The partial copula: properties and associated dependence measures (Q334002): Difference between revisions

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-.1016/j.spl.2016.07.014
@@ Property / DOI: 10.1016/j.spl.2016.07.014 / rank @@
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+.06665
@@ Property / arXiv ID: 1511.06665 / rank @@
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@@ Property / cites work @@
+Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
+Normal rank
@@ Property / cites work @@
+Time-dependent copulas
@@ Property / cites work: Time-dependent copulas / rank @@
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@@ Property / cites work @@
+Estimation of a Copula when a Covariate Affects only Marginal Distributions
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+Partial and average copulas and association measures
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+Asymptotic efficiency of the two-stage estimation method for copula-based models
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+Efficient estimation of copula-GARCH models
@@ Property / cites work: Efficient estimation of copula-GARCH models / rank @@
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@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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@@ Property / cites work @@
+Dependence structure of conditional Archimedean copulas
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@@ Property / cites work @@
+SCOMDY models based on pair-copula constructions with application to exchange rates
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@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+Vine copulas with asymmetric tail dependence and applications to financial return data
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+Joint Regression Analysis of Correlated Data Using Gaussian Copulas
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+Simplified vine copula models: approximations based on the simplifying assumption
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@@ Property / cites work @@
+Simplified pair copula constructions -- limitations and extensions
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@@ Property / DOI @@
+.1016/J.SPL.2016.07.014
@@ Property / DOI: 10.1016/J.SPL.2016.07.014 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:334002