A note on conditional covariance matrices for elliptical distributions (Q1687219): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2607322753
@@ Property / OpenAlex ID: W2607322753 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.00918
@@ Property / arXiv ID: 1703.00918 / rank @@
+Normal rank
@@ Property / cites work @@
+On the theory of elliptically contoured distributions
+Normal rank
@@ Property / cites work @@
+Spatial contagion between financial markets: a copula-based approach
+Normal rank
@@ Property / cites work @@
+Tail Variance Premium with Applications for Elliptical Portfolio of Risks
+Normal rank
@@ Property / cites work @@
+A survey on continuous elliptical vector distributions
+Normal rank
@@ Property / cites work @@
+The 20-60-20 rule
@@ Property / cites work: The 20-60-20 rule / rank @@
+Normal rank
@@ Property / cites work @@
+Tail Conditional Expectations for Elliptical Distributions
+Normal rank
@@ Property / cites work @@
+Q4962328
@@ Property / cites work: Q4962328 / rank @@
+Normal rank