYSU. Accessed February 21, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524113-044902.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chang, Chun-Hsiang. “An Application of Copula-GARCH on Asset Allocation: A Case for Gold, Oil, Cotton, Stock, and Bond.” 2013. Web. 21 Feb 2020.

Vancouver:

Chang C. An Application of Copula-GARCH on Asset Allocation: A Case for Gold, Oil, Cotton, Stock, and Bond. [Internet] [Thesis]. NSYSU; 2013. [cited 2020 Feb 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524113-044902.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chang C. An Application of Copula-GARCH on Asset Allocation: A Case for Gold, Oil, Cotton, Stock, and Bond. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524113-044902

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

16. Ke, Shan-yao. Pairs trading with copula approach in Taiwan.

Degree: Master, Finance, 2015, NSYSU

 Pairs trading is a popular quantitative investment strategy in the finance industry. Liew and Wu (2013) propose a new approach for pairs trading. This study… (more)

Subjects/Keywords: Market Neutral; Pairs Trading; Copula; Statistical Arbitrage

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APA (6th Edition):

Ke, S. (2015). Pairs trading with copula approach in Taiwan. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526115-101011

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ke, Shan-yao. “Pairs trading with copula approach in Taiwan.” 2015. Thesis, NSYSU. Accessed February 21, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526115-101011.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ke, Shan-yao. “Pairs trading with copula approach in Taiwan.” 2015. Web. 21 Feb 2020.

Vancouver:

Ke S. Pairs trading with copula approach in Taiwan. [Internet] [Thesis]. NSYSU; 2015. [cited 2020 Feb 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526115-101011.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ke S. Pairs trading with copula approach in Taiwan. [Thesis]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526115-101011

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

17. Chan, Shih-Hung. Studying on stock indexes returnâs dependenceï¼Application of dynamic copula method.

Degree: Master, Finance, 2012, NSYSU

 In this paper, we study on the stock indexes returnâs dependence structure of the U.S. versus other G5 members during the 2008 subprime mortgage financial… (more)

Subjects/Keywords: asymmetric; dynamic copula; contagion; interdependence; dependence

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APA (6th Edition):

Chan, S. (2012). Studying on stock indexes returnâs dependenceï¼Application of dynamic copula method. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620112-034351

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chan, Shih-Hung. “Studying on stock indexes returnâs dependenceï¼Application of dynamic copula method.” 2012. Thesis, NSYSU. Accessed February 21, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620112-034351.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chan, Shih-Hung. “Studying on stock indexes returnâs dependenceï¼Application of dynamic copula method.” 2012. Web. 21 Feb 2020.

Vancouver:

Chan S. Studying on stock indexes returnâs dependenceï¼Application of dynamic copula method. [Internet] [Thesis]. NSYSU; 2012. [cited 2020 Feb 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620112-034351.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chan S. Studying on stock indexes returnâs dependenceï¼Application of dynamic copula method. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620112-034351

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

18. Lodygowski, Adam. Correlation of defaults in complex portfolios using copula techniques.

Degree: MS, Applied Mathematics, 2010, Louisiana State University

  This work, dealing with the correlation between subportfolios in more complex portfolios, begins with a brief survey of the necessary theoretical background. The basic… (more)

Subjects/Keywords: correlation default; copula; gausian distribution; portfolio

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APA (6th Edition):

Lodygowski, A. (2010). Correlation of defaults in complex portfolios using copula techniques. (Masters Thesis). Louisiana State University. Retrieved from etd-05032010-160931 ; https://digitalcommons.lsu.edu/gradschool_theses/617

Chicago Manual of Style (16th Edition):

Lodygowski, Adam. “Correlation of defaults in complex portfolios using copula techniques.” 2010. Masters Thesis, Louisiana State University. Accessed February 21, 2020. etd-05032010-160931 ; https://digitalcommons.lsu.edu/gradschool_theses/617.

MLA Handbook (7th Edition):

Lodygowski, Adam. “Correlation of defaults in complex portfolios using copula techniques.” 2010. Web. 21 Feb 2020.

Vancouver:

Lodygowski A. Correlation of defaults in complex portfolios using copula techniques. [Internet] [Masters thesis]. Louisiana State University; 2010. [cited 2020 Feb 21]. Available from: etd-05032010-160931 ; https://digitalcommons.lsu.edu/gradschool_theses/617.

