Copulas - Articles - Scientific Research Publishing

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 99 Downloads 526 Views Citations
Modeling and Quantifying of the Global Wrong Way Risk (Articles)

Badreddine Slime

Journal of Financial Risk Management Vol.6 No.3, August 11, 2017

DOI: 10.4236/jfrm.2017.63017 1,889 Downloads 5,649 Views Citations
Sampling Geostatistical Structures in Extremal Framework (Articles)

Fabrice Ouoba, Hay Yoba Talkibing, Diakarya Barro

Open Journal of Statistics Vol.13 No.1, February 24, 2023

DOI: 10.4236/ojs.2023.131004 210 Downloads 848 Views Citations
Risk Aggregation by Using Copulas in Internal Models (Articles)

Tristan Nguyen, Robert Danilo Molinari

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13007 8,870 Downloads 18,648 Views Citations
Estimation of Distribution Algorithm with Multivariate T-Copulas for Multi-Objective Optimization (Articles)

Ying Gao, Lingxi Peng, Fufang Li, Miao Liu, Xiao Hu

Intelligent Control and Automation Vol.4 No.1, February 18, 2013

DOI: 10.4236/ica.2013.41009 5,245 Downloads 7,507 Views Citations
Nonlinear Principal and Canonical Directions from Continuous Extensions of Multidimensional Scaling (Articles)

Carles M. Cuadras

Open Journal of Statistics Vol.4 No.2, February 27, 2014

DOI: 10.4236/ojs.2014.42015 3,054 Downloads 5,222 Views Citations
This article belongs to the Special Issue on Mathematical Statistics
Markov-Switching Time-Varying Copula Modeling of Dependence Structure between Oil and GCC Stock Markets (Articles)

Heni Boubaker, Nadia Sghaier

Open Journal of Statistics Vol.6 No.4, July 29, 2016

DOI: 10.4236/ojs.2016.64048 3,039 Downloads 5,999 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 1,420 Downloads 3,478 Views Citations
Maximum Entropy Empirical Likelihood Methods Based on Bivariate Laplace Transforms and Moment Generating Functions (Articles)

Andrew Luong

Open Journal of Statistics Vol.8 No.2, April 10, 2018

DOI: 10.4236/ojs.2018.82017 893 Downloads 2,053 Views Citations

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