CDO, HAME Copulas and an R Package "CDO"

to related objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Classification: Wirtschaft

Event: Veröffentlichung

(where): Berlin

(who): Humboldt-Universität zu Berlin

(when): 2014

Creator: Xu, Yafai

Contributor: Okhrin, Ostap
Härdle, Wolfgang Karl

DOI: 10.18452/14213

URN: urn:nbn:de:kobv:11-100218996

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 10:51 AM CEST

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Associated

Xu, Yafai
Okhrin, Ostap
Härdle, Wolfgang Karl
Humboldt-Universität zu Berlin

Time of origin

2014

Other Objects (12)

Arbeitspapier

CDO and HAC

Arbeitspapier

CDO surfaces dynamics

Arbeitspapier

CDO pricing with copulae

Lévy copulae for financial returns

Arbeitspapier

Estimation procedures for exchangeable Marshall copulas with hydrological application

Arbeitspapier

Hierarchical Archimedean copulae: The HAC package

Arbeitspapier

Properties of hierarchical Archimedean copulas

Time-varying hierarchical archimedean copulas using adaptively simulated critical values

Arbeitspapier

Fitting high-dimensional copulae to data

Hochschulschrift

Sampling nested Archimedean copulas with applications to CDO pricing

Hochschulschrift

Sampling nested Archimedean copulas with applications to CDO pricing

Akten

C-Do.

Arbeitspapier

CDO and HAC

Arbeitspapier

CDO surfaces dynamics

Arbeitspapier

CDO pricing with copulae

Lévy copulae for financial returns

Arbeitspapier

Estimation procedures for exchangeable Marshall copulas with hydrological application

Arbeitspapier

Hierarchical Archimedean copulae: The HAC package

Arbeitspapier

Properties of hierarchical Archimedean copulas

Time-varying hierarchical archimedean copulas using adaptively simulated critical values

Arbeitspapier

Fitting high-dimensional copulae to data

Hochschulschrift

Sampling nested Archimedean copulas with applications to CDO pricing

Hochschulschrift

Sampling nested Archimedean copulas with applications to CDO pricing

Akten

C-Do.

Arbeitspapier

CDO and HAC

Arbeitspapier

CDO surfaces dynamics

Arbeitspapier

CDO pricing with copulae

Lévy copulae for financial returns

Arbeitspapier

Estimation procedures for exchangeable Marshall copulas with hydrological application

Arbeitspapier

Hierarchical Archimedean copulae: The HAC package

Arbeitspapier

Properties of hierarchical Archimedean copulas

Time-varying hierarchical archimedean copulas using adaptively simulated critical values

Arbeitspapier

Fitting high-dimensional copulae to data

Hochschulschrift

Sampling nested Archimedean copulas with applications to CDO pricing

Hochschulschrift

Sampling nested Archimedean copulas with applications to CDO pricing

Akten

C-Do.

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CDO, HAME Copulas and an R Package "CDO"

Object Details

Classification and Topics

Contributors, Places and Time

Further information

Data provider

Associated

Time of origin

Other Objects (12)

CDO and HAC

CDO surfaces dynamics

CDO pricing with copulae

Lévy copulae for financial returns

Estimation procedures for exchangeable Marshall copulas with hydrological application

Hierarchical Archimedean copulae: The HAC package

Properties of hierarchical Archimedean copulas

Time-varying hierarchical archimedean copulas using adaptively simulated critical values

Fitting high-dimensional copulae to data

Sampling nested Archimedean copulas with applications to CDO pricing

Sampling nested Archimedean copulas with applications to CDO pricing

C-Do.

CDO and HAC

CDO surfaces dynamics

CDO pricing with copulae

Lévy copulae for financial returns

Estimation procedures for exchangeable Marshall copulas with hydrological application

Hierarchical Archimedean copulae: The HAC package

Properties of hierarchical Archimedean copulas

Time-varying hierarchical archimedean copulas using adaptively simulated critical values

Fitting high-dimensional copulae to data

Sampling nested Archimedean copulas with applications to CDO pricing

Sampling nested Archimedean copulas with applications to CDO pricing

C-Do.

CDO and HAC

CDO surfaces dynamics

CDO pricing with copulae

Lévy copulae for financial returns

Estimation procedures for exchangeable Marshall copulas with hydrological application

Hierarchical Archimedean copulae: The HAC package

Properties of hierarchical Archimedean copulas

Time-varying hierarchical archimedean copulas using adaptively simulated critical values

Fitting high-dimensional copulae to data

Sampling nested Archimedean copulas with applications to CDO pricing

Sampling nested Archimedean copulas with applications to CDO pricing

C-Do.

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