Copula Function - Articles - Scientific Research Publishing

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 171 Downloads 1,217 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 4,559 Downloads 6,113 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 8,343 Downloads 11,781 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 5,638 Downloads 9,819 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 1,438 Downloads 3,560 Views Citations
Co-Movement, Dependence Structure and Ethical Investment Funds under GFC (Articles)

Robin Hang Luo, M. Ishaq Bhatti

Theoretical Economics Letters Vol.9 No.6, August 14, 2019

DOI: 10.4236/tel.2019.96118 828 Downloads 1,900 Views Citations
Scenario Generation for Asset and Liability Management Models Applied to a Saudi Arabian Pension Fund (Articles)

Maram Alwohaibi, Diana Roman, Alina Peluso

Journal of Financial Risk Management Vol.11 No.2, May 11, 2022

DOI: 10.4236/jfrm.2022.112014 344 Downloads 1,538 Views Citations
Risk Spillover Effect and Trading Strategy between Carbon Emission Allowance and Carbon-Neutral Index (Articles)

Zedong Cai, Xuxia Liao, Ruiyang Shi

Open Journal of Social Sciences Vol.11 No.1, January 19, 2023

DOI: 10.4236/jss.2023.111012 270 Downloads 1,088 Views Citations
Time Varying Dependance between Crude Oil, Natural Gas and OPEC and NON-OPEC Exchange Rate Using Wavelet Vine Copula (Articles)

Angham Ben Brayek, Farea Al-Harbi

Theoretical Economics Letters Vol.14 No.5, October 31, 2024

DOI: 10.4236/tel.2024.145094 121 Downloads 628 Views Citations
On the Expected Present Value of the Dividend Payments under a Dependence Structure Assumption (Articles)

Ester C. Lari, Marina Ravera

Modern Economy Vol.15 No.11, November 11, 2024

DOI: 10.4236/me.2024.1511057 130 Downloads 571 Views Citations
Analysis of the Ruin Probability of a Hawkes Process with Variable Memory under Partial Payments to Shareholders and Dependent on Claims via the Spearman Copula (Articles)

Souleymane Badini

Journal of Applied Mathematics and Physics Vol.13 No.10, October 28, 2025

DOI: 10.4236/jamp.2025.1310190 63 Downloads 265 Views Citations
Examination of a Special Function Defined by an Integral (Articles)

H. Volkan Ersoy

American Journal of Computational Mathematics Vol.2 No.1, March 21, 2012

DOI: 10.4236/ajcm.2012.21008 8,013 Downloads 17,479 Views Citations
Measuring Tail Dependence for Aggregate Collateral Losses Using Bivariate Compound Shot-Noise Cox Process (Articles)

Jiwook Jang, Genyuan Fu

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A300 5,530 Downloads 8,990 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
New Class of Distortion Risk Measures and Their Tail Asymptotics with Emphasis on VaR (Articles)

Chuancun Yin, Dan Zhu

Journal of Financial Risk Management Vol.7 No.1, March 6, 2018

DOI: 10.4236/jfrm.2018.71002 1,619 Downloads 3,095 Views Citations
Dynamics of Short and Long Term Debt Market Integration in the South Asian Economies (Articles)

Sanjay Sehgal, Piyush Pandey, Sakshi Saini

Theoretical Economics Letters Vol.8 No.11, August 22, 2018

DOI: 10.4236/tel.2018.811157 808 Downloads 2,537 Views Citations
This article belongs to the Special Issue on Institutional Economics
Performance and Improvement of Production Line Function Using Computer Simulation (Case Study: An Iron Foundry) (Articles)

Alireza Abedi Saidabad, Houshang Taghizadeh

American Journal of Computational Mathematics Vol.5 No.4, December 11, 2015

DOI: 10.4236/ajcm.2015.54038 5,078 Downloads 6,855 Views Citations
Dynamic Volatility Spillovers among Green Bonds, Green Stocks and Carbon Markets under the COVID-19: Evidence from China (Articles)

Siya Ye, Haomin Zhang, Qiao Lou

American Journal of Industrial and Business Management Vol.15 No.1, January 21, 2025

DOI: 10.4236/ajibm.2025.151004 159 Downloads 886 Views Citations
Distribution of Geometrically Weighted Sum of Bernoulli Random Variables (Articles)

Deepesh Bhati, Phazamile Kgosi, Ranganath Narayanacharya Rattihalli

Applied Mathematics Vol.2 No.11, November 30, 2011

DOI: 10.4236/am.2011.211195 5,724 Downloads 11,593 Views Citations
Decomposition of Generalized Mittag-Leffler Function and Its Properties (Articles)

Jyotindra C. Prajapati, Ajay Kumar Shukla

Advances in Pure Mathematics Vol.2 No.1, January 6, 2012

DOI: 10.4236/apm.2012.21003 10,238 Downloads 30,380 Views Citations
Expression of Some Special Functions through q-Exponentials of the Nonadditive Statistical Mechanics (Articles)

Leonardo S. Lima

Journal of Modern Physics Vol.11 No.1, January 10, 2020

DOI: 10.4236/jmp.2020.111004 793 Downloads 2,337 Views Citations

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