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A Convolution-based Autoregressive Process by Umberto Cherubini and Fabio Gobbi |
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Selection of Vine Copulas by Claudia Czado, Eike Christian Brechmann and Lutz Gruber |
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Copulas in Machine Learning by Gal Elidan |
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An Overview of the Goodness-of-fit Test problem for Copulas by Jean-David Fermanian |
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Assessing and Modeling Asymmetry in Bivariate Continuous data by Christian Genest and Johanna G. Nešehová |
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Modeling Time-Varying Dependencies between Positive-Valued High-Frequency Time Series by Nikolaus Hautsch, Ostap Okhrin and Alexander Ristig |
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The Limiting Properties of Copulas under Univariate Conditioning by Piotr Jaworski |
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Singular Mixture Copulas by Dominic Lauterbach and Dietmar Pfeifer |
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Toward a Copula Theory for Multivariate Regular Variation by Haijun Li |
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CIID Frailty Models and Implied Copulas by Jan-Frederik Mai, Matthias Scherer and Rudi Zagst |
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Copula-based Models for Multivariate Discrete Response Data by Aristidis K. Nikoloulopoulos |
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Vector Generalized Linear Models: A Gaussian Copula Approach by Peter X |
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K. Song, Mingyao Li and Peng Zhang |
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APPENDIX A: Gaussian-Hermite Quadrature |
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APPENDIX B: AREs of GEE and VGLM for binary |
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Application of Bernstein Copulas to the Pricing of Multi-asset Derivatives by Bertrand Tavin |
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A Convolution-based Autoregressive Process by Umberto Cherubini and Fabio Gobbi |
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Selection of Vine Copulas by Claudia Czado, Eike Christian Brechmann and Lutz Gruber |
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|
Copulas in Machine Learning by Gal Elidan |
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ＥＢ
