Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1905.05056 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate extended skew-\(t\) distributions and related families / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multivariate piecing-together approach with an application to operational loss data / rank
 
Normal rank
Property / cites work
 
Property / cites work: The multivariate skew-normal distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Time Series and Forecasting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time-varying extreme value dependence with application to leading European stock markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272657 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Trends in Extreme Value Indices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The t Copula and Related Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics of Heteroscedastic Extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremal dependence of random scale constructions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the residual dependence index of elliptical distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling Spatial Processes with Unknown Extremal Dependence Class / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copula-based measures of reflection and permutation asymmetry and statistical tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Factor Copula Models for Replicated Spatial Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics for near independence in multivariate extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric bivariate modelling with flexible extremal dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression‐type models for extremal dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood-Based Inference for Max-Stable Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4450667 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate generalized Pareto distributions: parametrizations, representations, and properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate generalized Pareto distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2921614 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate extreme statistics. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate extreme value theory: Models and estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling multivariate extreme value distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison of dependence function estimators in multivariate extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling Across Extremal Dependence Classes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling spatial extremes using normal mean-variance mixtures / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2944446553 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 10:59, 30 July 2024

scientific article
Language Label Description Also known as
English
Asymmetric tail dependence modeling, with application to cryptocurrency market data
scientific article

    Statements

    Asymmetric tail dependence modeling, with application to cryptocurrency market data (English)
    0 references
    0 references
    0 references
    0 references
    5 September 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    copula model
    0 references
    cryptocurrency data
    0 references
    extreme-value theory
    0 references
    joint-tail modeling
    0 references
    tail dependence
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references