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Dynamic relationship between stock and bond returns: a GAS MIDAS copula approach
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Unravelling spatial patterns in efficiency frontiers with an extension to endogeneity-robust modelling using copulas
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Copulas and macroeconomics
the quantity theory of money -
Bayesian time series modeling with copula structures
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Addressing Endogeneity Using a Two-stage Copula Generated Regressor Approach
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Essays on quantitative finance in the context of statistical arbitrage
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Eignung von Varianz-Kovarianz-Ansätzen und Copula-Modellen zur Risikoaggregation in bankaufsichtlichen Risikotragfähigkeitskonzepten
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Public-private wage differential in a post-transition economy
a copula approach to the switching regression model -
Crash risk in the Nordic stock market
a cross-sectional analysis -
Weak convergence of empirical copula processes
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Nonparametric estimation of copulas for time series
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Copulas and the distribution of cash flows with mixed signs
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Multivariate option pricing using dynamic copula models
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Goodness of fit tests for copulas
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A Practical Guide to Endogeneity Correction Using Copulas
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The copula approach to sample selection modelling
an application to the recreational value of forests -
Modeling the differences in counted outcomes using copula models
with application to mismeasured counts -
Seasonality detection in small samples using score-driven nonlinear multivariate dynamic location models
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Score-driven non-linear multivariate dynamic location models
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Goodness-of-fit tests for parametric families of Archimedean copulas
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A copula test space model
how to avoid the wrong copula choice -
The pricing of correlated default risk
evidence from the credit derivatives market -
Modeling international financial returns with a multivariate regime switching copula
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Testing for asset market linkages
a new approach based on time-varying copulas -
Estimation and model selection of copulas with an application to exchange rates