Pages that link to "Item:Q2893213"
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The following pages link to Contagion determination via copula and volatility threshold models (Q2893213):
Displaying 6 items.
- Time-varying joint distribution through copulas (Q2445695) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas (Q5001158) (← links)
- Sovereign risk zones in Europe during and after the debt crisis (Q5234326) (← links)
- Clustering Dependencies Via Mixtures of Copulas (Q5418893) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
