Pages that link to "Item:Q302191"

The following pages link to Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191):

Displaying 26 items.

• A review of copula models for economic time series (Q443763) (← links)
• On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
• Copula-MGARCH with continuous covariance decomposition (Q529780) (← links)
• Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
• High-dimensional copula-based distributions with mixed frequency data (Q726592) (← links)
• Analysis of dynamic correlation of Japanese stock returns with network clustering (Q1627816) (← links)
• Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
• Asymmetry in tail dependence in equity portfolios (Q1659125) (← links)
• Testing for nonlinearity in conditional covariances (Q1695687) (← links)
• Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: applications for financial risk management (Q2116329) (← links)
• Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo (Q2178935) (← links)
• Structured factor copula models: theory, inference and computation (Q2350038) (← links)
• Multivariate longitudinal modeling of insurance company expenses (Q2444721) (← links)
• A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
• Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
• The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
• Risk forecasting in (T)GARCH models with uncorrelated dependent innovations (Q4555065) (← links)
• Selection of Mixed Copula Model via Penalized Likelihood (Q4975416) (← links)
• (Q4986371) (← links)
• (Q5121457) (← links)
• A copula regression model for estimating firm efficiency in the insurance industry (Q5124917) (← links)
• A dynamic double asymmetric copula generalized autoregressive conditional heteroskedasticity model: application to China's and US stock market (Q5130150) (← links)
• Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models (Q5263991) (← links)
• (Q6039730) (← links)
• Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
• Mutual volatility transmission between assets and trading places (Q6184348) (← links)