Pages that link to "Item:Q2445695"
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The following pages link to Time-varying joint distribution through copulas (Q2445695):
Displaying 18 items.
- Bayesian copulae distributions, with application to operational risk management (Q398812) (← links)
- Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Vine-copula GARCH model with dynamic conditional dependence (Q1623562) (← links)
- Unfolded GARCH models (Q1657508) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Modelling multi-output stochastic frontiers using copulas (Q1927154) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222) (← links)
- Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo (Q2178935) (← links)
- Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490) (← links)
- Copula based factorization in Bayesian multivariate infinite mixture models (Q2443267) (← links)
- Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
- Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
- Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032) (← links)
- Bayesian Computation in Dynamic Latent Factor Models (Q5057076) (← links)
- Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581) (← links)
- Markov switching quantile autoregression (Q6064121) (← links)
