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Conference

A parsimonious multivariate copula for tail dependence modeling

Subjects: [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]; [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]Vimeiro; Portugal

  • Source: Extremes in Vimeiro Today ; EVT 2013 - Extremes in Vimeiro Today ; https://hal.science/hal-00863540 ; EVT 2013 - Extremes in Vimeiro Today, Sep 2013, Vimeiro, Portugal

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Academic Journal

Scenario generation of aggregated Wind, Photovoltaics and small Hydro production for power systems applications

Subjects: Ancillary Services; Wind generation; Photovoltaic Energy

  • Source: ISSN: 0306-2619 ; Applied Energy ; https://hal.science/hal-02081282 ; Applied Energy, 2019, Volume 242, pp.1396-1406. ⟨10.1016/j.apenergy.2019.03.112⟩ ;

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Dissertation/ Thesis

Dynamic copulas: applications to finance & economics ; Copules dynamiques : applications en finance et en économie

Subjects: Archimedean copulas; Credit derivatives; Dynamic copulas

  • Source: https://pastel.hal.science/pastel-00003260 ; Humanities and Social Sciences. École Nationale Supérieure des Mines de Paris, 2007. English. ⟨NNT : 2007ENMP1469⟩.

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  • 1-8 ل  8 نتائج ل ""Multivariate copula""