Pages that link to "Item:Q1959136"
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The following pages link to Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136):
Displayed 6 items.
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (Q896761) (← links)
- The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147) (← links)
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- Pair-copula constructions for non-Gaussian DAG models (Q3225772) (← links)
- Tail variance for Generalized Skew-Elliptical distributions (Q5079253) (← links)