Fitting bivariate cumulative returns with copulas (Q956837)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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