Pages that link to "Item:Q1010475"

The following pages link to Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475):

Displaying 8 items.

• Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution (Q381535) (← links)
• Efficient estimation of copula-GARCH models (Q961423) (← links)
• Fourier methods for testing multivariate independence (Q1023517) (← links)
• Modelling multi-output stochastic frontiers using copulas (Q1927154) (← links)
• Analysis of ordinal and continuous longitudinal responses using pair copula construction (Q2168557) (← links)
• Estimating fibres' material parameter distributions from limited data with the help of Bayesian inference (Q2421961) (← links)
• Time-varying joint distribution through copulas (Q2445695) (← links)
• A Compendium of Copulas (Q5162881) (← links)