Pages that link to "Item:Q2159132"
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The following pages link to A generalized error distribution copula-based method for portfolios risk assessment (Q2159132):
Displayed 4 items.
- Optimal forecasting accuracy using Lp-norm combination (Q2168554) (← links)
- Model-based fuzzy time series clustering of conditional higher moments (Q2237183) (← links)
- Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482) (← links)
- Neyman's C(α) test for the shape parameter of the exponential power class (Q5086074) (← links)