Contagion determination via copula and volatility threshold models (Q2893213): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697680903410023
+Normal rank
@@ Property / OpenAlex ID @@
+W2125819444
@@ Property / OpenAlex ID: W2125819444 / rank @@
+Normal rank
@@ Property / cites work @@
+A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
+Normal rank
@@ Property / cites work @@
+Flexible Threshold Models for Modelling Interest Rate Volatility
+Normal rank
@@ Property / cites work @@
+On Bayesian model and variable selection using MCMC
+Normal rank
@@ Property / cites work @@
+Automatic Bayesian Curve Fitting
@@ Property / cites work: Automatic Bayesian Curve Fitting / rank @@
+Normal rank
@@ Property / cites work @@
+On the simultaneous associativity of F(x,y) and x+y-F(x,y)
+Normal rank
@@ Property / cites work @@
+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
+Normal rank
@@ Property / cites work @@
+Autoregressive conditional heteroskedasticity and changes in regime
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2893213