Council of Science Editors:

Lodygowski A. Correlation of defaults in complex portfolios using copula techniques. [Masters Thesis]. Louisiana State University; 2010. Available from: etd-05032010-160931 ; https://digitalcommons.lsu.edu/gradschool_theses/617


University of Sydney

19. Dong, Xiaodan. Bayesian Analysis of Reserving Models and Applications .

Degree: 2014, University of Sydney

 This thesis focuses on developing models for loss reserving in insurance applications. In the first chapter, a Bayesian approach is presented in order to model… (more)

Subjects/Keywords: Bayesian; loss reserving; GB2; Quantile regression; copula

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APA (6th Edition):

Dong, X. (2014). Bayesian Analysis of Reserving Models and Applications . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/13435

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dong, Xiaodan. “Bayesian Analysis of Reserving Models and Applications .” 2014. Thesis, University of Sydney. Accessed February 21, 2020. http://hdl.handle.net/2123/13435.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dong, Xiaodan. “Bayesian Analysis of Reserving Models and Applications .” 2014. Web. 21 Feb 2020.

Vancouver:

Dong X. Bayesian Analysis of Reserving Models and Applications . [Internet] [Thesis]. University of Sydney; 2014. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/2123/13435.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dong X. Bayesian Analysis of Reserving Models and Applications . [Thesis]. University of Sydney; 2014. Available from: http://hdl.handle.net/2123/13435

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


McMaster University

20. Huh, Ick. Optimal Monitoring Methods for Univariate and Multivariate EWMA Control Charts.

Degree: PhD, 2014, McMaster University

 Due to the rapid development of technology, quality control charts have attracted more attention from manufacturing industries in order to monitor quality characteristics of interest… (more)

Subjects/Keywords: Differential smoothing; ARL; Survival Gumbel copula

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APA (6th Edition):

Huh, I. (2014). Optimal Monitoring Methods for Univariate and Multivariate EWMA Control Charts. (Doctoral Dissertation). McMaster University. Retrieved from http://hdl.handle.net/11375/15959

Chicago Manual of Style (16th Edition):

Huh, Ick. “Optimal Monitoring Methods for Univariate and Multivariate EWMA Control Charts.” 2014. Doctoral Dissertation, McMaster University. Accessed February 21, 2020. http://hdl.handle.net/11375/15959.

MLA Handbook (7th Edition):

Huh, Ick. “Optimal Monitoring Methods for Univariate and Multivariate EWMA Control Charts.” 2014. Web. 21 Feb 2020.

Vancouver:

Huh I. Optimal Monitoring Methods for Univariate and Multivariate EWMA Control Charts. [Internet] [Doctoral dissertation]. McMaster University; 2014. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/11375/15959.

Council of Science Editors:

Huh I. Optimal Monitoring Methods for Univariate and Multivariate EWMA Control Charts. [Doctoral Dissertation]. McMaster University; 2014. Available from: http://hdl.handle.net/11375/15959


Utah State University

21. Rasool, Asif. Investing in Agribusiness Stocks and Farmland: A Boom or Bust Analysis.

Degree: MS, Applied Economics, 2018, Utah State University

  As intelligent investors, we should always consider holding assets of different classes. Investing in assets from various classes allows us to minimize portfolio risks.… (more)

Subjects/Keywords: Investing; Agribusiness; Copula; VAR; Farmland; Economics

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APA (6th Edition):

Rasool, A. (2018). Investing in Agribusiness Stocks and Farmland: A Boom or Bust Analysis. (Masters Thesis). Utah State University. Retrieved from https://digitalcommons.usu.edu/etd/7162

Chicago Manual of Style (16th Edition):

Rasool, Asif. “Investing in Agribusiness Stocks and Farmland: A Boom or Bust Analysis.” 2018. Masters Thesis, Utah State University. Accessed February 21, 2020. https://digitalcommons.usu.edu/etd/7162.

MLA Handbook (7th Edition):

Rasool, Asif. “Investing in Agribusiness Stocks and Farmland: A Boom or Bust Analysis.” 2018. Web. 21 Feb 2020.

