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ONE Index Relevance Docs
3,197 authors found
quering by "Copula Modeling"
.
Showing
the first 25
sort by ONE Index.
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961
One Index
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AฤฑฬtโSahalia, Yacine PhD |
202 docs (1993 - 2024)
Volatility Modeling , Asset Pricing , Volatility , Realized Volatility , Option Pricing |
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923
One Index
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LopezโPaz, David PhD |
106 docs (2011 - 2024)
Representation Learning , Transfer Learning , Semi-Supervised Learning , Robust Learning , Meta-Learning |
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907
One Index
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Ziegel, Johanna PhD 0000-0002-5916-9746 |
141 docs (2010 - 2024)
Quantile , Conditional Value-at-Risk , Coherent Risk Measures , Probabilistic Forecasting , Isotonic regression |
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905
One Index
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Catania, Leopoldo PhD 0000-0002-0981-1921 |
91 docs (2014 - 2024)
Realized Volatility , Univariate , Volatility , GARCH Models , R package |
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905
One Index
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Wang, Shixuan PhD 0000-0003-2113-5521 |
89 docs (2016 - 2024)
Nonstationary Time Series , Stock (firearms) , Volatility Spillovers , Market Correlations , Momentum (technical analysis) |
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898
One Index
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P. A. L. Embrechts PhD |
304 docs (1978 - 2024)
Risk Management , Content (measure theory) , Quantile , Insurance , Volatility Modeling |
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897
One Index
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Tsionas, Mike PhD 0000-0003-3761-8106 |
548 docs (1999 - 2024)
Efficiency Measurement , Endogeneity , Frontier , Non-parametric Frontier Models , Technical Efficiency |
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895
One Index
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Zang, Christian PhD 0000-0002-9843-854X |
98 docs (2011 - 2024)
Tree Line Shifts , Drought , Ecosystem Resilience , Tree Height-Diameter Models , Biomass Estimation |
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894
One Index
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Reboredo, Juan Carlos PhD 0000-0003-3912-9410 |
111 docs (1997 - 2024)
Stock (firearms) , Oil Price Shocks , Downside risk , Quantile , Volatility Spillovers |
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892
One Index
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Yang, Lu PhD 0000-0003-3112-1115 |
69 docs (2012 - 2024)
Stock (firearms) , Spillover effect , Oil Price Shocks , Economic Policy Uncertainty , Social connectedness |
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892
One Index
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van Dijk, Dick PhD 0000-0002-1880-204X |
394 docs (1996 - 2024)
Stock (firearms) , Volatility , Realized Volatility , Forecasting , Univariate |
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892
One Index
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Pho, Kim-Hung PhD 0000-0003-0410-8839 |
36 docs (2019 - 2024)
Cyclostationary process , Zero (linguistics) , Probit , Periodogram , Goodness of fit |
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888
One Index
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Grazian, Clara PhD 0000-0002-4967-7720 |
97 docs (2013 - 2024)
Mixture Models , Approximation Algorithms , Approximate Bayesian Computation , Bayesian Inference , Mixed-Effects Models |
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886
One Index
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Schmidt, Volker PhD 0000-0001-7451-8185 |
633 docs (1968 - 2024)
Tortuosity , Queueing Theory , Queueing Systems , Particle (ecology) , Characterization (materials science) |
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886
One Index
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Salaniรฉ, Bernard PhD 0000-0002-7072-5811 |
164 docs (1989 - 2024)
Matching Theory , Moral hazard , Adverse selection , Stability , Judgment Aggregation |
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885
One Index
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Valdez, Emiliano PhD 0000-0003-4037-8385 |
157 docs (1996 - 2024)
Insurance , Annuity , Dependence Modeling , Mortality Forecasting , Mixed-Effects Models |
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885
One Index
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Schmidt, Peter PhD 0000-0002-8358-830X |
208 docs (1971 - 2023)
Non-parametric Frontier Models , Frontier , Panel Data Models , Recidivism , Dynamic Panel Data Models |
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884
One Index
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Tansuchat, Roengchai PhD 0000-0002-9379-4414 |
113 docs (2009 - 2024)
Volatility Spillovers , Realized Volatility , Volatility , Stock (firearms) , Oil Price Shocks |
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881
One Index
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Hamori, Shigeyuki PhD 0000-0003-1498-0188 |
396 docs (1989 - 2024)
Stock (firearms) , Exchange Rates , Spillover effect , Volatility Spillovers , Oil Price Shocks |
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879
One Index
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Johansen, Sรธren PhD 0000-0002-9285-8236 |
385 docs (1953 - 2023)
Rank (graph theory) , Robust Estimation , Panel Data Analysis , Robust Statistics , CVAR |
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878
One Index
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Joe, Harry PhD 0000-0001-5442-1407 |
210 docs (1980 - 2024)
Copula Modeling , Tail dependence , Vine copula , Multivariate Analysis , Univariate |
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877
One Index
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Vigna, Elena PhD 0000-0002-7188-1875 |
75 docs (2000 - 2024)
Mortality Forecasting , Retirement Planning , Stochastic control , Longevity Risk , Investment (military) |
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877
One Index
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Singh, Abhay PhD 0000-0002-3783-6325 |
156 docs (2009 - 2024)
Quantile regression , Quantile , Realized Volatility , CVAR , Volatility |
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875
One Index
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DONG, Ciwei PhD 0000-0002-9059-8776 |
123 docs (2006 - 2024)
Semiparametric model , Semiparametric regression , Model Selection , Sparse Models , Asymptotic analysis |
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873
One Index
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Drew Schwaab Creal PhD |
64 docs (2007 - 2024)
Volatility Modeling , Credit Spread Changes , Local currency , Multivariate Analysis , Realized Volatility |
