GSH Dependence Modeling with an Application to Risk Management (Q3167840): Difference between revisions

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+https://doi.org/10.1080/03610926.2012.686646
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+W2036847880
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+Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
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+The multivariate skew-normal distribution
@@ Property / cites work: The multivariate skew-normal distribution / rank @@
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+Model Selection and Multimodel Inference
@@ Property / cites work: Model Selection and Multimodel Inference / rank @@
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+The t Copula and Related Copulas
@@ Property / cites work: The t Copula and Related Copulas / rank @@
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+Tests of independence and randomness based on the empirical copula process
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+An empirical analysis of multivariate copula models
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+Elliptical copulas: Applicability and limitations.
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+Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
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+Constructing multivariate distributions with specific marginal distributions
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+Copula Component Analysis
@@ Property / cites work: Copula Component Analysis / rank @@
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+Q5706744
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+Aggregation of dependent risks using the Koehler-Symanowski copula function
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+THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES
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+Publication:3167840