Pages that link to "Item:Q2445713"

The following pages link to Efficient estimation of a semiparametric dynamic copula model (Q2445713):

Displaying 19 items.

• Semiparametric estimation of conditional copulas (Q443773) (← links)
• Conditional copulas, association measures and their applications (Q901578) (← links)
• Semiparametric bivariate Archimedean copulas (Q901593) (← links)
• Testing for structural breaks in factor copula models (Q1739863) (← links)
• Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
• Multivariate and functional covariates and conditional copulas (Q1950860) (← links)
• Tails of correlation mixtures of elliptical copulas (Q2276214) (← links)
• Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
• On the distribution of sums of random variables with copula-induced dependence (Q2514603) (← links)
• Portfolio optimization for inventory financing: copula-based approaches (Q2669576) (← links)
• Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861) (← links)
• Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
• A new time-varying optimal copula model identifying the dependence across markets (Q4555089) (← links)
• Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032) (← links)
• Time-Varying Mixture Copula Models with Copula Selection (Q5066788) (← links)
• A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162) (← links)
• An economic evaluation of stock–bond return comovements with copula-based GARCH models (Q5245467) (← links)
• Spline approximations to conditional Archimedean copula (Q6537791) (← links)
• The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach (Q6620912) (← links)