LOCAL ESTIMATION OF DYNAMIC COPULA MODELS (Q3564992): Difference between revisions

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+Modeling and pricing long memory in stock market volatility
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+Local Likelihood Smoothing of Sample Extremes
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
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+Bivariate option pricing using dynamic copula models
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+Local dependence estimation using semiparametric archimedean copulas
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