Pages that link to "Item:Q3574716"

The following pages link to Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market (Q3574716):

Displayed 10 items.

• A simple nonparametric test for structural change in joint tail probabilities (Q531413) ‎ (← links)
• Copulas with maximum entropy (Q691414) ‎ (← links)
• Stochastic models for risk estimation in volatile markets: a survey (Q993727) ‎ (← links)
• Normal tempered stable copula (Q2339016) ‎ (← links)
• Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543) ‎ (← links)
• Improving model performance with the integrated wavelet denoising method (Q2687882) ‎ (← links)
• Foster-Hart optimization for currency portfolios (Q2697032) ‎ (← links)
• Dependence structure of market states (Q3302373) ‎ (← links)
• A Compendium of Copulas (Q5162881) ‎ (← links)
• Reconciling business analytics with graphically initialized subspace clustering for optimal nonlinear pricing (Q6087510) ‎ (← links)