Pages that link to "Item:Q320930"
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The following pages link to Default probability estimation via pair copula constructions (Q320930):
Displayed 5 items.
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts (Q1749519) (← links)
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (Q2044366) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- Bivariate copula-based CUSUM charts for monitoring conditional nonlinear processes with first-order autocorrelation (Q5055244) (← links)
