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  1. Multidimensional copula models for parallel development of the US bond market indices
    Komorník Jozef  Komorníková Magda ; 010220 Bacigál Tomáš ; 010220 Nguyen Cuong
    Tatra Mountains Mathematical Publications . Vol. 69, (2017), s. 61-73
    bond market indices copulas Cramer-von Mises test statistics goodness of fit (GOF) test Vuong and Clarke tests
    https://www.degruyter.com/view/j/tmmp
    článok z periodika
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  2. Tail dependence of perturbed copulas
    Komorník Jozef  Komorníková Magda ; 010220 Kalická Jana ; 010220 Nguyen Cuong
    Journal of Statistical Theory and Applications . Vol. 15, iss. 2 (2016), s. 153-160
    copula perturbation of copula tail dependence Real Estate Investment Trust (REIT) index returns of REIT indexes
    http://www.atlantis-press.com/php/download_paper.php?id=25856824
    článok z periodika
    ADM - 13/NOVÉ Vedecké práce v zahraničných časopisoch registrovaných v databázach Web of Science alebo SCOPUS
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  3. Modeling of parallel development of bond market indices
    Komorník Jozef  Komorníková Magda ; 010220 Bacigál Tomáš ; 010220 Nguyen Cuong
    SMTDA 2016 - Stochastic Modeling Techniques and Data Analysis : . online, s. 193-204
    bond market indices copulas Cramer-von Mises test statistics goodness of fit (GOF) test Vuong and Clarke tests
    článok zo zborníka
    BEE - Scientific works in not noticed year-books from international undertakings, foreign year-books
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  4. Dynamics of parallel development of the bond market indices in the US market and its multidimensional copula models
    Bacigál Tomáš ; 010220  Komorník Jozef Komorníková Magda ; 010220 Nguyen Cuong
    Global and Stochastic Analysis . Vol. 3, no. 2 (2016), s. 47-59
    bond market indices copulas Cramer-von Mises test statistics
    http://www.mukpublications.com/resources/gsa-vol3-2-2-Komornik_et_al_n.pdf
    článok z periodika
    ADM - 13/NOVÉ Vedecké práce v zahraničných časopisoch registrovaných v databázach Web of Science alebo SCOPUS
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  5. Gold price and stock markets nexus under mixed-copulas
    Nguyen Cuong  Bhatti Ishaq M. Komorníková Magda ; 010220 Komorník Jozef
    Economic Modelling : . Vol. 58, (2016), s. 283-292
    mixed copula gold price stock market risk management
    článok z periodika
    ADC - Scientific titles in foreign carented magazines and noticed year-books
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  6. Tail dependence of enriched class of perturbed copulas with modelling applications
    Komorník Jozef  Komorníková Magda ; 010220 Kalická Jana ; 010220 Nguyen Cuong
    Stochastic Modeling Data Analysis and Statistical Applications : . S. 53-63
    copula perturbation of copula tail dependence Real Estate Investment Trust (REIT) index returns of REIT indexes
    článok zo zborníka
    AFC - Reports at international scientific conferences
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  7. Modelling structural changes in relations between returns of selected REIT indexes
    Komorník Jozef  Komorníková Magda ; V220 Nguyen Cuong
    ASMDA 2013 : . S. 541-548
    Archimedean copula copulas kopule
    http://www.asmda.es/images/1Proceedings_ASMDA_2013_J-L.pdf
    článok zo zborníka
    AFC - Reports at international scientific conferences
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  8. Modelling structural changes in relations between returns of selected stock indexes
    Komorník Jozef  Komorníková Magda ; V220 Nguyen Cuong
    ASMDA 2013 : . s.118
    copula kopula modelling modelovanie Výnosy
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    AFG - Abstractions of scientific titles in year-books from international conferences
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  9. New Evidence on Asymmetric Co-movement between Gold Prices and Stock Markets with Mixed-copula Analysis
    Komorníková Magda ; V220  Komorník Jozef Nguyen Cuong Bhatti Ishaq
    World Finance & Banking Symposium [elektronický zdroj] : . s.72
    akcie copulas kopule stock
    článok zo zborníka
    AFG - Abstractions of scientific titles in year-books from international conferences
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