Κοπούλα (θεωρία πιθανοτήτων) (Greek Wikipedia)

Analysis of information sources in references of the Wikipedia article "Κοπούλα (θεωρία πιθανοτήτων)" in Greek language version.

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8doi.org

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1st-andrews.ac.uk

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1archive.org

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1rogermcooke.net

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1symmys.com

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1wired.com

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1lrb.co.uk

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1sciencedirect.com

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archive.org

Clayton, David G. (1978). «A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence». Biometrika 65 (1): 141–151. doi:10.1093/biomet/65.1.141. https://archive.org/details/sim_biometrika_1978-04_65_1/page/141.

doi.org

dx.doi.org

McNeil, A. J.; Nešlehová, J. (2009). «Multivariate Archimedean copulas, d-monotone functions and ${\mathit {l}}$ 1-norm symmetric distributions». Annals of Statistics 37 (5b): 3059–3097. doi:10.1214/07-AOS556.
Clayton, David G. (1978). «A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence». Biometrika 65 (1): 141–151. doi:10.1093/biomet/65.1.141. https://archive.org/details/sim_biometrika_1978-04_65_1/page/141.
Aas, K; Czado, C; Bakken, H (2009), «Pair-copula constructions of multiple dependence», Insurance: Mathematics and Economics 44 (2): 182–198, doi:10.1016/j.insmatheco.2007.02.001
Low, R; Alcock, J; Brailsford, T; Faff, R (2013), «Canonical vine copulas in the context of modern portfolio management: Are they worth it?», Journal of Banking and Finance 37 (8): 3085–3099, doi:10.1016/j.jbankfin.2013.02.036
Meneguzzo, David; Vecchiato, Walter (Nov 2003), «Copula sensitivity in collateralized debt obligations and basket default swaps», Journal of Futures Markets 24 (1): 37–70, doi:10.1002/fut.10110 |access-date= requires |url= (help)
Low, R; Alcock, J; Brailsford, T; Faff, R (2013), «Canonical vine copulas in the context of modern portfolio management: Are they worth it?», Journal of Banking and Finance 37 (8): 3085–3099, doi:10.1016/j.jbankfin.2013.02.036
Low, R; Alcock, J; Brailsford, T; Faff, R (2013), «Canonical vine copulas in the context of modern portfolio management: Are they worth it?», Journal of Banking and Finance 37 (8): 3085–3099, doi:10.1016/j.jbankfin.2013.02.036
Low, R.K.Y.; Faff, R.; Aas, K. (2016). «Enhancing mean–variance portfolio selection by modeling distributional asymmetries». Journal of Economics and Business. doi:10.1016/j.jeconbus.2016.01.003. http://www.sciencedirect.com/science/article/pii/S0148619516000047.

lrb.co.uk

MacKenzie, Donald (2008), «End-of-the-World Trade», London Review of Books, 2008-05-08, http://www.lrb.co.uk/v30/n09/mack01_.html, ανακτήθηκε στις 2009-07-27

rogermcooke.net

Cooke, R.M.· Joe, H.· Aas, K. (Ιανουαρίου 2011). Kurowicka, D.· Joe, H., επιμ. Dependence Modeling Vine Copula Handbook (PDF). World Scientific. σελίδες 37–72. ISBN 978-981-4299-87-9.

sciencedirect.com

Low, R.K.Y.; Faff, R.; Aas, K. (2016). «Enhancing mean–variance portfolio selection by modeling distributional asymmetries». Journal of Economics and Business. doi:10.1016/j.jeconbus.2016.01.003. http://www.sciencedirect.com/science/article/pii/S0148619516000047.

st-andrews.ac.uk

www-history.mcs.st-andrews.ac.uk

"J J O'Connor and E F Robertson" (Μαρτίου 2011). «Biography of Wassily Hoeffding». School of Mathematics and Statistics, University of St Andrews, Scotland. Ανακτήθηκε στις 8 Νοεμβρίου 2011.

symmys.com

Meucci, Attilio (2011), «A New Breed of Copulas for Risk and Portfolio Management», Risk 24 (9): 122–126, http://symmys.com/node/335

wired.com

Recipe for Disaster: The Formula That Killed Wall Street Wired, 2/23/2009