Fitting bivariate cumulative returns with copulas (Q956837): Difference between revisions

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Latest revision as of 20:18, 28 June 2024

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Fitting bivariate cumulative returns with copulas
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    Fitting bivariate cumulative returns with copulas (English)
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    26 November 2008
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    copula
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    normal inverse gamma mixture
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    IFM method
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    bivariate chi-square statistic
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    daily cumulative return
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    covariance estimation
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