Pages that link to "Item:Q1010475"
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The following pages link to Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475):
Displayed 5 items.
- Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution (Q381535) (← links)
- Efficient estimation of copula-GARCH models (Q961423) (← links)
- Fourier methods for testing multivariate independence (Q1023517) (← links)
- Modelling multi-output stochastic frontiers using copulas (Q1927154) (← links)
- Time-varying joint distribution through copulas (Q2445695) (← links)