Pages that link to "Item:Q3505329"
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The following pages link to Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series (Q3505329):
Displaying 7 items.
- Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Change-point detection in high-dimensional covariance structure (Q1616311) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
- Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis (Q2445735) (← links)
- Testing for white noise against locally stationary alternatives (Q4969863) (← links)