Pages that link to "Item:Q1623563"
From MaRDI portal
The following pages link to Regime switches in the dependence structure of multidimensional financial data (Q1623563):
Displaying 14 items.
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- Testing for the number of states in hidden Markov models (Q1659122) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← links)
- Estimating standard errors in regular vine copula models (Q2259341) (← links)
- Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Generalized Additive Models for Pair-Copula Constructions (Q3391152) (← links)
- The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
- A multivariate volatility vine copula model (Q5034252) (← links)
- Time-varying copula models for financial time series (Q5197403) (← links)
- MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412) (← links)
- A goodness-of-fit test for regular vine copula models (Q5860906) (← links)
