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1-7 of 7 results for Extreme value copulas

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Research article

First published 2025

A Takeover Failure Prediction Model Based on Extreme Value Theory and Copula Function

Haolin Chen, Xiaohua Zhao, Haijian Li [...]

Transportation Research Record: Journal of the Transportation Research Board

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Research article

First published 2024-2

On two new modified tawn copulas

Christophe Chesneau

Model Assisted Statistics and Applications

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Research article

First published 2012-10

Bivariate Cox models and copulas

Mohamed Achibi, Michel Broniatowski, Catherine Duveau [...]

Proceedings of the Institution of Mechanical Engineers,Part O: Journal of Risk and Reliability

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Research article

First published 2023-03

Downside Risk and Portfolio Optimization of Energy Stocks: A Study on the Extreme Value Theory and the Vine Copula Approach

Madhusudan Karmakar, Samit Paul

The Energy Journal

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Research article

First published 2020-06-25

Based on Copula-CoVaR model of risk spillover effect of oil markets and other commodity markets

Chenxiao Tian, Baoshuai Zhang, Jun Duan

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2023-2

European travel and leisure sector and uncertainties: A risk spillover analysis

Dilip Kumar

Tourism Economics

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Research article

First published 2025-11

Copula-based investigation of temperature-wind joint actions and effects on long-span cable-stayed bridges

Zhiyuan Ma, Jiang Liu, Haotian Wu [...]

Advances in Structural Engineering