Vancouver:

Rasool A. Investing in Agribusiness Stocks and Farmland: A Boom or Bust Analysis. [Internet] [Masters thesis]. Utah State University; 2018. [cited 2020 Feb 21]. Available from: https://digitalcommons.usu.edu/etd/7162.

Council of Science Editors:

Rasool A. Investing in Agribusiness Stocks and Farmland: A Boom or Bust Analysis. [Masters Thesis]. Utah State University; 2018. Available from: https://digitalcommons.usu.edu/etd/7162

22. ZHOU SHIHAO. ANALYSIS ON BREXIT EFFECT.

Degree: 2018, National University of Singapore

Subjects/Keywords: copula; vine; dependence

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APA (6th Edition):

SHIHAO, Z. (2018). ANALYSIS ON BREXIT EFFECT. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/147183

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

SHIHAO, ZHOU. “ANALYSIS ON BREXIT EFFECT.” 2018. Thesis, National University of Singapore. Accessed February 21, 2020. http://scholarbank.nus.edu.sg/handle/10635/147183.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

SHIHAO, ZHOU. “ANALYSIS ON BREXIT EFFECT.” 2018. Web. 21 Feb 2020.

Vancouver:

SHIHAO Z. ANALYSIS ON BREXIT EFFECT. [Internet] [Thesis]. National University of Singapore; 2018. [cited 2020 Feb 21]. Available from: http://scholarbank.nus.edu.sg/handle/10635/147183.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

SHIHAO Z. ANALYSIS ON BREXIT EFFECT. [Thesis]. National University of Singapore; 2018. Available from: http://scholarbank.nus.edu.sg/handle/10635/147183

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of New South Wales

23. Popovic, Gordana. Covariance modelling and inference for multivariate discrete data in ecology.

Degree: Mathematics & Statistics, 2017, University of New South Wales

 In this thesis we use discrete copulas to develop novel methods to model multivariate abundance data in ecology. These data, which consist of measures of… (more)

Subjects/Keywords: Multivariate discrete data; Copula; Covariance model

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APA (6th Edition):

Popovic, G. (2017). Covariance modelling and inference for multivariate discrete data in ecology. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/58711 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:46683/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Popovic, Gordana. “Covariance modelling and inference for multivariate discrete data in ecology.” 2017. Doctoral Dissertation, University of New South Wales. Accessed February 21, 2020. http://handle.unsw.edu.au/1959.4/58711 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:46683/SOURCE02?view=true.

MLA Handbook (7th Edition):

Popovic, Gordana. “Covariance modelling and inference for multivariate discrete data in ecology.” 2017. Web. 21 Feb 2020.

Vancouver:

Popovic G. Covariance modelling and inference for multivariate discrete data in ecology. [Internet] [Doctoral dissertation]. University of New South Wales; 2017. [cited 2020 Feb 21]. Available from: http://handle.unsw.edu.au/1959.4/58711 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:46683/SOURCE02?view=true.

Council of Science Editors:

Popovic G. Covariance modelling and inference for multivariate discrete data in ecology. [Doctoral Dissertation]. University of New South Wales; 2017. Available from: http://handle.unsw.edu.au/1959.4/58711 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:46683/SOURCE02?view=true


Arizona State University

24. Alsaeedi, Mekhlid. The Rise of New Copulas in Arabic.

Degree: English, 2015, Arizona State University

 Arabic is widely known for the lack of copulas in nominal sentences in the present tense. Arabic employs a copula ‘kana’ in the past and… (more)

Subjects/Keywords: Linguistics; Copula; Grammaticalization; Linguistic Cycle; Reanalysis

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APA (6th Edition):

Alsaeedi, M. (2015). The Rise of New Copulas in Arabic. (Masters Thesis). Arizona State University. Retrieved from http://repository.asu.edu/items/29749

Chicago Manual of Style (16th Edition):

Alsaeedi, Mekhlid. “The Rise of New Copulas in Arabic.” 2015. Masters Thesis, Arizona State University. Accessed February 21, 2020. http://repository.asu.edu/items/29749.

MLA Handbook (7th Edition):

Alsaeedi, Mekhlid. “The Rise of New Copulas in Arabic.” 2015. Web. 21 Feb 2020.

