Q5121469 (Q5121469): Difference between revisions

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scientific article; zbMATH DE number 7246958

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7246958

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scholarly article

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Songsak Sriboonchitta

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publication date

14 September 2020

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full work available at URL

http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/1340

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zbMATH Keywords

electricity spot price

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canonical vine copula

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GARCH model

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dependence

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Probability density decomposition for conditionally dependent random variables modeled by vines

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Vines -- a new graphical model for dependent random variables.

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Uncertainty Analysis with High Dimensional Dependence Modelling

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Pair-copula constructions of multiple dependence

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Mixture of D-vine copulas for modeling dependence

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Selecting and estimating regular vine copulae and application to financial returns

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Vine copulas with asymmetric tail dependence and applications to financial return data

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Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50

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On Bayesian Modeling of Fat Tails and Skewness

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5121469

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