Pages that link to "Item:Q3184506"
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The following pages link to Archimedean copulae for risk measurement (Q3184506):
Displaying 5 items.
- How to improve the fit of Archimedean copulas by means of transforms (Q452292) (← links)
- Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach (Q2060787) (← links)
- Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk (Q5073425) (← links)
- Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model (Q5138230) (← links)
- Nonparametric predictive inference for stock returns (Q5138622) (← links)
