Early warnings indicators of financial crises via auto regressive moving average models (Q2198492): Difference between revisions

@@ Property / author @@
-Sandro Vaienti
@@ Property / author: Sandro Vaienti / rank @@
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-Q598389
@@ Property / author: Q598389 / rank @@
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+Sandro Vaienti
@@ Property / author: Sandro Vaienti / rank @@
+Normal rank
@@ Property / author @@
+Béreng`ere Dubrulle
@@ Property / author: Béreng`ere Dubrulle / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.cnsns.2015.05.002
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+W283136338
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+Q57886151
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+Time series: Theory and methods
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+Q5663204
@@ Property / cites work: Q5663204 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical early-warning indicators based on autoregressive moving-average models
+Normal rank
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+Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
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+A model for rapid stochastic distortions of small-scale turbulence
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@@ links / mardi / name / links / mardi / name @@
+Publication:2198492