Pages that link to "Item:Q2324152"
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The following pages link to Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152):
Displayed 2 items.
- Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (Q896761) (← links)
- Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula (Q2323186) (← links)
