Pages that link to "Item:Q3574716"
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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):
Displaying 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)
