Time-varying joint distribution through copulas (Q2445695): Difference between revisions

@@ Property / cites work @@
+Contagion determination via copula and volatility threshold models
+Normal rank
@@ Property / cites work @@
+Bayesian estimation of the Gaussian mixture GARCH model
+Normal rank
@@ Property / cites work @@
+Bayesian inference on GARCH models using the Gibbs sampler
+Normal rank
@@ Property / cites work @@
+Extreme Value Theory as a Risk Management Tool
@@ Property / cites work: Extreme Value Theory as a Risk Management Tool / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study
+Normal rank
@@ Property / cites work @@
+Bayesian copula selection
@@ Property / cites work: Bayesian copula selection / rank @@
+Normal rank
@@ Property / cites work @@
+Q4543480
@@ Property / cites work: Q4543480 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient estimation of copula-GARCH models
@@ Property / cites work: Efficient estimation of copula-GARCH models / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market
+Normal rank
@@ Property / cites work @@
+Q3336431
@@ Property / cites work: Q3336431 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chains for exploring posterior distributions. (With discussion)
+Normal rank