Copula Model - Articles - Scientific Research Publishing

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 317 Downloads 1,347 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 1,200 Downloads 2,604 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 8,301 Downloads 11,666 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
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 935 Downloads 2,221 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 4,772 Downloads 7,049 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 4,871 Downloads 6,917 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 5,531 Downloads 7,244 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 2,804 Downloads 3,895 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 541 Downloads 1,780 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 99 Downloads 526 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 3,597 Downloads 6,167 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 3,168 Downloads 4,561 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 335 Downloads 1,689 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 242 Downloads 994 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 191 Downloads 1,415 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 545 Downloads 1,772 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 131 Downloads 775 Views Citations
Joint Dependence Structure and Spatiotemporal Heterogeneity between NO₂ and PM_2.5 in Beijing: A Mixture Copula-Based Analysis (Articles)

Xiating Chen

Journal of Applied Mathematics and Physics Vol.14 No.3, March 18, 2026

DOI: 10.4236/jamp.2026.143056 48 Downloads 256 Views Citations
Optimization of Financial Asset Portfolio Using GARCH-EVT-Copula-CVaR Model (Articles)

Immaculate Ngina Kyalo, Cyprian O. Omari, Anthony Ngunyi

Journal of Mathematical Finance Vol.15 No.3, August 20, 2025

DOI: 10.4236/jmf.2025.153024 152 Downloads 1,055 Views Citations

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