Pages that link to "Item:Q1423197"
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The following pages link to Improved rank-based dependence measures for categorical data. (Q1423197):
Displaying 5 items.
- Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148) (← links)
- Constraints on concordance measures in bivariate discrete data (Q707394) (← links)
- A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999) (← links)
- Archimedean copula estimation using Bayesian splines smoothing techniques (Q1020736) (← links)
- Copula index for detecting dependence and monotonicity between stochastic signals (Q2213108) (← links)