Vancouver:

Alsaeedi M. The Rise of New Copulas in Arabic. [Internet] [Masters thesis]. Arizona State University; 2015. [cited 2020 Feb 21]. Available from: http://repository.asu.edu/items/29749.

Council of Science Editors:

Alsaeedi M. The Rise of New Copulas in Arabic. [Masters Thesis]. Arizona State University; 2015. Available from: http://repository.asu.edu/items/29749


University of St. Andrews

25. Wu, Weiou. Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil .

Degree: 2013, University of St. Andrews

 This thesis investigates correlations and linkages in credit risk that widely exist in all sectors of the financial markets. The main body of this thesis… (more)

Subjects/Keywords: Credit risk; Credit derivatives; Copula; Credit contagion

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APA (6th Edition):

Wu, W. (2013). Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/4048

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wu, Weiou. “Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil .” 2013. Thesis, University of St. Andrews. Accessed February 21, 2020. http://hdl.handle.net/10023/4048.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wu, Weiou. “Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil .” 2013. Web. 21 Feb 2020.

Vancouver:

Wu W. Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil . [Internet] [Thesis]. University of St. Andrews; 2013. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/10023/4048.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu W. Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil . [Thesis]. University of St. Andrews; 2013. Available from: http://hdl.handle.net/10023/4048

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

26. Orchard, Peter Raymond. Sparse inverse covariance estimation in Gaussian graphical models.

Degree: PhD, 2014, University of Edinburgh

 One of the fundamental tasks in science is to find explainable relationships between observed phenomena. Recent work has addressed this problem by attempting to learn… (more)

Subjects/Keywords: sparsity; Gaussian; latent variables; copula; GWishart; HMC

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7 Sample image

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APA (6th Edition):

Orchard, P. R. (2014). Sparse inverse covariance estimation in Gaussian graphical models. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/9955

Chicago Manual of Style (16th Edition):

Orchard, Peter Raymond. “Sparse inverse covariance estimation in Gaussian graphical models.” 2014. Doctoral Dissertation, University of Edinburgh. Accessed February 21, 2020. http://hdl.handle.net/1842/9955.

MLA Handbook (7th Edition):

Orchard, Peter Raymond. “Sparse inverse covariance estimation in Gaussian graphical models.” 2014. Web. 21 Feb 2020.

Vancouver:

Orchard PR. Sparse inverse covariance estimation in Gaussian graphical models. [Internet] [Doctoral dissertation]. University of Edinburgh; 2014. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/1842/9955.

Council of Science Editors:

Orchard PR. Sparse inverse covariance estimation in Gaussian graphical models. [Doctoral Dissertation]. University of Edinburgh; 2014. Available from: http://hdl.handle.net/1842/9955


University of Sydney

27. Contino, Christian. A Bayesian Approach to Risk Management in a World of High-Frequency Data .

Degree: 2015, University of Sydney

 A Realised Volatility GARCH model using high-frequency data is developed within a Bayesian framework for the purpose of forecasting Value at Risk and Conditional Value… (more)

Subjects/Keywords: Bayesian; GARCH; Copula; MCMC; Volatility; VaR

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APA (6th Edition):

Contino, C. (2015). A Bayesian Approach to Risk Management in a World of High-Frequency Data . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/14728

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Contino, Christian. “A Bayesian Approach to Risk Management in a World of High-Frequency Data .” 2015. Thesis, University of Sydney. Accessed February 21, 2020. http://hdl.handle.net/2123/14728.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Contino, Christian. “A Bayesian Approach to Risk Management in a World of High-Frequency Data .” 2015. Web. 21 Feb 2020.

