Pages that link to "Item:Q1647611"

The following pages link to Time-varying extreme value dependence with application to leading European stock markets (Q1647611):

Displaying 11 items.

• Non-stationary dependence structures for spatial extremes (Q321454) (← links)
• Conditional marginal expected shortfall (Q826003) (← links)
• Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
• A regionalisation approach for rainfall based on extremal dependence (Q2028583) (← links)
• How do mobility restrictions and social distancing during COVID-19 affect oil price? (Q2136047) (← links)
• Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
• Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims (Q2179972) (← links)
• Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
• Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (Q5120643) (← links)
• Robust estimation of the conditional stable tail dependence function (Q6175804) (← links)
• Statistical inference on a changing extreme value dependence structure (Q6183760) (← links)