Pages that link to "Item:Q4319212"
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The following pages link to Autoregressive Conditional Density Estimation (Q4319212):
Displayed 24 items.
- The skew generalized<i>t</i>distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation (Q5400793) (← links)
- Investor preferences and portfolio selection: is diversification an appropriate strategy? (Q5484650) (← links)
- Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
- An empirical study of the impact of skewness and kurtosis on hedging decisions (Q5745646) (← links)
- A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)
- Independent Factor Autoregressive Conditional Density Model (Q5863555) (← links)
- <i>M</i>Tests with a New Normalization Matrix (Q5863556) (← links)
- Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) (← links)
- An efficient integrated nonparametric entropy estimator of serial dependence (Q5864646) (← links)
- Selecting from among 12 alternative distributions of financial data (Q5867437) (← links)
- Contemporaneous asymmetry in GARCH processes (Q5932779) (← links)
- Gram-Charlier densities. (Q5958096) (← links)
- An Extensive Comparison of Some Well‐Established Value at Risk Methods (Q6088259) (← links)
- Dynamic factor copula models with estimated cluster assignments (Q6090586) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- Refining set-identification in VARs through independence (Q6108329) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach (Q6148779) (← links)
- Transform MCMC schemes for sampling intractable factor copula models (Q6164840) (← links)
- Optimal estimating function for weak location‐scale dynamic models (Q6176937) (← links)
- Stochastic variational inference for GARCH models (Q6190666) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
- A comparison of the GB2 and skewed generalized log-t distributions with an application in finance (Q6199642) (← links)