Vancouver:

Contino C. A Bayesian Approach to Risk Management in a World of High-Frequency Data . [Internet] [Thesis]. University of Sydney; 2015. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/2123/14728.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Contino C. A Bayesian Approach to Risk Management in a World of High-Frequency Data . [Thesis]. University of Sydney; 2015. Available from: http://hdl.handle.net/2123/14728

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Humboldt University of Berlin

28. Degtiarenko, Fedir. Lévy copulae for stock returns.

Degree: 2015, Humboldt University of Berlin

Die vorliegende Masterarbeit behandelt ein multidimensionales parametrisches Modell des Innertagesverhaltens der Vermögenswerte mittels Lévy-Prozesse und Lévy-Copulas. Das dynamische Modell basiert auf Annahmen der Form von… (more)

Subjects/Keywords: Statistik; Wirtschaft; copula; backtesting; VaR; Lévy; Copula; VaR; Rückvergleich; Lévy; ddc:330

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Degtiarenko, F. (2015). Lévy copulae for stock returns. (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=41996 ; http://edoc.hu-berlin.de/master/degtiarenko-fedir-2015-08-24/PDF/degtiarenko.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100231944

Chicago Manual of Style (16th Edition):

Degtiarenko, Fedir. “Lévy copulae for stock returns.” 2015. Masters Thesis, Humboldt University of Berlin. Accessed February 21, 2020. http://edoc.hu-berlin.de/docviews/abstract.php?id=41996 ; http://edoc.hu-berlin.de/master/degtiarenko-fedir-2015-08-24/PDF/degtiarenko.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100231944.

MLA Handbook (7th Edition):

Degtiarenko, Fedir. “Lévy copulae for stock returns.” 2015. Web. 21 Feb 2020.

Vancouver:

Degtiarenko F. Lévy copulae for stock returns. [Internet] [Masters thesis]. Humboldt University of Berlin; 2015. [cited 2020 Feb 21]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=41996 ; http://edoc.hu-berlin.de/master/degtiarenko-fedir-2015-08-24/PDF/degtiarenko.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100231944.

Council of Science Editors:

Degtiarenko F. Lévy copulae for stock returns. [Masters Thesis]. Humboldt University of Berlin; 2015. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=41996 ; http://edoc.hu-berlin.de/master/degtiarenko-fedir-2015-08-24/PDF/degtiarenko.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100231944


Duke University

29. Oh, Dong Hwan. Copulas for High Dimensions: Models, Estimation, Inference, and Applications .

Degree: 2014, Duke University

  The dissertation consists of four chapters that concern topics on copulas for high dimensions. Chapter 1 proposes a new general model for high dimension… (more)

Subjects/Keywords: Economics; Statistics; Copula; Dependence; Factor Copula; High Dimension; High Frequency data; Volatility

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Oh, D. H. (2014). Copulas for High Dimensions: Models, Estimation, Inference, and Applications . (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/8735

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Oh, Dong Hwan. “Copulas for High Dimensions: Models, Estimation, Inference, and Applications .” 2014. Thesis, Duke University. Accessed February 21, 2020. http://hdl.handle.net/10161/8735.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Oh, Dong Hwan. “Copulas for High Dimensions: Models, Estimation, Inference, and Applications .” 2014. Web. 21 Feb 2020.

Vancouver:

Oh DH. Copulas for High Dimensions: Models, Estimation, Inference, and Applications . [Internet] [Thesis]. Duke University; 2014. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/10161/8735.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Oh DH. Copulas for High Dimensions: Models, Estimation, Inference, and Applications . [Thesis]. Duke University; 2014. Available from: http://hdl.handle.net/10161/8735

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Rio Grande do Sul

30. Tófoli, Paula Virgínia. Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas.

Degree: 2013, Universidade do Rio Grande do Sul

 O presente trabalho foi motivado pela forte demanda por modelos de dependência mais precisos e realistas para aplicações a dados financeiros multivariados. A recente crise… (more)

Subjects/Keywords: Econometria; Asymmetric dependence; Modelo econométrico; Pair-copula constructions; Modelo estocástico; Regular vine; Time-varying copula; Modelo de previsão; Copula-GARCH.; Markov switching model; Value-at-risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Tófoli, P. V. (2013). Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/115528

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tófoli, Paula Virgínia. “Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas.” 2013. Thesis, Universidade do Rio Grande do Sul. Accessed February 21, 2020. http://hdl.handle.net/10183/115528.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tófoli, Paula Virgínia. “Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas.” 2013. Web. 21 Feb 2020.

Vancouver:

Tófoli PV. Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2013. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/10183/115528.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tófoli PV. Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas. [Thesis]. Universidade do Rio Grande do Sul; 2013. Available from: http://hdl.handle.net/10183/115528

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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